
KEY RESPONSIBILITIES:
- Work with Quant, Risk and Investment teams to understand quantitative models, analytics and business requirements.
- Support Fixed Income and structured-product analytics, including pricing, risk and cash-flow analytics.
- Build wrappers, services, APIs and integrations around quantitative/risk models and analytical platforms.
- Analyze and explain changes or differences in risk, performance and attribution results.
- Validate input and outputs for analytics models against historical and computed data to ensure accuracy and robustness.
- Acquire, clean, and analyze large-scale financial datasets from multiple sources.
- Build data pipelines for real-time and batch processing of market and reference data.
- Investigate breaks across positions, market data, reference data, cash flows, model inputs and analytics.
- Develop functional and statistical data/analytics validation checks and support root cause analysis.
- Collaborate with engineering teams to productionize quantitative solutions and data pipelines.
REQUIRED SKILLS & EXPERIENCE:
- 5+ years in Financial Engineering, Quantitative Analytics, Risk Analytics, FES, Quant Development or Investment Analytics.
- Strong experience working directly with Quant teams, Risk Managers and/or Portfolio Managers.
- Strong Python and SQL skills; experience building production-quality analytical solutions.
- Strong understanding of Fixed Income and risk analytics.
- Ability to understand why risk or attribution numbers change and explain the drivers to business stakeholders.
- Understanding of the trade lifecycle through risk and attribution.
Total Experience: 10 - 15 years
Didn’t find the job appropriate? Report this Job