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VP, Quantitative Financial Analyst

New York, New York

Job Description:

The Cross Asset Strats Group (QSG) is looking for a new hire to support expanded deliverables from CFD (Structured Notes) desk. The role includes development and implementation of python based applications to support day-to-day trading activities as well as regulatory requirements.

The roles span across all asset classes, including Equity, Credit, IR, FX and Mortgages. Although the candidates are not expected to have in depth knowledge across all of these, it is important that they possess good business and modeling knowledge for at least some of these asset classes. The role requires strong skills in both programming and financial modeling. Excellent communication skills, both verbal and written, are required.

Role Description:

  • Global team providing solutions across regions of business and asset classes.
  • Detailed design & development of front office pricing models and calculation batch platform.
  • Opportunities to work on a variety of complex models.
  • Working entirely in Front Office alongside quant colleagues & trade specialists.
  • Support traders, research strategies and regulatory requirements to a large degree.

Competencies and Requirements:

  • Masters or PhD or equivalent level preferred
  • Proven experience within a relevant quant/finance field.
  • Excellent programming skills in python preferred, C++ is also ok.
  • Good business and modeling knowledge across asset classes.
  • Excellent communication skills.
  • Excellent mathematical skills.

Job Band:

H5

Shift: 

1st shift (United States of America)

Hours Per Week:

40

Weekly Schedule:

Referral Bonus Amount:

0

Job Description:

The Cross Asset Strats Group (QSG) is looking for a new hire to support expanded deliverables from CFD (Structured Notes) desk. The role includes development and implementation of python based applications to support day-to-day trading activities as well as regulatory requirements.

The roles span across all asset classes, including Equity, Credit, IR, FX and Mortgages. Although the candidates are not expected to have in depth knowledge across all of these, it is important that they possess good business and modeling knowledge for at least some of these asset classes. The role requires strong skills in both programming and financial modeling. Excellent communication skills, both verbal and written, are required.

Role Description:

  • Global team providing solutions across regions of business and asset classes.
  • Detailed design & development of front office pricing models and calculation batch platform.
  • Opportunities to work on a variety of complex models.
  • Working entirely in Front Office alongside quant colleagues & trade specialists.
  • Support traders, research strategies and regulatory requirements to a large degree.

Competencies and Requirements:

  • Masters or PhD or equivalent level preferred
  • Proven experience within a relevant quant/finance field.
  • Excellent programming skills in python preferred, C++ is also ok.
  • Good business and modeling knowledge across asset classes.
  • Excellent communication skills.
  • Excellent mathematical skills.

Shift:

1st shift (United States of America)

Hours Per Week: 

40

Learn more about this role

Full time

JR-21061926

Band: H5

Manages People: No

Travel: Yes, 5% of the time

Manager:

Talent Acquisition Contact:

Christina Rodgers

Referral Bonus:

0

Street Address

Primary Location:
ONE BRYANT PARK, NY, New York, 10036