We have partnered with a top tier asset management firm in order to assist in a number of key hires for front office, quantitative engineering positions. This team has been tasked with tackling new projects - problems that have not been solved before in a highly impactful role that will work directly with the firm's PnL.
They are looking to speak with highly motivated, intellectually curious self-starters with a high degree of technical proficiency in developing complex models, algorithms, and debugging. The right candidate will combine strong programming expertise with a mathematical background, as well as the ability to work in a sometimes ambiguous environment, solving novel and intricate problems.
- Develop and employ quantitative analysis tools in order to optimize various financial resources
- Utilize advanced statistical programming and analysis to drive decision making with regards to funding management and trading strategies
- Deliver key insights and strategic recommendations based on complex analysis used to actively allocate the firm's financial resources
- Solve new and complex problems, applying advanced mathematics and financial engineering, to effectively manage such areas as liquidity risk, asset liability management, portfolio yield enhancement, etc.
- Clearly and effectively communicate with cross functional stakeholders, including both technical and non-technical individuals
- Advanced degree (Master's or PhD) in a quantitative field such as mathematics, computer science, statistics, physics, etc.
- 1+ years experience in a quantitative finance role
- Advanced programming skills in Python, C++ or Java
- Highly analytical, comfortable working in an ambiguous environment, intrinsically motivated self-starter
- Excellent written and verbal communication skills
*Will consider Dallas, NYC, or remote*