Quantitative Analytics Strategist Quantitative Analytics Strategist …

Ashton Lane Group
in Baltimore, MD, United States
Permanent, Full time
Last application, 24 Aug 19
Competitive Base & Bonus
Ashton Lane Group
in Baltimore, MD, United States
Permanent, Full time
Last application, 24 Aug 19
Competitive Base & Bonus
Support the quantitative hedging platform within a leading financial institution

Responsibilities:

  • Devise, document and implement conceptual and quantitative models to solve business problems including ALM, modeling, research, trading/hedging strategies
  • Gather pertinent information and data sources across disciplines to formulate solutions.
  • Use agile approach to design and implement software that supports the annuity hedging platform
  • Develop and maintain subject matter expertise required to advise businesses management.
  • Utilize quantitative modeling techniques such as Monte Carlo simulations both in risk-neutral setting for pricing and real-world setting for scenario analysis.

Requirements:

  • Advanced degree in Mathematics/Hard Science with 5+ years Financial Services experience designing and implementing quantitative risk and hedging programs
  • Extensive knowledge of equity, fixed income, credit, and derivative instruments
  • Experience with big data analytics
  • Excellent understanding of investment and finance concepts, and be able to creatively apply them in solving analytical problems in the business setting
  • Expertise on object-oriented programming in C++, Ruby and Python on Linux

For immediate consideration, please forward resume and contact details to: info@ashtonlanegroup.com

Ashton Lane Group is a boutique executive recruitment firm serving the Banking, Insurance, and Alternative Investment sectors. For the latest opportunities, visit www.AshtonLaneGroup.com

Ashton Lane Group® “A trusted advisor throughout your career”

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