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Tier-1 brand, metro location, and mid-level generalist quant role create high applicant competition.
Strong finance-specific quantitative, regulatory, and macroeconomic modelling requirements make background fit highly sensitive.
Explicit 5+ years and domain-specific quantitative, regulatory, and modeling requirements indicate high shortlisting strictness.
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Lead complex initiatives and large-scale planning in Securities Quantitative Analytics.
Develop automated trading algorithms and derivative pricing models to analyze market behavior.
Lead projects and teams, mentor peers, and collaborate with senior managers to meet deliverables and influence trading floor activities.
5+ years of Securities Quantitative Analytics experience or equivalent via work experience, training, or education.
Proficiency in econometric and statistical modeling using Python and related software.
Experience with complex model evaluation, documentation, and compliance requirements.
Work Experience Required: 5+ years in Securities Quantitative Analytics.
Experienced in developing and implementing econometric and time-series models for macroeconomic forecasting and credit risk.
Strong background in quantitative disciplines such as economics, econometrics, statistics, or financial engineering with demonstrated statistical rigor.
Skilled in collaborating across Risk, Finance, and Model Governance teams with ability to lead and influence within complex regulatory and trading environments.