Quantitative Analytics Strategist
- Competitive Base & Bonus
- Baltimore, MD, USA Baltimore MD US
- Permanent, Full time
- Ashton Lane Group
- 20 Apr 18 2018-04-20
Support the quantitative hedging platform within a leading financial institution
- Devise, document and implement conceptual and quantitative models to solve business problems.
- Gather pertinent information and data sources across disciplines to formulate solutions.
- Architect, design and Implement software using an agile approach.
- Coordinate with the IT team the adoption of systems in the production environment.
- Responsible for producing and presenting departmental level analysis to mid-level management.
- Develop and maintain subject matter expertise required to advise businesses management.
- This role may include work in ALM, modeling, research, trading/hedging strategies.
- The role requires design and implementation of software.
- General quantitative modeling utilizing Monte Carlo simulations both in risk-neutral setting for pricing and real-world setting for scenario analysis.
- Advanced degree in Mathematics/Hard Science with 7+ years Financial Services experience designing and implementing quantitative risk and hedging programs
- Extensive knowledge of equity, fixed income, credit, and derivative instruments
- Experience with big data analytics
- Excellent understanding of investment and finance concepts, and be able to creatively apply them in solving analytical problems in the business setting
- Expertise on object oriented programming in C++, Ruby and Python on Linux
- Excellent presentation & communication skills
For immediate consideration, please forward resume and contact details to: email@example.com
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