Analyst, Global Quantitative Research
Core
Design, implement, and support enterprise quantitative models and systems for clearing houses, blending quantitative research, data science, and risk analytics.
Role type
Senior IC quantitative analyst (risk modeling & data engineering)
Builds
Production-quality margin, stress testing, and risk management models; ETL pipelines and data management tools for large-scale financial datasets.
Domain
Financial services (clearing houses) + Quantitative finance / Risk analytics
Deliverable
production ML models
Required skills
Quantitative finance modeling, Statistical analysis, Time series modeling, Python, SQL, Data engineering, Risk analytics, Financial derivatives knowledge, ETL development
Preferred skills
R, MATLAB, C++, Java, Experience in financial institutions, Relational databases (Oracle, Postgres, Snowflake), Git
Technologies
Python, SQL, R, MATLAB, C++, Java, Oracle, Postgres, Snowflake, Git
Responsibilities
Lead R&D of margin, stress testing, and risk management models; Perform quantitative risk analysis across asset classes; Conduct data exploration and statistical analysis; Build production software solutions for model implementation; Develop ETL pipelines and data management tools; Diagnose and resolve data issues; Define business requirements for model enhancements; Develop in-house research platforms; Document and present methodologies to stakeholders; Collaborate with technology teams for production implementation.
Seniority
Senior, hands-on IC
