Job Description

Sr. Quantitative Finance Analyst
Job Number: 19-04441

Grab the opportunity to achieve your full potential! Eclaro is looking for a Sr. Quantitative 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!
 
Responsibilities:
  • Methodology and maintenance of the main Monte Carlo simulation and pricing engine used for Regulatory Capital, Credit Risk Limits and CVA
  • Developing and enhancing simulation models across all asset classes and in particular, devising the calibration routines for the models
  • General quantitative support in connection to trading platform migrations, other system changes and to a limited extent, trade support (able to explain unintuitive/unexpected results)

Qualifications:
  • PhD in math/physics (or potentially a good MSc)
  • Strong stochastic calculus
  • Able to code in C++
  • Good knowledge of general arbitrage theory and detailed knowledge of at least one asset class
  • 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
  • Able to express himself/herself clearly in written and spoken English
  • Master's Degree or PhD and 5+ years of experience in the field

Preferred Qualifications:
  • Able to code in Python
  • Good knowledge in Rates, FX or Credit
  • Experience with Equities, SFTs, or Commodities is preferred
  • Experience in large bank industry or hedge fund
 
If interested, you may contact:
Adrian Miranda
Adrian.Miranda@eclaro.com
212-804-7468

Adrian Miranda | 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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