Senior Associate RMBS Quant Strategist, Statistical Modeling and Programming Specialist, Major Investment Bank, NYC
The role of quant strategist involves using advanced quantitative techniques involving statistical modeling, programming and mathematical work, to aid in the following:
- Ability to deeply integrate with the trading desk to provide tools and analysis for managing RMBS trading
- Provide leadership for technology and modeling to more efficiently deliver technical and analytical solutions for the desk.
- Work with the desk on pricing and hedging as well as reporting for internal and external regulators.
- Make changes to the analytics in real-time, as required by the market, and deliver actionable results to the desk intraday.
The main requirements for the position are:
- Preeminent quantitative skills associated with computer science – which can be applied to a trading environment. (Quant related coding skills, for example, constitute perhaps 30% to 50% of the total work component.)
- A PhD (or MS) in computer science, operations research, electrical engineering, or related technical fields is required
- Strong statistical modeling skills, experience, and educational background relating to statistical modeling
- Prior trading desk experience is a plus, but not required. Prior experience in RMBS is a plus.
You may directly contact: Dirk Himes, The Polaris Group (an Executive Search Firm). Cell 312-961-4811; Dirk@ThePolarisGroupInc.com
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