Senior AVP - Quant

• Lead or participate in moderately complex initiatives and deliverables within Securities Quantitative Analytics
• Contribute to large-scale departmental planning
• Combine mathematical programming and market expertise to build and generate systematic strategies
• Review and analyze moderately complex business, operational, or technical challenges within Securities Quantitative Analytics that require an in-depth evaluation of variable factors
• 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
• Resolve moderately complex issues independently
• Lead team to meet deliverables while leveraging solid understanding of Securities Quantitative Analytics policies, procedures, and compliance requirements
• Collaborate and consult with peers, colleagues, and mid-level managers to resolve issues and achieve goals
• Lead projects, teams, or serve as a mentor for less experienced staff
• Play an integral role to the trading floor

• 4+ years of Securities Quantitative Analytics experience, or equivalent demonstrated through one or a combination of the following: work experience, training, military experience, education
• A Master’s or PhD in a quantitative field such as math, statistics, engineering, physics, economics, computer sciences, etc with exposure to stochastic calculus
• Hands-on experience in programming in, e.g., Python or C++
• Knowledge or experience in derivatives Quant models for, e.g., interest rate derivatives or commodities derivatives or equity or FX or Credit derivatives or XVA
• Ability to learn quickly and work collaboratively within a team in a dynamic and fast paced environment with multiple responsibilities but still following strict deadlines
• Good verbal, written, presentation and interpersonal communication skills
• Good writing skills for technical/mathematical documents, e.g., LaTeX and other word processing programs

Equal opportunity employer