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Job

Quantitative Analyst

  • Location

    New York

  • Sector:

    Financial Services and Banking

  • Job type:

    Permanent

  • Salary:

    100,000-150,000

  • Contact:

    Jerry Breitzman

  • Contact email:

    j.breitzman@hamlynwilliams.com

  • Salary high:

    0

  • Salary low:

    0

  • Job ref:

    JB/NY/008

  • Published:

    9 days ago

  • Expiry date:

    2021-05-28

  • Startdate:

    ASAP, 2021

We are partnered with a top investment bank located in Manhattan in search of a Quantitative Analyst. This position will sit within the market risk quant team and will be very similar to a front-office role. This is an exciting opportunity as you will have exposure to all asset classes.

Job Duties

  • Work with various products, risk managers, and traders
  • Develop and maintain models such as VaR, IRC, CRM, and FRTB
  • Work with the implementation of models, and documentation
  • Focus on supporting the securitized products business

Qualifications

  • Ph.D. or advanced degree in a quantitative field
  • Python, R, or C++ 
  • Good communication skills
  • Basic pricing models knowledge
  • 3+ years of experience
  • Ability to conceptually explain models, why decisions were made, what the framework is for etc.

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