Quant Analyst Resume Samples
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Quant Analyst Resume Samples
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PG
P Gerlach
Pietro
Gerlach
915 Antwon Ranch
Dallas
TX
+1 (555) 909 9366
915 Antwon Ranch
Dallas
TX
Phone
p
+1 (555) 909 9366
Experience
Experience
Detroit, MI
Junior Quant Analyst
Detroit, MI
Hettinger-Buckridge
Detroit, MI
Junior Quant Analyst
- Improvement of risk models to estimate exposure of portfolios to market factors
- Good conceptual / technical knowledge of Equity risk exposure measurement, evaluation and management
- Front office role that involves interaction with traders and external clients, e.g. explanation of details of the developed models and methods
- Opportunity to be involved in conceptual/ programmatic development of cutting-edge algorithms and analytics applications for real-time and historical use
- Development and calibration of models to estimate trading costs of stocks and portfolios
- Responsibility for managing, controlling, preparing and escalating risk within the scope of the position
- Preparation and dissemination of research results, both internally and to clients
Philadelphia, PA
Quant Analyst
Philadelphia, PA
Osinski LLC
Philadelphia, PA
Quant Analyst
- Assist portfolio managers in conducting ad hoc analysis on portfolio performance, market opportunity, and future strategy development
- Improve market risk framework by providing analytics-based measures of risk for global Traded Risk portfolios
- Perform product certification and approval of single trades and review new products with special emphasis on valuation and risk management
- Provide application or analytical support to portfolio managers and analysts on issues such as validation of fundamental data and interpretation of reports
- Coordinate with IT group to maintain and enhance order management system and execution management system
- Regular interaction with traders, assisting in problem specification, monitoring model performance
- Develop and implement mathematical models for pricing and risk management of trading products
present
San Francisco, CA
Capital Markets Senior Quant Analyst Cm-cva
San Francisco, CA
Wunsch-Bosco
present
San Francisco, CA
Capital Markets Senior Quant Analyst Cm-cva
present
- Work with Risk Analyst on enhancing hedging strategies and performing hedge effectiveness tests
- Provide management with ad-hoc market risk analysis upon request
- Serve on various task forces or discussion groups to address various market risk related issues and develop enhancement strategies
- Participate proactively in ad-hoc and monthly stress testing, and Fed’s CCAR Stress test
- Participate in weekly and ad hoc Capital Committee calls to address any issues with the underwriting calendar
- On a daily basis, perform duties as assigned that will utilize risk and trading systems to monitor and measure department activities versus Market Risk limits including but not limited to Value-at-Risk (VaR), P&L back-testing and position limits
- Assist in developing and implementing a robust risk management program for FTS. Monitor FTS compliance with Market Risk policies and identify all exceptions. When a limit breach occurs, escalate the issue accordingly and work with management to regain conformance
Education
Education
Bachelor’s Degree in Finance
Bachelor’s Degree in Finance
Bowling Green State University
Bachelor’s Degree in Finance
Skills
Skills
- Good knowledge of financial instruments used in capital markets, in particular equity and commodity derivatives
- Good knowledge of SQL and databases
- Excellent communication skills and ability to work in the team
- Clear and demonstrable familiarity with Incremental Risk Charge (IRC)
- Knowledge of financial markets/products
- Familiarity with C++ and Visual Basic
- Good understanding of statistics and familiarity with sophisticated tools for numerical analysis (eg. Matlab)
- Strong software design experience
- Knowledge of SQL would be additional asset
- Knowledge of at least one of the programing languages e.g. Matlab, Python, R, SAS,
15 Quant Analyst resume templates
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1
Statistical Quant Analyst Resume Examples & Samples
- Economic capital and interest rate modeling experience/ stochastic process modeling
- ALM/ asset-liability management experience
- Model developer experience (market models)/fixed –income models development; options, bond, futures (etc.)
