Quantitative Analyst Jobs

Your Opportunity

What you are good at

• Assessing the rational and supporting evidence for model choices, Identifying and assessing model assumptions and limitations, and assessing model accuracy and performance
• Performing sensitivity testing, back-testing, and other forms of statistical and econometric analysis
• Presenting work through formal model validation reports, as well as through verbal presentations to model owners and senior management
• Performing model validations following guidelines based on SR 11-7, to include an assessment of model usage, documentation, conceptual soundness, data integrity, the control environment, and the software environment
• Independently replicating models from theory to ensure accurate implementation and developing “toy” benchmark models to assess model performance and uncertainty
• Working effectively as a team member with other quantitative analysts at the company, as well as with external consultants

What you have

• Advanced degree in a quantitative discipline (statistics, mathematics, physics, economics).
• Strong oral and written communication skills.
• Advanced skill with one or more analytical tools, such as SAS, R, MATLAB, or Python.
• Excellent people skills.

• Knowledge of model governance processes and regulatory requirements for large US banks.
• Experience working as a quant in the financial industry.
• Governance processes and regulatory requirements for large US banks.
• 2-5+ years of work experience in quantitative modeling.
• Experience working with pricing and risk models related to financial derivative products (options, futures).
• D. in a quantitative discipline (statistics, mathematics, physics, economics).
• Experience working with investment models (portfolio optimization, instrument rating, etc.)
• CFA and/or FRM certification.