Lead Securities Quantitative Specialist
Core
Lead complex initiatives in Securities Quantitative Analytics, developing automated trading algorithms, derivative pricing models, and empirical models to provide insight into market behavior.
Role type
Lead Securities Quantitative Specialist
Builds
Automated trading algorithms, derivative pricing models, empirical models, econometric models, and data pipelines for macroeconomic datasets
Domain
Financial Services / Quantitative Analytics / Macroeconomics
Deliverable
production ML models | product features
Required skills
Securities Quantitative Analytics, Python, statistical modeling, econometrics, time-series analysis, risk modeling, portfolio construction, signal generation, regulatory compliance
Preferred skills
Macroeconomic modeling, economic forecasting, statistical software (EViews, R, Stata), banking forecasting processes (CCAR/DFAST & CECL), model validation, machine learning techniques
Technologies
Python, EViews, R, Stata, ARIMA, Vector Autoregression (VAR), state-space models
Responsibilities
Develop and implement econometric models for macroeconomic forecasting; Build time-series and statistical models; Design and maintain data pipelines for large-scale macroeconomic datasets; Generate alternative economic scenarios and analyze impact on credit risk, valuation, and funding; Evaluate model performance and enhance models using statistical and machine learning techniques; Collaborate with cross-functional stakeholders across Risk, Finance, and Model Governance; Document models, methodologies, and assumptions for regulatory and internal review
Seniority
Lead, hands-on IC with mentorship responsibilities
