Role OverviewCollaborate with internal stakeholders to analyze user needs and address data, model, and implementation issues. Lead the development, implementation, and documentation of scenarios for businesses within the Firm. Develop and maintain electronic trading systems for hedging interest rate products.
What You Will Do
Analyze large data sets to build predictive models of business-relevant market variables. Implement data-driven algorithms with statistical models to identify and generate revenue opportunities. Build and implement electronic trading algorithms using historical quantitative data to benchmark and improve algorithm performance.
Why It Might Be a Fit
Prior experience in quantitative analysis, risk management, and algorithm development is required. Strong skills in C++, Java, or Python, as well as Bayesian analysis, time series analysis, and machine learning algorithms are necessary.
Requirements
- Bachelor’s degree in Mathematics, Computer Science, Financial Engineering, Applied Mathematics, or related quantitative field
- Four years of experience in job offered or a related role
- Four years of experience with C++, Java, or Python
- Developing automated quoting, risk management, hedging and execution algorithms
- Quantitative analysis using advanced econometric, statistical, and mathematical techniques
- Performing risk management or scenario-based analysis
- Developing rigorous and scalable data management and analysis tools
- Statistics and data driven performance analysis
Benefits
- Annual base salary
- Healthcare
- PTO
- Retirement
- Learning budget
- Parental leave
- Wellness
- Visa/relocation
- Remote flexibility
- Stipends
- Bonus/commission
- Paid holidays
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