Quantitative Analyst

Job Summary

A company is looking for a Quantitative Analyst who will support the development and maintenance of risk neutral economic scenario generators.

Key Responsibilities

• Produce daily and monthly risk neutral scenarios for valuation, hedging, and projection
• Assist in the development and maintenance of the risk neutral economic scenario generator
• Collaborate with audit and risk teams on model validation and testing

Required Qualifications

• Degree in a technical or quantitative discipline (mathematics, statistics, physics, or computer science); financial engineering or math finance preferred
• 1 - 3 years of quantitative development experience
• Knowledge of financial mathematics, including stochastic calculus and Monte-Carlo methods
• Strong programming skills in two or more of the following: Python, C++, MATLAB, SQL
• Experience with Numerix is highly desired