The Quantitative Analyst provides model validation and advance qualitative and quantitative analysis for advanced qualitative or quantitative models to meet DFAST and CCAR requirement. In addition, the Quantitative Analyst provides highly specialized model risk management services to support at the assigned line(s) of business.
You will be responsible for making our existing trading strategies better by applying your background, experience, and intuition to our data, driving our next steps and contributing to the success of the firm.
In this role, the selected candidate will mix quantitative methods with problem solving to build tools that create new trading strategies; work in a team environment that integrates trading, quantitative research and technology.
In this role, you will participate in the research, development, and implementation of trading strategies for our Fixed Income trading desk. Projects will include work with high-performance algorithmic trading, volatility model backtesting, and statistical analysis of relevant market data.
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$50K to $83K -New York, NY
In this role, the selected candidate will manage the process which computes risk, P/L Explain market risk scenarios, and general ledger feeds. Ensure that new books and desks are added to the process as required.
Review the underlying assumptions, theory, derivation, empirical evidence, implementation and limitations of the model being validated; identify, quantify and follow model risk associated with the model being validated.
This role is responsible for Counterparty Stress Testing including the development and execution of stress scenarios, analysis of stress results and processes to support corporate Enterprise Stress Testing (EST), including annual CCAR.
This position is responsible for independently conducting quantitative analytics and modeling projects. Responsible for developing new models, analytic processes or systems approaches. Creates documentation for all activities and works with Technology staff in design of any system to run models developed.