Quantitative Business Analyst - AVP
$$$ Market Rate
Midtown or Downtown
A F/T position at a major U.S. financial institution.
Pay Options: F/T Employee.
Contact Susan Andaluz. call (646)876-9558 / (212)616-4800 ext.162 or email email@example.com with the Job Code SA33740 or Click the Apply Now button ().
Location: Midtown or Downtown.
Skills required for the position: Business Analyst, QUANTITATIVE, FIXED INCOME, EXCEL.
Optional (not required):SQL, PYTHON
Detailed Info: The individual we are seeking will join a Risk Engine Financial Support team with the following responsibilities: Work with FO/MO risk and other support team to ensure the daily risk is delivered accurately and on time. Provide business analysis support to traders, risk managers, trading support personnel and PnL analyst; this includes explaining and justifying Risk, P/L Explain and GL numbers. Assist middle office/business teams in system User Acceptance testing planning and execution. Work with Front Office, Quant and model validation team, and quantitative developers to support new credit derivative products and model valuation. Ensure that the numbers produced by the RE are correct as the RE is enhanced and improved.
Development/Computing Environment: From a quantitative discipline, such as Computational/Quantitative Finance , Statistics, Financial Engineering, Operations Research and Applied Math; Extensive knowledge of fixed income finance and option pricing. Knowledge of stochastic finance and credit derivative is a plus; 2-3 years experience in high pressure working environment within a financial institute. Ability to multitask; Excellent Excel skills. Experiences with SQL and Python a plus; Good communication skills; Excellent work ethic
The position offers competitive compensation package.
Job Id: 33740