Quantitative Analyst Developer (New York or Chicago)

  • Competitive
  • New York, NY, États-Unis
  • CDI, Plein-temps
  • Axioma Inc.
  • 21 nov. 17 2017-11-21

Axioma is looking for experienced quantitative analysts with experience on multi-asset class, derivatives pricing, and/or short term and medium term risk estimation, to join our New York or Chicago offices. The ideal candidate will have strong quantitative as well as programming skills, and should be passionate about the creation and development of enterprise ready, high volume risk systems and decision-making tools. It is essential that you can work collaboratively in our team environment, with strong commitment and innovative mindset.

Overview

Are you interested in joining a smart team in a great office environment in an award-winning organization? At Axioma, we bring together the best minds from across the world to challenge the way financial institutions think about risk and investment portfolio management. To learn more about us go to www.axioma.com

We Innovate. We Create. We Collaborate


Axioma is looking for experienced quantitative analysts with experience on multi-asset class, derivatives pricing, and/or short term and medium term risk estimation, to join our New York or Chicago offices.
The ideal candidate will have strong quantitative as well as programming skills, and should be passionate about the creation and development of enterprise ready, high volume risk systems and decision-making tools. It is essential that you can work collaboratively in our team environment, with strong commitment and innovative mindset.

  Responsibilities

• Construct analytics for pricing financial assets such as derivatives using closed-forms, Monte Carlo methods, lattices or PDEs, including parameter calibration
• Experience in computation of Greeks of exotic derivatives
• Develop methodologies and systems for financial risk estimation across all asset classes
• Implement these models and analytics in industrial strength software systems using latest development technologies
• Document models and analytics in internal or external documents, and trade journals
• Support sales and pre-sales team in analyzing prospects portfolios and participating in products demo
• Interact with clients to understand their special requirements
• Help client services in diagnosing issues and applying financial engineering skills to figure out appropriate workarounds

  Qualifications

• Quantitative PhD/MSc/MFE degree, or advance quantitative degree (e.g. econometrics, engineering, finance, mathematics, operations research, physics) with a minimum of 2-3 years of finance industry experience; not including internship experience.
• In depth knowledge of one or more asset classes such as fixed income, credit, commodity and/or equity derivatives. Particular focus on credit derivatives and/or distressed debt preferred.
• Good understanding of various risk modeling and statistical techniques
• Strong oral and written communication skills
• Excellent programming skills with industry experience a must, especially on the .Net platform (C#)
• Very strong object-oriented knowledge
• Strong ability to problem-solve and quickly identify problem resolution

 

Additional preferred skills:
• Proficiency in Python, R, Matlab a plus
• Experience with real life pricing model calibration to market data or arbitrary data sets
• In depth understanding of oriented object programming

 

Compensation
• Competitive salary
• Full benefits package
• Performance-based annual bonus

 

 

Axioma is an equal opportunity employer that offers challenging work in a supportive environment.

 

Direct hires only-no agencies