Job Description

Quantitative Analyst
Job Number: 19-06933
 
Grab the opportunity to achieve your full potential! Eclaro is looking for a Quantitative Analyst for our client in New York, NY.

 
Eclaro’s client is one of the world's largest financial institutions, committed to providing the tools and services that bridge the gap between customers and their goals. If you’re up to the challenge, then take a chance at this rewarding opportunity!

Position Overview:
  • The CCRA-Quant team is responsible for the methodology and maintenance of the main Monte Carlo simulation and pricing engine used for Regulatory Capital, Credit Risk Limits and CVA. The work involves developing and enhancing simulation models across all asset classes and in particular, devising the calibration routines for the models. Further, the team is responsible for general quantitative support in connection to trading platform migrations, other system changes and to a limited extent, trade support (there is a dedicated and separate team who is responsible for that, but the quant team should be able to explain unintuitive/unexpected results).
Responsibilities:
  • Responsible for independently conducting quantitative analytics and complex modeling projects
  • Leads efforts in development of new models, analytic processes or system approaches
  • Creates documentation for all activities and may work with technology staff in design of any system to run models developed
  • Possess excellent quantitative/analytic skills and are able to influence strategic direction, as well as develop tactical plans
Required Experience:
  • Master's Degree or PhD and 5+ years of experience in the field (preferentially a large bank or hedge fund) required
  • Solid quantitative background
  • Relevant past experience in counterparty risk exposure modeling (PFE/CVA, in model development or validation)
  • Team player and result oriented
Preferred Experience:
  • Experience with Python, C++
  • Experienced with Equity and/or Commodity derivatives
  • PhD in math/physics (or potentially a good MSc), strong stochastic calculus, coding in C++ and preferably in Python, good knowledge of general arbitrage theory and detailed knowledge of at least one asset class (Rates, FX or Credit preferred)
  • Experience in a CVA quant team would be ideal as the overlap would be substantial, but knowledge of FO pricing models would be desired either from a FO quant perspective or from a Model Validation perspective
  • Experience with Equities, SFTs, or Commodities is preferred
 
 

If interested, you may contact:
Tony Viterbo
anthony.viterbo@eclaro.com
6463571241
Tony Viterbo | LinkedIn
 
 
 
Equal Opportunity Employer: Eclaro values diversity and does not discriminate based on Race, Color, Religion, Sex, Sexual Orientation, Gender Identity, National Origin, Age, Genetic Information, Disability, Protected Veteran Status, or any other legally protected group status.

Application Instructions

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