Quantitative Research Analyst
Quantitative Research Analyst (State Street Bank and Trust Company; Burlington, Massachusetts ): will be responsible for the full life-cycle of modelling including research on modelling methodologies, data analysis, model prototyping, testing, and implementation. The Quantitative Research Analyst will work principally with Python, SQL and Excel. Specific duties include: maintenance and further development of the fixed rate, agency prepay model; research and development of default and prepay models for structured products; and assisting in the preparation of specs, presentations and white papers.
Minimum requirements are: Master's degree, or its equivalent, in Mathematical Finance, or related quantitative field; and 1 year of quantitative modelling experience.
Must have: Proven knowledge of fixed income and derivatives, including analytics; demonstrated experience with prepayment models, in particular for agency MBS; demonstrated experience with Python, SQL and Excel; demonstrated experience with interest rate modeling; demonstrated experience with equity/fixed income factor models; demonstrated experience in database structure/big data field; and proven knowledge of statistics model and risk factor related field. (Unless otherwise specified, State Street is seeking the ability in the skills listed above with no specific amount of years of experience required. All experience can be gained concurrently).
A pply online at statestreet.com/careers . State Street Job ID: R-644821 .
An EOE. #LI-DNI