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

Responsibilities:

  • 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.

Requirements:

  • 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: info@ashtonlanegroup.com

Ashton Lane Group is a boutique executive recruitment firm serving the Banking, Insurance, and Alternative Investment sectors. For the latest opportunities, visit www.AshtonLaneGroup.com

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