Senior Quantitative Analyst (Investment Banking)
Our client, a leading financial institution, is seeking a highly analytical and experienced Senior Quantitative Analyst to join our Investment Banking division. This hybrid role is ideal for an individual with a strong mathematical background, exceptional programming skills, and deep expertise in financial modeling and risk management. You will be responsible for developing sophisticated quantitative models for pricing complex derivatives, managing risk, and supporting trading strategies. This position requires a blend of in-office collaboration and remote work flexibility, contributing to key strategic initiatives within our finance hub.
Responsibilities:
Develop, implement, and validate complex mathematical models for pricing financial instruments, including derivatives, fixed income, and equities. Design and build risk management models to assess and quantify market, credit, and operational risks. Develop algorithms and analytical tools to support trading strategies and portfolio optimization. Work closely with traders, portfolio managers, and risk managers to understand their needs and provide quantitative solutions. Implement models and analytical tools using high-performance programming languages such as C++, Python, or R. Perform rigorous backtesting and sensitivity analysis of models. Contribute to the development of regulatory reporting frameworks and ensure model compliance. Maintain and enhance existing quantitative models, addressing performance issues and incorporating new market data. Stay current with academic research and industry best practices in quantitative finance. Clearly communicate complex quantitative concepts and model results to both technical and non-technical audiences. Mentor junior quantitative analysts and contribute to the team's intellectual capital.
Qualifications:
Master's or Ph.D. in a quantitative field such as Mathematics, Statistics, Physics, Computer Science, or Financial Engineering. Minimum of 7 years of experience in quantitative finance, risk management, or related areas within the financial services industry. Expertise in pricing and risk modeling for a range of financial products. Strong proficiency in C++, Python, R, or other relevant programming languages. Experience with data analysis, statistical modeling, and numerical methods. Deep understanding of financial markets, derivatives, and portfolio theory. Familiarity with regulatory requirements (e.g., Basel III, Dodd-Frank) and their impact on quantitative modeling. Excellent problem-solving, analytical, and critical thinking skills. Strong communication and presentation skills, with the ability to explain complex concepts effectively. Experience working in a hybrid team environment.
This hybrid role is based in Virginia Beach, Virginia, US , offering a collaborative environment with remote flexibility.
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Responsibilities:
Develop, implement, and validate complex mathematical models for pricing financial instruments, including derivatives, fixed income, and equities. Design and build risk management models to assess and quantify market, credit, and operational risks. Develop algorithms and analytical tools to support trading strategies and portfolio optimization. Work closely with traders, portfolio managers, and risk managers to understand their needs and provide quantitative solutions. Implement models and analytical tools using high-performance programming languages such as C++, Python, or R. Perform rigorous backtesting and sensitivity analysis of models. Contribute to the development of regulatory reporting frameworks and ensure model compliance. Maintain and enhance existing quantitative models, addressing performance issues and incorporating new market data. Stay current with academic research and industry best practices in quantitative finance. Clearly communicate complex quantitative concepts and model results to both technical and non-technical audiences. Mentor junior quantitative analysts and contribute to the team's intellectual capital.
Qualifications:
Master's or Ph.D. in a quantitative field such as Mathematics, Statistics, Physics, Computer Science, or Financial Engineering. Minimum of 7 years of experience in quantitative finance, risk management, or related areas within the financial services industry. Expertise in pricing and risk modeling for a range of financial products. Strong proficiency in C++, Python, R, or other relevant programming languages. Experience with data analysis, statistical modeling, and numerical methods. Deep understanding of financial markets, derivatives, and portfolio theory. Familiarity with regulatory requirements (e.g., Basel III, Dodd-Frank) and their impact on quantitative modeling. Excellent problem-solving, analytical, and critical thinking skills. Strong communication and presentation skills, with the ability to explain complex concepts effectively. Experience working in a hybrid team environment.
This hybrid role is based in Virginia Beach, Virginia, US , offering a collaborative environment with remote flexibility.
Apply tot his job
Apply To this Job