In this role, you will:

Lead or participate in moderately complex initiatives and deliverables within Securities Quantitative Analytics
Contribute to large-scale departmental planning
Combine mathematical programming and market expertise to build and generate systematic strategies
Review and analyze moderately complex business, operational, or technical challenges within Securities Quantitative Analytics that require an in-depth evaluation of variable factors
Use quantitative and technological techniques to solve complex business problems
Conduct research on trading cost models, liquidity models, risk models, portfolio construction methodology, and signal generation
Resolve moderately complex issues independently
Lead team to meet deliverables while leveraging solid understanding of Securities Quantitative Analytics policies, procedures, and compliance requirements
Collaborate and consult with peers, colleagues, and mid-level managers to resolve issues and achieve goals
Lead projects, teams, or serve as a mentor for less experienced staff
Play an integral role to the trading floor

Required Qualifications, US:

4+ years of Securities Quantitative Analytics experience, or equivalent demonstrated through one or a combination of the following: work experience, training, military experience, education

Desired Qualifications:

4+ years of experience in capital markets, industry experience within the specific sector of the position, or a combination of both

3+ years of quantitative development experience

3+ years of C++ experience

Masters degree or higher in a quantitative field such as applied math, statistics, engineering, physics, economics, econometrics, computer sciences, or business, social and behavioral sciences with a quantitative emphasis

Excellent verbal, written, and interpersonal communication skills

Good verbal, written, and interpersonal communication skills

Knowledge of financial mathematics, such as stochastic calculus

Knowledge of capital market and derivatives products

3+ years of spread products (which include securitized, RMBS, credit and municipal products) modeling experience

Python development experience