Senior Quantitative Strategist
1 day ago
At Live Connections Placements Pvt. Ltd., we specialize in finding and placing professionals across various sectors globally.
We bring to the table a cumulative recruitment experience built over two decades, making us a trusted partner for organizations seeking top talent.
About Our Client:
We are partnering with a leading global organization that operates in 35 countries, serving over 70 million customers worldwide.
This company has established itself as a provider of banking, mortgage, investing, and financial services to millions of individuals, businesses, and communities nationwide.
The Role:
We are seeking a Sr. Quantitative Analytics Specialist to join our team.
You will be responsible for leading complex initiatives, including creation, implementation, documentation, validation, articulation, and defense of highly statistical theory.
You will qualify monitor markets and forecast credit and operational risks.
You will strategize short and long-term objectives and provide analytical support for a wide array of business initiatives.
You will utilize stochastic, structured securities, spread analysis, with expertise in the theory and mathematics behind the analysis.
You will review and assess models inclusive of technical, audit, and market perspectives.
You will identify structure and scope of review.
You will enable decision making for product and marketing with broad impact and act as a key participant to develop and document analytical models.
You will collaborate and consult with regulators and auditors.
You will present results of analysis and strategies.
Required Qualifications:
- 5+ years of Quantitative Analytics experience
- Master's degree or higher in a quantitative discipline such as mathematics, statistics, engineering, physics, economics, or computer science
Desired Qualifications:
- Strong mathematical, statistical, analytical, and computational skills
- Good knowledge of financial mathematics and financial models
- Good verbal, written, presentation, and interpersonal communication skills
- Strong programming skills and use of software packages such as Python, C++
- Eagerness to contribute collaboratively on projects and discussions
Job Expectations:
- Performing an extensive set of tests (including model performance monitoring) to ensure that Front Office models are robust, consistent, and well-behaved under current and distressed market conditions
- Work with front office IT team and trading team to resolve issues related to the front office libraries used in the pricing
- Writing code (Python, C++) and refactoring code and unit test cases for quant library
- Maintaining proper documentation of all processes and keeping the code up to date
- Compiling and presenting results in a document which will be submitted to model risk teams for review
- Participating in the production of formal summary and analysis documentation and reporting
- Actively participating and contributing in team discussions on project-specific areas/assignments
- Answering ad-hoc questions from various stakeholders including US Front Office Quants, Risk, Model Governance, etc.
A Master's or PhD in a quantitative field such as math, statistics, engineering, physics, economics, computer sciences, etc.
5 + years of experience in similar roles with relevant skill sets
Computer programming skills (Python, VBA, C++)
Writing documents using Microsoft Office tools, LaTeX, or other word processing programs
Ability to learn quickly and work collaboratively within a team in a dynamic and fast-paced environment with multiple responsibilities but still following strict deadlines
A great opportunity awaits
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