- Interest rate curve construction methodology
2
Capital Markets / Quant Analyst Resume Examples & Samples
- Advanced proficiency in MS Excel and VBA
- Proficiency with databases (SQL/Access)
- Ability to understand complex models and concepts
- Working knowledge of QRM/CAS/Intex a plus
- College graduate with a degree in finance, business, mathematics, engineering, or statistics. Advanced degree a plus
- Work experience in a similar position is a strong plus
3
Eq Senior Quant Analyst Resume Examples & Samples
- 3) Solid skills in computer programming, ideally with experience in C++, VBA, and statistical languages such as R
- 4) Fluent in English/Mandarin and able to communicate and work closely with global teams
- 5) Excellent writing and business documentation skills
4
Quant Analyst Resume Examples & Samples
- Develop and implement new simulation models to project forward values of market risk factors which are used in conjunction with derivative pricing models to calculate counterparty credit risk exposures
- Undertake rigorous testing of new and existing models to assess comprehensiveness of risk representation, suitability for intended use, robustness and stability of calibrations, ongoing performance vis-à-vis risk factor and portfolio back testing, and reasonableness of simulations vis-à-vis other distributional tests
- Develop alternative (non-simulation / analytical) models used for (fast) pre-trade risking
- Document models, methodologies, analyses, and findings to Bank standard
5
Global Markets Quant Analyst Resume Examples & Samples
- Strong mathematical modeling and programming skills are a must
- Knowledge of financial mathematics
- Master’s required – PhD strongly preferred
6
Rating Models Quant Analyst Resume Examples & Samples
- Development of credit risk PD rating models at single obligor and transaction level
- Annual review of rating models which involves performing core technical modeling and liaising with independent validation teams and across the risk and finance functions
- Participating in our regular dialogue with our supervisors where appropriate
- Writing and maintaining detailed technical documentation and preparing presentations for senior management and bank supervisors
7
Senior Frtb Quant Analyst Resume Examples & Samples
- Mathematics and programming
- Financial products, including financial derivatives, market risk
- Microsoft Excel/VBA
- Written and verbal communication.
8
Quant Analyst Resume Examples & Samples
- Design and develop research infrastructure and database using Python as a primary language
- Research and Develop quantitative investment strategies based on trading liquid instruments such as futures an FX
- Develop risk models and portfolio construction methodologies
- Coordinate with IT group to maintain and enhance order management system and execution management system
- Cover execution desk
- Generate various reports
- MSc or higher degree in computer science, information technology, applied mathematics, physics, financial engineering or other hard science field is strongly referred
- Working experience of programming in object oriented language such as Python/C++/JAVA. Experience in Python is strongly preferred
- 3-5 years’ experience in the development and implementation of quantitative models at systematic macro, CTA or sell side quantitative research group
- Excellent technical writing skill
9
Ib Credit Parameters Quant Analyst Resume Examples & Samples
- Assisting in the development of credit risk rating models at single obligor and transaction level
- Assisting with regular Basel II credit risk parameter (PD, LGD, CCF) updates, involving performing core technical modeling, and liaison with independent validation teams and across the risk and finance functions
- Assisting in the preparation of regulatory (e.g. Pillar III) disclosures relating to Basel II
- Participating in project work around improvements to credit risk parameters
- Performing ad-hoc analysis
10
Junior Quant Analyst Resume Examples & Samples
- Detailed analysis of market microstructure and associated parameters (e.g. price formation, trading signals/ triggers, market liquidity, forecasting of trading parameters)
- Development and calibration of models to estimate trading costs of stocks and portfolios
- Improvement of risk models to estimate exposure of portfolios to market factors
- Research into the prediction of market liquidity (trading volume, spreads, volatilities)
- Analysis and implementation of potential, new trading strategies
- Programming and delivering bespoke solutions (e.g. complex data requests) for internal and external clients
- Opportunity to be involved in conceptual/ programmatic development of cutting-edge algorithms and analytics applications for real-time and historical use
- Front office role that involves interaction with traders and external clients, e.g. explanation of details of the developed models and methods
- Preparation and dissemination of research results, both internally and to clients
