Responsibilities:
- Creation of tools and analytic models for Portfolio Managers
- Add to and maintain existing model library
- Research and enhance statistical models for cash and derivative securities
- Collaborate with portfolio managers and advise on best use of the models
Qualifications:
- 5+ years of experience within front office quantitative analytics (buyside or sellside)
- Advanced degree in a STEM field
- Proficiency in Python and C++
- Extensive knowledge in front office pricing and risk modeling
- Expert level proficiency in developing financial derivative models
- Ability to communicate and collaborate with researchers, traders, and portfolio managers
- Strong, independent research skills
- Ability to deliver high-quality work within deadlines
