Quant Analyst- Front office

  • Open
  • New York, NY, USA
  • Permanent, Full time
  • Comprehensive Recruiting
  • 25 Sep 16

Global Investment bank in NYC is seeking an experienced Trading Desk Quant Analyst. Derivative pricing and risk modeling and analytics experience required.

Global Investment bank in New York is seeking an experienced Quant Analyst on the trading desk. You will be responsible for creating cutting-edge derivative pricing models and analytics for the firm's high performance derivatives trading desk.  The work involves developing a thorough understanding of counter-party risk, ability to capture the characteristics of investments in mathematical models and the creation of infrastructure to make those analyses reusable and scalable. Responsibilities include a  focus on capital attribution analysis and the production and implementation of risk and pricing analytics.  All potential candidates should demonstrate strong statistical and quantitative modeling, and hands-on expertise in programming in C# and/or Python.  Excellent compensation and benefit package.