- Responsibility for ensuring that you are fully aware of and adhere to internal policies that relate to you, your business or other businesses for which you have any level of responsibility. It is your responsibility to ensure compliance with operational risk requirements
- Responsibility for managing, controlling, preparing and escalating risk within the scope of the position
- Responsibility for reading, understanding and complying with the Company's Conduct and Standards and corresponding regulations. You will be notified of changes to policies in a timely manner through announcements and/or intranet updates
11
Capital Markets Risk Senior Quant Analyst Resume Examples & Samples
- Perform daily monitoring of valuations, position limits, Greeks, VaR, Stressed VaR, clean PnL etc for Trading Book (namely Foreign Exchange, Commodities, and Commercial Swaps). Report results Senior Management
- Work on computation and delivery of credit risk metrics like PFE, CVA, DVA, Effective EPE for collateralized and uncollaterised counterparties. Refine accuracy and reporting process of these metrics
- Maintain and update client PD, and Generic PD credit curves in Findur and develop & implement CVA capability in FX and Commodities
- Counterparty Failure analysis
- Maintain and manage Findur time series and Risk Pack data
- Build out daily P&L and risk reports for all asset classes
- Develop custom risk reports and ad hoc queries and reports from senior managements using the firm’s market risk database and applications and third-party market data sources
- Review and analyse derivative models for pricing and risk management of new and existing products
- Evaluate trading room related activities. Verify that trades conform to Fifth Third guidelines and that no practices posing excessive risk exist for Trading Book
- Manage projects like: curve construction (including basis, OIS, spread, default, recovery curves, cross-currency basis), volatility cube construction, interpolation techniques, and data validation
- Be responsible for market and credit risk monitoring on all Trading Book systems including, but not limited to Wall Street Systems, Kiodex, Adaptiv, and Findur
- Perform monthly stress tests including Fed mandated CCAR
- Participate in benchmarking valuation of complex financial instruments and also participate in daily risk reporting and margining processes
- Create appropriate written policies, procedures, and other standard operating procedures to support compliance, audit and regulatory requests
- -------
- Minimum 7 years of related work experience in a combination of derivatives valuation (including complex option structures), market risk metrics (VaR, Stress Test), counterparty risk metrics (PFE, CVA) of Foreign Exchange and/or Commercial Swaps
- An undergraduate degree in Finance or Math. A graduate degree is preferred
- Strong knowledge of term structure modeling, curve, volatility cube (including skews), and default curves construction
- High Proficiency with Excel and programming languages (Visual Basic, C+, R); proficiency with SQL and Access DB
- Good working knowledge of risk regulation including Dodd Frank, Volcker Rule, Basel III, and CCAR
- Risk systems reporting experience like Wall Street Systems, Kiodex, Adaptiv, Findur
- Excellent mathematical ability with an understanding of Calculus, Monte-Carlo Methods, Partial Differential Equations, and Algorithms
- Proven analytical skills with strong attention to detail and team-work ethic
- A strong interest in financial markets (especially derivative pricing) demonstrated by qualifications and experience
12
Market Risk Methodology Quant Analyst, VP Resume Examples & Samples
- Understand the products traded and trading strategies used
- Identify all sources of market risk
- Develop and specify the internal market risk models
- Understand risk models (Value at Risk & Risk Not In Value at Risk) currently in use and proposed changes under Fundamental Review of trading Book (FRTB) regulations
- Development and implementation of risk methodologies to be used for market risk measurement under Fundamental Review of trading Book (FRTB)
- Define and specify implementation of stress scenarios for non-modellable risk factors
- Define and specify implementation for standard rules capital calculation (sensitivity based approach) at group and trading desk levels
- Evaluate the impact of the new models and capital rules
- Ensure that any significant tail-risk is highlighted to the Scenarios team
- Support the development and specification of the Economic Risk Capital (ERC) model
- Collaborate closely with the Model Validation group to ensure that the risk sensitivities used for risk calculations are appropriate
- Collaborate closely with the data team to ensure that the historical data used in calculations are appropriate
- Collaborate closely with the change teams, to ensure that any changes to methodology are appropriately project-managed for implementation
- Ensure that all risk models are adequately documented for both internal and external (e.g. regulatory) purposes
