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Tier-1 bank brand and metro location but specialized quant skills limit applicant pool.
Strong finance, regulatory and securities quant specialization makes cross-industry transferability limited.
Explicit 5+ years requirement plus domain-specific quant, regulatory and Python skills raise strictness.
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Lead and manage complex, broad impact initiatives in Securities Quantitative Analytics including large-scale planning.
Develop and implement automated trading algorithms, derivative pricing models, and empirical market behavior models.
Collaborate with cross-functional teams, lead projects and mentor peers while influencing trading floor decisions based on quantitative insights.
Minimum 5+ years of experience in Securities Quantitative Analytics or equivalent by work experience, training, or education.
Proficiency in Python and statistical software such as EViews, R, Stata, etc.
Master's degree or higher in economics or related quantitative discipline strongly preferred.
Ability to develop and validate econometric and time-series models focused on macroeconomic forecasting.
Experienced in advanced econometric and statistical modeling including ARIMA, VAR, and state-space models relevant to banking risk and forecasting.
Demonstrated ability to work cross-functionally with Risk, Finance, and Model Governance teams in a regulatory environment.
Strong analytical focus on model performance evaluation, documentation, and enhancements using statistical and machine learning techniques.