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Quantitative Analyst

3 months ago

New York, United States TSR Consulting Full time
About TSR:

TSR is a relationship-based, customer-focused IT and technical services staffing company.

For over 40 years TSR, Inc. and its wholly owned subsidiary, TSR Consulting Services, have prospered in the Information Technology staffing business, earning the respect of companies both large and small with well refined candidate screening, timely placement, and a real understanding of the right skill sets required by our clients.

Mission & Vision

We do not believe in building a vision around the company but building a company around our vision, which is simply;

Every employee's voice matters, their effort is appreciated, and their talent is rewarded.

We challenge each employee daily, to raise the bar on how we treat our consultants and candidates. For far too long in this industry, candidates have been ghosted, lied to, or placed at a client and then forgotten about. Each day our staff works tirelessly at qualifying and placing, top talent with our clients, in a compassionate and caring manner.

Not every candidate is a match for the job, but every candidate and consultant will be treated with respect and professionalism.

Quantitative Analyst

Job Description

  • Location: New York, New York
  • Type: Contract
  • Job #79683
Our client, a leading financial services company is hiring a Quantitative Analyst on a long-term contract basis.
Job ID 79683

Work Location:
New York, NY - Hybrid
Summary:
The Market Quantitative Analysis (MQA) team is looking for a Quantitative analyst to support the front office In-Business Risk team, working along with the trading and XVA desks in managing their market risk metrics and capital.
Responsibilities:
  • Build analytical tools and applications for the business and traders' use to assess market risk and capital metrics, and to develop efficient portfolio level hedge strategies.
  • Perform in-depth diagnosis of the current market risk and capital models and processes, partner with the business and other quant teams to propose and drive enhancement.
  • Partner with traders, provide cost-benefit analysis to help on business prioritization, guidance and direction.
  • Liaise with asset class quant teams to improve existing pricing models, to align with regulatory requirement and strengthen the process used for calculating risk metrics and valuation.
  • Develop and maintain large-scale in-house python and C++ analytics libraries.
  • Appropriately assess risk/reward of transactions when making business decisions; and ensure that all team members understand the need to do the same, demonstrating proper consideration for the firm's reputation.
  • Be familiar with and adhere to the Code of Conduct and the Plan of Supervision for Global Markets and Securities Services; and ensure that all team members understand the need to do the same.
  • Adhere to all policies and procedures as defined by your role which will be communicated to you.
  • Obtain and maintain all registrations/licenses which are required for your role, within the appropriate timeframe.
  • Appropriately assess risk when business decisions are made, demonstrating particular consideration for the firm's reputation and safeguarding the business, its clients and assets, by driving compliance with applicable laws, rules and regulations, adhering to Policy, applying sound ethical judgment regarding personal behavior, conduct and business practices, and escalating, managing and reporting control issues with transparency.
Required Skills:
  • 4+ years of experience in quantitative modeling in the financial industry. Must possess product knowledge of at least one asset class. Experience in Rates or Equities is a plus.
  • Must have strong technical/programming skills such as in python or C++. Familiar with SQL, and experience working with large datasets. Familiar with software development principles. Able to design, structure, and modularize complicated program.
  • Experience with statistical analysis and calculations using market data. Exposure to pricing models to evaluate risks of complex financial instruments is a plus.
  • Understanding of commonly used market risk metrics and method such as VaR, stress testing.
  • Clear and concise written and verbal communication skills.

Education:
A PhD or Master's in a technical discipline such as statistics, computer science, mathematics, physics, quantitative finance, operations research or similar.

Pay: $80-$104 per hour.