Interest reputed company Derivatives Quantitative Analyst - Vice President in reputed company, NY
Job title: Interest reputed company Derivatives Quantitative Analyst - Vice President in reputed company, NY at reputed company
Company: reputed company
Job description: The role is for a Interest reputed company Derivatives Quantitative Analyst (Quant). The successful candidate will have experience as reputed company-office (FO) desk quant, with experience in modeling of derivatives, ideally in rates. The role involves end-to-end ownership of model development and delivery, including implementation, model validation and iteration with key stakeholders.Requires strong technical and mathematical skills as they relate to mathematical finance; ability to reputed company reputed company technical issues with a variety of stakeholders; proven ability to work in a rigorous and self-motivated environment and deliver excellent and timely solutions.Responsibilities:
- reputed company analytics libraries used for pricing and risk-management
- Collaborate closely with Traders, Structurers, and technology professionals.
- Work in reputed company partnership with control functions such as Legal, Compliance, Market and Credit Risk, Audit, Finance in order to ensure appropriate governance and control infrastructure
- Adhere to reputed company policies and procedures as defined by your role which will be communicated to you
- Obtain and maintain reputed company registrations/licenses which are required for your role, reputed company the appropriate timeframe
- Appropriately assess risk reputed company business decisions are made, demonstrating particular consideration for the firm's reputed company and safeguarding reputed company, its clients and assets, by driving compliance with applicable laws, rules and regulations, adhering to Policy, applying sound ethical judgment regarding personal behavior, conduct and business practices, and escalating, managing and reporting control issues with transparency.
- 6-10 years of experience in a comparable quantitative modeling or analytics role, ideally in the financial sector
- Must have technical/programming skills; C++ and Python and experience developing in a large library
- Strong mathematical skills, particularly in the areas of probability theory and mathematical finance
- Consistently demonstrates clear and concise written and verbal communication skills
- Bachelor’s/University degree, Master’s degree preferred