Manager Quantitative Analytics - Financial Services (m/w/d)
Core
Lead strategic and operational steering of valuation processes for financial instruments, developing quantitative methods and managing client projects in the audit and advisory space.
Role type
Manager, Quantitative Analytics (Financial Services)
Builds
Scalable quantitative solutions for analyzing and valuing large portfolios of financial instruments
Domain
Financial Services / Quantitative Analytics / Risk Management
Deliverable
production ML models
Required skills
Quantitative modeling for financial instruments, Java, C++, Python, QuantLib, Project management, Team leadership
Preferred skills
CQF certification
Technologies
Java, C++, Python, QuantLib
Responsibilities
Develop and use quantitative methods to value structured financial instruments; Design and implement scalable quantitative solutions for portfolio analysis; Lead internal and external projects end-to-end; Manage clients and lead the quantitative development team