Senior Quantitative Analyst

• Company Qontigo
• No. of Openings 10+
• Salary Not Disclosed
• Work Type on-site

Job Description :

Responsibilities

• Construct analytics to price and to risk financial assets using closed-forms, Monte Carlo methods, lattices or PDEs, including model parameter calibration.
• Develop methodologies and systems for financial risk estimation across many asset classes.
• Implement these models and analytics in industrial-strength software systems.
• Document models and analytics internal or external whitepapers, and trade journals.
• Interact with product management to understand their specific requirements.
• Help client services diagnose issues and apply financial engineering skills to find solutions.

Qualifications

• Quantitative PhD degree (Math, Mathematical/Computational Finance, Physics) required, MFE accepted.
• 3-5 years of work experience in portfolio risk or performance attribution
• Good understanding of market risk statistical techniques.
• Fluent in spoken and written English. Excellent oral and written communication.
• Strong problem-solving abilities.

Additional Preferred Skills

• Good programming skills, C# knowledge a plus. Proficiency in Python, R a plus.
• In depth understanding of oriented object programming

Compensation

• Competitive salary
• Full benefits package
• Performance-based annual bonus