Quantitative Services Senior Professional – Equities Platform and Products

Job Description:

The current opening is for a Quantitative Services Sr Professional located in Charlotte, New York or New Jersey and will work in a team setting to ensure successful monitoring, validating, and Electronic Trading, High Touch and Low Touch Equities, Options and OTC Models to improve automation, regulatory reporting, risk reduction, regulatory objectives and  meet customer performance expectations. This position will work with our global team to set up the BAU procedures and be able to execute as a control function for AMRS region. Additionally, the role will also be involved with initiative/project we are building out for Global Consolidated Audit Trail and in the broader Global Equities products. The initiative are mostly related to building out and supporting defect resolutions for Model, Automation and /performance metrics reporting infrastructure, which includes Tableau based data visualization, or Python/VBA based reporting.

Develops risk and data modeling tools for equities  products, applying the theory and mathematics behind various models to identify and resolve root cause issues
Builds out analytical and technical tools for validations of new models/methodology to meet the Equities Platform and Product team strategy
Provides in-depth impact analysis or scenario analysis of quantitative measurements.
Understands financial products across all asset classes and has extensive knowledge of technical implementations.
Posses advanced degree in physic, applied mathematics, statistics/probability or another heavy quantitative discipline.
Provide monitoring thresholds on daily ETF NAV calculation, identify issues, reports and work with Quantitative Services Group and technology and Tech to resolve issues, errors, defects and incidents.
Set up BAU procedure on NAV monitoring function and execute
Work closely with Global Equities, FICC desk, Global Credits desk and QSG Team to help provide timely solutions to ad-hoc projects assigned by the Supervisory Principals to meet regulatory requirements.
Design visualization dashboard design (Tableau)
Python or Excel/VBA based short-cut solutions, Data recon/validation, explorer data science/machine learning to support Front Office and Supervisory needs

Required Skills: (Must have these skills to be minimally qualified)
At least 3 years of experience working in a quantitative risk, technology, or front office role.
Strong analytical skills, strong technical skills including experience using Excel, VBA, SQL, Python.
Ability to Multitask and manage dynamic and changing priorities with the desk.
Experience pricing OTC derivative products including futures, options, swaps, credit default swaps, forward rate agreements and swaptions.
Knowledge of Financial Risk Management, Credit Risk Models, Value at Risk (VaR).
Bachelors or higher in Finance, Computer Science, FinMath, Data Science, Statistics/Applied Math or other Quantitative field.

Desired Skills:
Strong traded product knowledge
Exposure to AGILE methodology
Exposure to programming languages such as Visual Basic, C, C , Java, JavaScript and Python
Experience with SQL and object databases
Trading experience
Statistical Analysis experience

Shift:

Hours Per Week: 

Salary : $72,100 - $110,000