In this role, you will:

- Lead or participate in moderately complex initiatives and deliverables within Securities Quantitative Analytics

- Contribute to large-scale departmental planning

- Combine mathematical programming and market expertise to build and generate systematic strategies

- Review and analyze moderately complex business, operational, or technical challenges within Securities Quantitative Analytics that require an in-depth evaluation of variable factors

- Use quantitative and technological techniques to solve complex business problems

- Conduct research on trading cost models, liquidity models, risk models, portfolio construction methodology, and signal generation

- Resolve moderately complex issues independently

- Lead team to meet deliverables while leveraging solid understanding of Securities Quantitative Analytics policies, procedures, and compliance requirements

- Collaborate and consult with peers, colleagues, and mid-level managers to resolve issues and achieve goals

- Lead projects, teams, or serve as a mentor for less experienced staff

- Play an integral role to the trading floor

Required Qualifications:

- 7+ years of Securities Quantitative Analytics experience, or equivalent demonstrated through one or a combination of the following: work experience, training, military experience, education

Desired Qualifications:

- Partner with the trading desk in daily tasks such as model calibration and pricing/risk management issues and strategies

- Work in our quant library, contributing to our modeling efforts, and providing expertise on implementation issues

- Produce high quality model documents that satisfy model validation and regulatory requests

- Collaborate with and support Front office Trading, Technology Partners, and Model Validation/Governance teams.

- Participate in model development and deployment

- Testing and testing documentation

- Participating in unit testing, large scale Quant testing, pre-integration testing, integration testing, regression testing, UAT

- Checking the consistency and accuracy of quantitative models

- Testing tools and testing (partial) automation

- Developing testing scripts and automation scripts, e.g., for the Quant testing framework

- Participation in issue resolution

- Debugging case preparation (to produce isolated cases to demonstrate the issues) for the US Quants or the traders

- Debug and conclude data issues/model input issues

- Produce high quality model documentation

- Participating in the creation, execution and development of Front Office test plans

- Participation in the creation, execution and development of model monitoring plans

- Writing code (in Python, C++ etc.) and refactoring code

- Actively participating and contributing in team discussions on project specific areas/assignments

- Maintaining proper documentation of all processes and keeping the code up to date

- Answering ad hoc questions from various stakeholders including US Front Office Quants, populating templates or creating new reports/extracts as requested by stakeholders

- Play an integral role to the trading floor