We are seeking a senior Quantitative Analyst to join the team. This role will be responsible for the development and implementation of financial asset pricing models in addition to managing data and processes to estimate and report on risk exposures in a portfolio.

The primary responsibilities of the role are:

• Model development and stress testing.
• Instrument valuation and pricing across all Equities and Fixed Income products (Exchange Traded and OTC)
• Maintenance of existing models
• Risk analysis and management
• Development of code for pricing models and risk models in Java
• Contribute to the development of Stress Testing methodologies.
• Assist and contribute to key projects in the organization.

Who we’re looking for:

• 5+ years in a quantitative role
• Must have a Ph.D. in mathematics, statistics, computer science or a related field
• Must have a M.S./Ph.D. degree in quantitative finance or quantitative mathematics
• Strong understanding of derivatives
• Exceptional knowledge of equities and rates products
• Strong coding experience in Java, C++, Python, R and SQL
• Experience working on a trading floor with a large investment bank
• Excellent stakeholder engagement skills
• Publications