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Quantitative Services Sr Professional - Global Markets Ops

In United States

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Quantitative Services Sr Professional - Global Markets Ops   

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JOB TITLE:

Quantitative Services Sr Professional - Global Markets Ops

JOB TYPE:

JOB SKILLS:

JOB LOCATION:

Charlotte, NC | Jersey City, NJ United States

JOB DESCRIPTION:

Client's Specific Description: The current opening is for a Quant Services Sr Professional located in Jersey City or Charlotte and will work in a team setting to ensure successful delivery of CFD risk, hedge and analytics reports to the front office as well as risk hedging models implementation and validation.   Responsibilities: Provide enhanced analysis of market data and risk explains to front office and QSG teams based on daily statistical model output. Work closely with CFD desk and QSG Team in NYC and London to help provide timely solutions to ad-hoc projects assigned by the traders. Review and verify the model inputs feeding the CFD risk calculations, assess production CFD analytics results for errors. Work directly with the front office and technology teams on issues discovered through technology testing and model validation. Help in BAU functionality within the team as required for the smooth operation of the QS CFD team.   Enterprise Role Overview: Leads multiple projects that are significant in scope and impact. Serve as a SME and use that expertise to influence the optimal design and delivery of projects. Expected to lead by influence and drive strategic adoption. Demonstrated progressive growth in skill and responsibilities in various roles. Has extensive professional and functional knowledge developed through financial industry experience. Key responsibilities include: Provide subject matter expertise in process design, tool development or methodology validation ; Design and roll out analytical and technical tools for validations of new models/methodology; Provides guidance and mentoring to junior analysts as needed; Be a solution provider who can leverage the knowledge and experience to deliver a high quality end product; and Understands financial products across all asset classes and has extensive knowledge of technical implementations. Posses advanced degree in physic, applied mathematics, statistics/probability or another heavy quantitative discipline.   Required Skills: (Must have these skills to be minimally qualified) Excellent communication skills required. Strong analytical skills, strong technical skills including experience using Excel, VBA, SQL, Python. Ability to Multitask and manage dynamic and changing priorities with the desk. Experience pricing OTC derivative products including futures, options, swaps, credit default swaps, forward rate agreements and swaptions. Knowledge of Financial Risk Management, Credit Risk Models, Value at Risk (VaR). At least 3 years of experience working in a quantitative risk, technology, or front office role.   Desired Skills: Bachelors or higher in Finance, Computer Science or Quantitative field. Previous Experience of Dealing with Senior Level professionals including Traders preferred.   Other Qualifications: Strives to bring new thoughts and ideas to teams in order to drive innovation and unique solutions. Excels in working among diverse viewpoints to determine the best path forward. Experience in connecting with a diverse set of clients to understand future business needs – is a continuous learner. Commitment to challenging the status quo and promoting positive change. Participate in and drive collaborative efforts to advance tools, technology, and ways of working to better serve an evolving client base. Believes in value of diversity so we can reflect, connect and meet the diverse needs of our clients and employees around the world.

Position Details

POSTED:

Dec 04, 2022

EMPLOYMENT:

INDUSTRY:

SNAPRECRUIT ID:

S16510176223761710

LOCATION:

United States

CITY:

Charlotte, NC | Jersey City, NJ

Job Origin:

OORWIN_ORGANIC_FEED

A job sourcing event
In Dallas Fort Worth
Aug 19, 2017 9am-6pm
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Client's Specific Description: The current opening is for a Quant Services Sr Professional located in Jersey City or Charlotte and will work in a team setting to ensure successful delivery of CFD risk, hedge and analytics reports to the front office as well as risk hedging models implementation and validation.   Responsibilities: Provide enhanced analysis of market data and risk explains to front office and QSG teams based on daily statistical model output. Work closely with CFD desk and QSG Team in NYC and London to help provide timely solutions to ad-hoc projects assigned by the traders. Review and verify the model inputs feeding the CFD risk calculations, assess production CFD analytics results for errors. Work directly with the front office and technology teams on issues discovered through technology testing and model validation. Help in BAU functionality within the team as required for the smooth operation of the QS CFD team.   Enterprise Role Overview: Leads multiple projects that are significant in scope and impact. Serve as a SME and use that expertise to influence the optimal design and delivery of projects. Expected to lead by influence and drive strategic adoption. Demonstrated progressive growth in skill and responsibilities in various roles. Has extensive professional and functional knowledge developed through financial industry experience. Key responsibilities include: Provide subject matter expertise in process design, tool development or methodology validation ; Design and roll out analytical and technical tools for validations of new models/methodology; Provides guidance and mentoring to junior analysts as needed; Be a solution provider who can leverage the knowledge and experience to deliver a high quality end product; and Understands financial products across all asset classes and has extensive knowledge of technical implementations. Posses advanced degree in physic, applied mathematics, statistics/probability or another heavy quantitative discipline.   Required Skills: (Must have these skills to be minimally qualified) Excellent communication skills required. Strong analytical skills, strong technical skills including experience using Excel, VBA, SQL, Python. Ability to Multitask and manage dynamic and changing priorities with the desk. Experience pricing OTC derivative products including futures, options, swaps, credit default swaps, forward rate agreements and swaptions. Knowledge of Financial Risk Management, Credit Risk Models, Value at Risk (VaR). At least 3 years of experience working in a quantitative risk, technology, or front office role.   Desired Skills: Bachelors or higher in Finance, Computer Science or Quantitative field. Previous Experience of Dealing with Senior Level professionals including Traders preferred.   Other Qualifications: Strives to bring new thoughts and ideas to teams in order to drive innovation and unique solutions. Excels in working among diverse viewpoints to determine the best path forward. Experience in connecting with a diverse set of clients to understand future business needs – is a continuous learner. Commitment to challenging the status quo and promoting positive change. Participate in and drive collaborative efforts to advance tools, technology, and ways of working to better serve an evolving client base. Believes in value of diversity so we can reflect, connect and meet the diverse needs of our clients and employees around the world.


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