Quantitative Services Analyst
Charlotte, North Carolina
Line of Business Role Description
Works as part of a broader team on delivery of quantitative projects. Will work under the guidance of a senior team member; However expectation is that they would be self started who can work under minimal supervision. Interacts with cross functional teams to optimize tools & process flows. Will leverage strong quantitative and programming skills to build deep knowledge of the banks pricing & risk libraries and infrastructure. Key responsibilities include: Assist in the development of financial modeling tools for derivative products, applying the theory and mathematics behind various models; Builds out analytical and technical tools for validations of new models/methodology with minimal oversight; Develops reporting of various risk metrics complied with business and regulatory requirements; and Understands financial products across all asset classes and has extensive knowledge of technical implementations. Must have a bachelors degree in a quantitative field with knowledge of probability, statistics and stochastic processes. Advanced degree preferred
The ideal candidate will be very analytical, a self-starter, be very comfortable working independently with significant amounts of data, maintain close attention to detail, look to understand process, be comfortable working in a fast-paced environment, and capable of handling multiple priorities. Additionally, the candidate will be expected to build strong working relationships with stakeholders including Front office Quants and COOs, VTD Heads, Market Risk, Model Risk, Technology, Finance, and other business partners. Candidates should expect to demonstrate process leadership and ownership. Must be a Year Up Intern
• Advanced degree (MS, MBA) preferred in Business, Finance or Economics.
• Some experience working with OTC financial products.
• Superior proficiency working with Excel spreadsheets and Databases.
• Experience working with VBA, SQL, Python or any other scripting language.
• Broad and general understanding of derivative pricing models, trade attributes, and trade life cycle events.
• Ability to consistently deliver high quality output in an uncertain environment.
• Strong problem resolution skills.
1st shift (United States of America)
Hours Per Week:
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