Quantitative Analyst, Quantitative Research
On-siteAtlanta, Georgia, United States
Job Summary
Design and develop quantitative model analytics frameworks to assess model usage and performance. Create relevant test data sets and portfolio strategies for model validators and regulators. Investigate model behavior, conduct root cause analysis, and provide improvement suggestions. Analyze large data sets including positions, prices, and market/liquidity data. Research and design innovative quantitative solutions for stakeholders. Develop and support in-house quantitative R&D platforms to automate model testing, analysis, and visualization. Provide documentation of methods, techniques, results, and analysis. This role requires proficiency in Python, SQL, and object-oriented programming, along with advanced knowledge in stochastic processes and probability theory. Candidates must be able to formulate solutions, defend assumptions, and interact frequently with Quant Research, Data Analytics, Risk Management, and Senior Management.
Required Qualifications
- Master's Degree or above in math, quantitative finance, physics, statistics, computer science or similar quantitative fields
- Proficiency in Python, SQL, and object-oriented programming
- Advanced knowledge in math (stochastic process, probability theory, numerical methods)
- Ability to work in a high-performance, high-velocity environment
- Strong analytical and organizational skills with acute attention to detail
- Strong communication skills in both verbal and written English
Desired Qualifications
- Strong knowledge of Python, SQL, and C++
- Strong knowledge in object-oriented programming
- Work experience in Options Pricing Theory
- Work experience in Data Analytics
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