Lead Securities Quantitative Analytics Specialist

• Develop models to calculate various ALM metrics – NII, interest rate risk, liquidity risk, etc
• Conduct forecasting and net interest margin analysis
• Integration of pricing and risk analytics in collaboration with other quant teams relate to ALM
• Effective communication and collaboration with Business Stakeholders, other Quant Teams, Technology Partners, and Project Management
• Lead complex initiatives with broad impact and act as key participant in large-scale planning for Securities Quantitative Analytics
• Lead the strategy, implementation, 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
• Work constructively in collaboration with business, model development, model validation, and information technology

• 5+ years of Securities Quantitative Analytics experience, or equivalent demonstrated through one or a combination of the following: work experience, training, military experience, education
• 1+ years of Python 3 experience
• A master's degree or PhD in a quantitative discipline
• 3+ years of hands-on coding experience, Python 3 is most relevant
• 3+ years of product and market experience in various asset classes: rates, foreign exchange, credit, and mortgages, and structured products
• 3+ years of quantitative analytics development and support experience in a buy-side or sell-side institution or a quant solution vendor
• Expert working knowledge in ALM framework and concepts
• Experience using ALM systems (QRM, Polypaths, etc)
• Experience with numerical and scientific computing libraries such as NumPy, pandas, SciPy, and PyTorch or TensorFlow
• Excellent analytical, interpersonal, oral and written communication skills with a strong attention to detail across multiple audiences (Technology, Quants, Senior Management)
• Ability to work through business challenges consistently, effectively, with a sense of urgency through collaboration, transparency, and leading to results
• Ability to travel up to 10% of the time
• Must be able to work on-site

Experience in or passionate about Machine Learning and Agentic AI

• Health benefits
• 401(k) Plan
• Paid time off
• Disability benefits
• Life insurance, critical illness insurance, and accident insurance
• Parental leave
• Critical caregiving leave
• Discounts and savings
• Commuter benefits
• Tuition reimbursement
• Scholarships for dependent children
• Adoption reimbursement
• Visa sponsorship