Quantitative Analytics Specialist

About the Role

This role will conduct routine market and counterparty risk models performance monitoring.

Functional Responsibilities:

Duties include, but are not limited to:

- Daily, mid-month, and month-end submission of in-scope rates and commodity products

- Identify abnormal rejections of the submission and look for opportunities to improve

- Month-end calibration of rates and commodity in-scope products to TOTEM market consensus

- Add products to submission and/or calibration for business growth, industry change, and regulatory mandate.

- Update current calculation/calibration templates according to internal pricing change; update current calculation/calibration templates according to Totem service change; enhance calculation/calibration for better submission/calibration quality

Essential qualifications/market skill set:

- 3+ years of quantitative analytics experience, or equivalent demonstrated through one or a combination of the following: work experience, training, education

- Master's degree or higher in a quantitative field such as mathematics, statistics, engineering, physics, economics or computer science

Preferred Skills & Abilities

- Broad knowledge of financial markets and products.

- Solid understanding of derivatives valuation and numerical methods.

- Experience in rates and commodity derivatives pricing.

- Strong analytical skills with high attention to detail and accuracy

- Strong programming skills, including Excel/VBA and Python.