Job Description

Reference # : 17-04164Title : Sr. Quant Finance Analyst
Location : New York, NY
Position Type : Direct Placement
Experience Level : Start Date : 05/01/2017
Senior Quant Finance Analyst

Be a part of creating the right solutions. Eclaro is looking for a Senior Quant Finance 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!

The Senior Quant Finance Analyst will join a team of analysts in the Model Risk Management (MRM) group and will be responsible for the independent review and validation of all Mathematical/Statistical models used by the Global Wealth and Investment Management (GWIM) group. The group ensures that all models reflect best modeling practices and comply with the OCC requirements, client enterprise, and MRM policies/procedures.

  • Work cross-functionally to enforce current model risk-control procedures and apply experience and skills to subject the models used by the GWIM group to effective challenge
  • Function as a subject matter expert to provide technical consultation to a team of 5 analysts and to the MRM management for policy/procedure revisions/update
  • Join a group of highly skilled and experienced professionals bound by a strong commitment to high-quality work in a very collegial atmosphere
  • Key words: APT model, Asset allocation, Black-Litterman model, CAPM, Cash flow modeling, Derivatives pricing, High-dimensional problems, Monte Carlo simulation, Portfolio optimization, Stochastic processes, Value-at-Risk (VaR).

  • Strong and diversified quantitative skills
  • Working knowledge of the main asset classes available on the market (equities, fixed-income securities, options)
  • Working knowledge of derivative financial instruments and the numerical methods used to price them
  • Working knowledge of stochastic processes and stochastic calculus/integration
  • Working knowledge of optimization techniques, regression techniques, and Monte Carlo simulation
  • Hands-on experience in the design, implementation, and testing of financial/pricing models
  • Ability to understand and communicate clearly and effectively at all levels
  • Ability to learn and adapt in an unexplored field, if necessary
  • Team-player attitude

  • 5+ years of relevant hands-on modeling / testing experience
  • Masters/Ph.D.-level degree in Quantitative Finance
  • Strong programming skills in VBA, Matlab, C++/C#/Java, and SAS
  • Technical curiosity and interest in learning new skills
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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