18 часов назад
Quantitative Strategist, Global Banking & Markets, FICC Resource Management
150 000 - 300 000$
Мэтч & Сопровод
Для мэтча с этой вакансией нужен Plus
Описание вакансии
Текст:
TL;DR
Quantitative Strategist, Global Banking & Markets, FICC Resource Management (Capital and Liquidity Optimization): Creating quantitative models and calculators for capital, initial margin, and contingent liquidity optimization across Global Banking & Markets with an accent on numerical optimization, regulatory capital, and risk modelling. Focus on developing resource-allocation strategies, interpreting regulatory methodology, and explaining findings to business leaders for implementation.
Location: New York, NY, United States; office-based position.
Salary: USD 150,000–300,000 base salary, plus potential discretionary bonus.
Company
is a financial services firm with a Global Banking & Markets division.
What you will do
- Create quantitative models and calculators for capital and liquidity optimization.
- Apply numerical optimization techniques to capital, initial margin, and contingent liquidity.
- Develop expertise in regulatory capital methodologies and model implementation.
- Monitor industry practices, regulatory changes, and advances in quantitative finance and risk modelling.
- Present findings to business leaders and support implementation across the business.
Requirements
- Strong academic background in a quantitative field such as computer science, applied mathematics, physics, engineering, or statistics.
- Strong programming skills in C, C++, Python, or Java.
- Interest in financial markets and products.
- Strong statistical and quantitative modelling abilities.
- Excellent communication, presentation, and interpersonal skills.
Nice to have
- Experience working on a trading desk.
- Exposure to CCAR, Basel III, balance sheet, LCR, and NSFR regulatory developments.
- Commercial focus, teamwork, self-motivation, intellectual curiosity, and strong follow-through.
Culture & Benefits
- Collaboration with traders, sales professionals, and senior business leaders.
- Access to competitive benefits and wellness offerings for eligible US employees.
- Potential eligibility for a discretionary bonus for active employees at fiscal year-end.
Будьте осторожны: если работодатель просит войти в их систему, используя iCloud/Google, прислать код/пароль, запустить код/ПО, не делайте этого - это мошенники. Обязательно жмите "Пожаловаться" или пишите в поддержку. Подробнее в гайде →
Похожие вакансии
4 дня назад
Core Quantitative Developer (Crypto)
213 000 - 240 000$
2 дня назад
Vice President – Front Office Quantitative Analytics (Latin America Rates & FX)
225 000 - 255 000$
5 дней назад
Quantitative Trader / Researcher (Quantitative Trading)
120 000 - 200 000$
5 дней назад
Senior Options Quantitative Researcher
120 000 - 180 000$
5 дней назад
Quantitative Trader/Researcher - 2027
150 000 - 250 000$
18 часов назад
Fixed Income Investment Strategist
248 000 - 322 000$