Qualified candidates, please attach resume when applying.
Our client, a large financial firm looking to build a digital custodian, is seeking a Quant Analyst in their NYC office.
This is candidate will be a new addition to the Quant Solution Group. This role will build quant models for the firm. Although it a specialized group within IT, its considered to be on the front office / revenue side. The right candidate will have very strong JAVA / SQL and some type of programming language R/ Java/python/c++/ etc. to support back testing and portfolio theory and build quant models.
Qualifications and Requirements:
- Prefer 0-2 years’ experience in capital markets.
- STEM Bachelor’s required, MS/PhD is a plus; Mathematics, Statistics oriented and course work highly desired
- Java/R aptitude or any other high-level programming languages to support mathematical analysis (e.g. Python, Matlab, Excel)
- Experience of model design and implementing project tasks
- Broad knowledge of quantitative market risk, counterparty risk; or pricing models and how they are used