Description

You will design quantitative model analytics frameworks to assess performance and usage.

This role is on-site.

Responsibilities

• Create test data sets and portfolio strategies for model validators and regulators.
• Investigate model behavior, perform root cause analysis, and suggest improvements.
• Analyze large data sets, including positions, prices, and market/liquidity data.
• Develop and support in-house quantitative R&D platforms and analytics tools.
• Document methods, techniques, results, and analysis thoroughly.

Required Skills

• 7+ years of relevant professional experience in quantitative analysis.
• Master’s Degree or above in math, quantitative finance, physics, statistics, computer science, or a similar field.
• Proficiency in Python and SQL.
• Experience with C++.
• Strong understanding of object-oriented programming (OOP).
• Advanced knowledge of stochastic processes, probability theory, and numerical methods.
• Strong analytical, organizational, and communication skills in English.

Key Skills

Education

Any Graduate