- The candidate should have a first degree in mathematics, theoretical physics, econometrics, statistics or engineering, followed by a Ph.D / MSc. in one of those areas or in finance. The role would suit a candidate with experience in quantitative risk measurement within an investment bank or, more broadly, with experience in a quantitative role within finance. It is essential that the candidate has a very good understanding of financial mathematics, and in particular an understanding of derivative instruments and the risks they generate. They also needs to understand the effects, and relative importance, of underlying risk factors upon the value of the instruments
13
Production Quant Analyst Resume Examples & Samples
- In depth understanding of fixed income market, in particular bond and mortgage markets
- 3 + years of quantitative analysis, statistical modeling experience and data mining
- Solid understanding of statistics, including: Anomaly/outlier/change detection, Classification, Cluster analysis, Factor analysis, Regression analysis, Time series analysis, and Back testing
- Track record of gathering, matching, and pre-processing large data sets from varied sources and of different characteristics
- Solid SQL (ideally MSSQL Server) programming skills
14
Capital Markets Senior Quant Analyst Cm-cva Resume Examples & Samples
- On a daily basis, perform duties as assigned that will utilize risk and trading systems to monitor and measure department activities versus Market Risk limits including but not limited to Value-at-Risk (VaR), P&L back-testing and position limits
- Be a strategic resource for all current and future capital market initiatives including assisting in drafting of NPIs, system implementations upgrades and testing, writing and updating of policies and procedures, and establishing risk control process
- Create detailed business requirements documents reflecting the data, quantitative and analytical needs of key business and technology initiatives at 5/3. Work closely with key business and IT partners to develop an in-depth understanding of their critical paths and its business impact on a detailed level
- Bachelors degree required, preferably in Finance, Economics, Mathematics; advance degree preferred
- 10+ years of experience with business analysis, data architecture and analysis, developing enterprise level architectural solutions, and developing NPIs reflecting business requirements, status reports, implementations, etc
- 7+ years experience in dealing with complex fixed income instrument pricing and risk characteristics as well as solid understanding of concepts like VaR, SVaR, back-testing and Stress Testing
- Strong mathematical background and quantitative knowledge: VBA, C++, or SAS
- Posses a solid systems background for assisting in systems upgrades / implementations and in order to trouble shoot resolve data anomalies to maintain data integrity
- Good knowledge of analytical systems such as Adaptiv, WSS, and/or Findur
- Demonstrated ability to meet project deadlines while orchestrating multiple activities at once to accomplish a goal; using resources effectively and efficiently
- Build, verify and validate pricing and risk models to help the growing fixed income business
- Assist in developing new risk management tools – improve analytical models and help in model implementation across fixed income asset classes
- Strategic perspective that looks toward an enterprise view of an issue or challenge; poses future scenarios; thinks globally; and can discuss multiple aspects and impacts of issues
15
Statistical Quant Analyst Resume Examples & Samples
- A strong quantitative background with the ability to independently conduct validation on complex trading and market risk models
- In-depth understanding of modeling techniques and potential impacts of related assumptions and limitations
- In-depth experience or understanding of capital market is a big plus
- Ability to learn and adapt fast in new area, and willingness to dig in to find answers to a problem is key component of the job
- Ability to review and provide feedback to model stakeholders on proposed remediation to identified model weakness and limitations
- Communication skills are essential as the position will be in a high profile modeling area of the bank with senior management, audit, and regulatory focus
- Advanced degree (Ph.D./Master’s/MBA) in quantitative fields such as Financial Engineering, Mathematics, Engineering, Finance, Economics, or a related field
- At least 3 years of experience in market model development, validation, or related experience in capital market area
- Hands-on experience in programming languages such as C/C++/C#, VisualBasic, MatLab, R, and SAS
- Knowledge on stochastic calculus; numerical techniques; statistical analysis
- Advanced degree (Ph.D. or Master’s) in mathematics or a mathematically related field such as mathematical finance, financial engineering or economics
- Prior experience in development or validation on capital market models such as volatility, curve construction modeling and market risk modeling such as Value-at-Risk, and/or counter-party credit risk modeling, or related experience
