Lead Securities Quantitative Analytics Specialist

• Lead complex initiatives with broad impact
• Act as key participant in large-scale planning for Securities Quantitative Analytics
• Understand the valuation of basic products like Treasury Bonds and Interest Rate swaps
• Collaborate with and support Front office Trading, Technology Partners, and Model Validation/Governance teams
• Develop automated trading algorithms
• Create cutting-edge derivative pricing models and empirical models
• Provide insight into market behavior
• Conduct research on trading cost models, liquidity models, risk models, and portfolio construction methodology
• Participate in model development and deployment
• Write code (in Java 8-functional programming) and refactor code
• Test, debug, and document models
• Maintain proper documentation of all processes
• Answer ad hoc questions from stakeholders

• 5+ years of Securities Quantitative Analytics experience, or equivalent demonstrated through one or a combination of the following: work experience, training, military experience, education
• Hands-on experience in programming in JAVA-8(functional programming)
• 5+ years' experience in Rates Quant
• Excellent verbal, written, presentation and interpersonal communication skills
• A master’s or PhD in quantitative fields such as math, statistics, engineering, physics, economics, computer sciences, etc.
• 5+ years' experience coding in Java or C++

A PhD in Math (Mathematical Finance is a Plus), Physics, Engineering or Computer Sciences is an added advantage

• Equal opportunity employer
• Strong customer relationship and compliance-driven culture
• Accommodation for applicants with disabilities
• Drug-free workplace