Quant Jobs

About The Position

Requirements

• Bachelor’s, Master’s or PhD in a quantitative field (e.g., Mathematics, Statistics, Computer Science, Engineering, Physics).
• 5+ years of experience in a quantitative modelling or model validation role.
• Strong analytical problem-solving skills and clear written/verbal communication, ability to articulate technical issues to diverse stakeholders and write high quality technical reports.
• Knowledge of financial products / markets and regulatory requirements.
• Risk- and control-oriented mindset: ability to ask incisive questions, assess the materiality of model issues, and escalate issues appropriately.
• Ability to work in a fast-paced, results-driven environment.
• Curious, ownership-driven, and teamwork-oriented mindset.

Nice To Haves

• Prior experience with Treasury function and its models.
• Hands-on programming experience with at least one of the programming languages such as Python, R, MATLAB, C/C++ etc.

Responsibilities

• Perform model reviews: evaluate the conceptual soundness of a model, assess its behavior under various market conditions and its suitability in the context of usage.
• Guide on model usage and act as the first point of contact for the business on all new models and changes to existing models.
• Develop and implement alternative model benchmarks and compare the outcome of various models. Design model performance metrics.
• Liaise with model developers, users, and compliance groups, and provide guidance on model risk.
• Evaluate model performance on a regular basis.

Benefits

• comprehensive health care coverage
• on-site health and wellness centers
• a retirement savings plan
• backup childcare
• tuition reimbursement
• mental health support
• financial coaching