- Prior experience in the capital market or banking industry
16
Counterparty Credit Risk Quant Analyst Resume Examples & Samples
- Providing comprehensive explanation of the stress testing results to credit risk managers and senior management
- Reviewing challenging and presenting key findings to senior management and key stakeholders
- Identifying gaps in the current CCR stress testing framework for regulatory submissions and proposing enhancements to the framework
- Working with relevant IT and business teams to improve the process
- Excellent quantitative skills, solid knowledge of trading book products and OTC derivatives including pricing, sensitivities and VaR
- Cross asset product knowledge
- Ability to work with large amounts of complex data
- Knowledge on stress testing regulatory landscape and risk measures is beneficial
- Programming skills in particular VBA and SQL
17
Quant Analyst Resume Examples & Samples
- Development of cutting-edge models and algorithms for pricing and risk-management of products. This includes mathematical derivation, numerical implementation, testing, and system integration
- Maintenance of the existing modelling infrastructure, including tools, end-user applications and source code libraries
- Research into alternative, innovative technologies and modelling approaches, and their practical deployment
- Regular interactions with the trading and structuring/sales desks to provide support to the front-office business
- Interfacing with other internal stakeholders, specifically IT and Control Functions on validation and deployment of QA functionality
- A Master's or PhD degree in a quantitative field (mathematics, physics, engineering, etc.)
- 3-5 years experience in mathematical modeling of financial markets, with knowledge of the standard financial products, stochastic models, and numerical methods (for both PDEs and Monte Carlo) in use in FRC
- Excellent analytical and problem solving skills with the ability to independently progress towards a solution
- Expertise in modern C++ software development, including functional programming and object-oriented techniques. Team software development skills, including regression testing, version control, and code reviews
- Fluent written and spoken English, with the communication skills to engage effectively with trading, structuring, control functions and IT. Collaborative approach to team working
18
Derivatives Quant Analyst Resume Examples & Samples
- Perform research in new investment or hedging strategies through back testing, time series analysis, and capital market modeling to support AAM’s new product development, and investment solutions generation
- Work with Aegon Asset Management colleagues to provide analytical support to internal and external clients in their ALM and product development activities
- Develop prototype analytical models to be used in trading system. Work closely with investment IT and derivative front office to maintain system integrity and constantly improve system performance
- Understand the modeled derivative products and help maintaining the existing derivative hedging and pricing models through coding, testing and documentation
- Perform peer review or validation of sophisticated financial models
- Required is a bachelor degree in CS, math, financial engineering or any quantitative oriented program
- 2 years of experience in finance, insurance or related area, or a graduate degree in the similar field
- Deep understanding of derivatives and option pricing theory
- Mathematical modeling and/or risk analysis experience
- Required computer skills in Excel/VBA, C#; will be helpful if also knows SQL, Python, R etc.Strong quantitative training, derivative knowledge
- Advanced analytics skills; ability to understand and explain complex ideas and concepts behind models/strategies
- Proficient in Excel/VBA, C#, Some understanding of SQL, Python and R preferredAdvanced analytical math skills, liability modeling and computer programming skills preferred. Risk analysis and pricing skills preferredAdvanced product knowledge of VAs and EIULs preferred
- Incumbent possesses good business understanding of investments, ability to develop spreadsheets or other tools to perform calculations, and the ability to use different electronic mathematical modeling tools
- Two to five years of investment experience, mathematical modeling and/or risk analysis experience necessary
- BA required with MBA (may be entry level for MBA with relevant work experience)
- Five years of investment experience, mathematical modeling and/or risk analysis experience necessary. BA required with MBA (may be entry level for MBA with relevant work experience
19
Counterparty Risk Quant Analyst Resume Examples & Samples
- Supporting the effort of overall assessment and modelling of the risks the bank is facing of several Central Clearing Counterparties (CCPs)
- Modelling of possible consequences of the default facing the CCP (required margin charges, contributions required to cover the close-out costs etc.)
