Quantitative Trading & Research - Markets Capital - Associate
On-site · New York City, New York, United States
Job Summary
Associate role on the Quantitative Trading & Research Markets Capital (QTRMC) team focused on building financial engineering, data analytics, statistical modeling and portfolio management tools. Responsibilities include implementing the next generation risk analytics platform, back testing, P&L attribution, improving analytics algorithm performance and scalability, developing and validating VaR/Stress/FRTB models, assessing model risk, designing efficient numerical algorithms, and building software frameworks for analytics delivery to systems and applications. Strong Python and/or C++ coding skills and experience with open-source Python packages (pandas, NumPy, scikit-learn) are required, along with knowledge across asset classes and the ability to communicate findings to non-technical audiences. Preferred: experience in securitized products trading/modeling and VaR/Stress/FRTB.
Required Qualifications
- Advanced degree (PhD, MSc, or equivalent) in Engineering, Mathematics, Physics, Computer Science, Financial Engineering etc.
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