The Quantitative Strategies group partners with all business areas and corporate functions within the organization for model development, quantitative research, business analytics, risk management and process enhancement.
In this role, the selected candidate will conduct quantitative research to support multisector products. Work with PMs and other analysts to develop research agenda, execute on the research, and communicate the results.
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.
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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.
In this role, the selected candidate will be working on design and implementation of strategies using commodity futures and options; supporting the trading of futures and options via electronic platform.
In this role, the selected candidate must have depth and a breadth of knowledge of financial markets and derivative products particularly in Equities, Commodities, Rates, Currencies and Credit Instruments.
The Quantitative Financial Analyst will contribute to the Corporate Audit Model Risk team's enterprise-wide coverage of model risk management; read and understand financial regulatory guidance and technical publications.
Lead developer of toolsets needed to run and analyze the FRTB Backtesting and P&L attribution tests; working with the VaR model development team to understand our VaR model implementation and assess the impact of model limitations on our backtesting results.
In this role, the selected candidate will support global equity ranking model and equity optimization process (data, coding, modelling); support strategic asset allocation process (data, coding, modelling).