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Tier-1 brand, metro location, and mid-level experience drive high applicant competition.
Strong banking, securities, and regulatory modeling requirements make this role highly industry-specific.
Explicit 5+ years, securities quant domain expertise, and required technical/regulatory skills raise strictness.
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Lead complex initiatives and large-scale planning in Securities Quantitative Analytics.
Develop automated trading algorithms, derivative pricing models, and empirical models to provide market insights.
Lead projects and mentor teams while collaborating with senior managers and integrating efforts across the trading floor.
5+ years of Securities Quantitative Analytics experience or equivalent through work/training/education.
Experience in developing and implementing econometric and time-series models using Python and statistical software.
Not explicitly mentioned in the JD: educational degree mandatory, notice period, or location requirements.
Ability to document models and methodologies for regulatory and internal reviews.
Strong expertise in macroeconomic modeling, statistical analysis, and forecasting with experience in banking risk frameworks like CCAR/DFAST & CECL.
Operational experience collaborating across Risk, Finance, and Model Governance teams in a regulated financial environment.
Experienced in managing model performance evaluation and enhancements using statistical and machine learning techniques.