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DESCRIPTION:
QUALIFICATIONS:
Minimum education and experience required: Master's degree in Quantitative & Computational Finance, Finance Engineering, Mathematics, Statistics, Finance, Economics, Computer Science, Computer Engineering or related field of study plus 3 (Three) years of experience in the job offered or as Investment Product Specialist, Quantitative Risk Analyst, Quantitative Analyst, Quantitative Research, or related occupation.
Skills Required: This position requires 3 (Three) years of experience with the following: Capital market, portfolio optimization and market risk analytics; Python and its associated libraries, including Pandas, Numpy, Statsmodels, QuantLib and Plotly to conduct research and tech development in quantitative finance; Performing statistical analysis using machine learning methods including logistic regression, multivariate regression, and PCA; Expanding and enhancing codebase libraries of modeling, analytics, and automation tools; Object-oriented programming language including C# and VBA. Requires any amount of experience with the following skills: Investment risk reporting and monitoring; Hedging strategy using derivatives and exotic derivatives; Data scripting and manipulation of financial data from financial data vendors including Bloomberg and Morningstar; Machine Learning Framework such as Scikit-learn, PyTorch, or Tensorflow; Revision control system such as Subversion or GIT.
Job Location: 390 Madison Ave, New York, NY 10017.
Full-Time. Salary: $160,000 - $160,000 per year.
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