Job Description:
The current opening is for a Quantitative Services Professional located in Chicago/Jersey City/Charlotte/NY and will work in a team setting to ensure successful delivery of xVA risk, hedge and analytics reports & other projects and initiatives related to valuation model validation and risk analytics to the front office.
Responsibilities:
Required Skills: (Must have these skills to be minimally qualified)
Desired Skills:
Other Qualifications:
Enterprise Role Overview:
Leads a large project or multiple projects that are significant in scope and impact. Works independently, with limited direction, and is evaluated through end results. May provide technical leadership. Interacts extensively with internal or external contacts to identify, research, analyze and resolve complex problems or to develop, sell or service significant revenue-generating products. Has extensive functional or professional knowledge. Key Responsibilities: Develops financial modeling tools for derivative products, applying the theory and mathematics behind various models. Builds out analytical and technical tools for validations of new models/methodology. Provides in-depth impact analysis or scenario analysis of quantitative measurements. Develops reporting of various risk metrics complied with business and regulatory requirements. Understands financial products across all asset classes and has extensive knowledge of technical implementations. Posses advanced degree in physic, applied mathematics, statistics/probability or another heavy quantitative discipline.
Job Band:
H5
Shift:
1st shift (United States of America)
Hours Per Week:
40
Weekly Schedule:
Referral Bonus Amount:
0