Front Office Quantitative Analytics Specialist

• Advise senior leadership to develop or influence objectives, plans, specifications, resources, and long-term goals for highly complex business and technical needs across Securities Quantitative Analytics
• combine mathematical programming and market expertise, to build and generate systematic strategies
• lead the strategy and resolution of highly complex and unique challenges requiring in-depth evaluation across multiple areas companywide
• deliver solutions that are long-term, large-scale and require vision, creativity, innovation, advanced analytical and inductive thinking, and coordination of highly complex activities and guidance to others
• use quantitative and technological techniques to solve complex business problems
• conduct research on trading cost models, liquidity models, risk models, portfolio construction methodology, and signal generation
• provide vision, direction and expertise to more experienced leadership on implementing innovative and significant business solutions that are large-scale cross-functional or companywide strategies
• develop automated trading algorithms, create cutting-edge derivative pricing models and empirical models, to provide insight into market behavior
• engage with all levels of professionals and managers companywide and serve as an expert advisor to leadership
• work constructively in collaboration with business, model development, model validation, and information technology
• play an integral role to the trading floor

Experience in Securities Quantitative Analytics, or equivalent demonstrated through one or a combination of the following: work experience, training, military experience, education

• Extensive years of quantitative development experience
• extensive years in XVA, SS, and FISN modeling and model implementation
• extensive years of front office derivatives Quant model experience
• team player with excellent verbal and written communication skills to work with XVA, SS, and FISN stakeholders
• strong experience in derivatives modeling and implementation, especially Rates, FX, Equity, and Commodities
• experience working with Sales and Trading partners
• solid knowledge of financial mathematics, particularly, stochastic calculus, Monte-Carlo and other numerical methods
• strong hands-on programming skills in C++ and Python, and proficient in the model implementation
• delivery focused with experience partnering with technology to deploy the model in the system
• ability to work on multiple projects and effectively organize tasks, manage time, set priorities and meet deadlines
• strong interest in financial markets and willingness to provide practical solutions for the business stakeholders
• experience with model documentation and model validation
• demonstrated experience in successfully collaborating with others in a change driven environment
• Ph.D. or Master degree in a quantitative discipline

• Diversity, equity and inclusion in the workplace
• disability accommodations during the application or interview process
• drug-free workplace