Quantitative Analytics Strategist
- Competitive Base & Bonus
- Baltimore, MD, USA Baltimore MD US
- Permanent, Full time
- Ashton Lane Group
- 20 Jul 18 2018-07-20
Support the quantitative hedging platform within a leading financial institution
- Devise, document and implement conceptual and quantitative models to solve business problems including ALM, modeling, research, trading/hedging strategies
- Gather pertinent information and data sources across disciplines to formulate solutions.
- Use agile approach to design and implement software that supports the annuity hedging platform
- Develop and maintain subject matter expertise required to advise businesses management.
- Utilize quantitative modeling techniques such as Monte Carlo simulations both in risk-neutral setting for pricing and real-world setting for scenario analysis.
- Advanced degree in Mathematics/Hard Science with 5+ years Financial Services experience designing and implementing quantitative risk and hedging programs
- Extensive knowledge of equity, fixed income, credit, and derivative instruments
- Experience with big data analytics
- Excellent understanding of investment and finance concepts, and be able to creatively apply them in solving analytical problems in the business setting
- Expertise on object-oriented programming in C++, Ruby and Python on Linux
For immediate consideration, please forward resume and contact details to: firstname.lastname@example.org
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