- Modelling the potential impact of the default of a CCP itself and the measures that would likely to be undertaken to prevent it and its potential consequences
- Analysing model results to assess the bank's overall exposure and risk to CCPs, and presentation of the results to senior management and risk management functions
- Strong academic background with a PhD from a premier school in Statistics / Applied Statistics, Applied Mathematics, or Economics
- Advanced quantitative modeling, statistical and analytical skills
- Proven ability in complex quantitative analysis and applied mathematical skills with stochastic calculus; Monte Carlo simulation; advanced statistical modeling (e.g. logistic regression, survival analysis, time series
- Industry experience in a similar capacity, ideally with experience in modeling risk for CCPs
- Strong programming skills and experience in C++ and preferably additionally in Matlab, and Python/ R
- Risk Modelling experience in CCPs, with particular emphasis on GCM default / contagion
- Experience in Margin and Guarantee Fund calculations, and in particular with prominent CCPs
- Strong knowledge of major cleared products (OTC and listed) such as Swaps, Futures and Options
20
Counterparty Credit Risk Quant Analyst Resume Examples & Samples
- Degree holder in Computer Science or Math Finance
- At least 5 years of experience in developing, coding and testing platforms in C++, Python; front office IT development or quant IT experience
- Financial sector experience, preferably in counterparty credit risk
- Experience with CVA calculation, modelling, developing credit RWA - an advantage
- Experience with highly distributed systems such as grid computing is a plus
- Experience in developing visualisation and analytics tools is a plus
- Experience with databases is a plus
- Proactive and able to work independently
- Ability to work in a dynamic and multinational culture
- Ability to cope in a high pressure working environment
- Strong communication skills in English language
21
Senior Quant Analyst Private Banking Resume Examples & Samples
- Lead a specialist team of quantitative risk analysts
- Quantitative risk modeling to enhance current models and setup with tools like Matlab, MS SQL, MS Excel, R
- Back testing and optimization of single product and portfolio risk models
- Close cooperation and proactive communication with the PRC team in Zurich, KPO PRC and subject matter experts throughout the firm
- Analysis presentation in power point and excel
22
Algo Quant Analyst Resume Examples & Samples
- Out-of-box thinker, taking proactive steps for continuous improvements
- Good communicator with colleagues at different seniority levels
- Detail oriented and striving for perfection
23
Liquidity Quant Analyst Resume Examples & Samples
- Advanced degree in quantitative discipline (statistics, computer science, engineering, etc)
- 2 + years of quantitative analysis, statistical modeling experience and data mining. Solid understanding of statistics, including
- Anomaly/outlier/change detection
- Cluster analysis
- Factor analysis
- Regression analysis
- Time series analysis
- Back testing
- Strong quantitative analysis and statistical modeling skills
- Professional experience in statistical software, like Matlab, VBA, R, or SAS
- Superior Excel and analytical skills
- Familiarity with the Bloomberg Professional Service and Bloomberg data structure
24
Market Risk Quant Analyst Resume Examples & Samples
- Perform daily reconciliation processes to ensure all of the firm’s trading positions each day are included in our market risk system. When delays occur in the daily collection and transmission of our positions to our system, troubleshoot with our internal IT groups responsible for collecting and transmitting our positions to ensure that our system receives our positions in a timely manner
- Analyze daily market risk system output each day and make appropriate real-time changes within that system to more accurately portray the market risks of the firm’s trading positions. Requires interaction with trading, trading operations, and our vendor’s support team for our market risk system
- Create daily exposure and sensitivity limit reports for VaR and for long/short/net PV01, key rate 01, CR01, Vega01, and stress tests, and distribute these reports each day to senior management and trading. The analyst is responsible for researching and answering questions that may arise from recipients of the daily reports
- Program in VBA to speed the time-to-delivery each day of our daily risk reports, to create additional monitoring and validation capabilities for the Market Risk team through leveraging the export-to-Excel capabilities of our market risk system, and to create prototypes of tools and interfaces that Market Risk needs IT to build
- Meet our regulatory and audit documentation requirements by maintaining updated versions of our Market Risk Manual and our Daily, Weekly, Monthly, and Quarterly Procedures documents
- Provide market risk data for quarterly Board, regulatory, and supervisory reporting
- Respond to information requests from internal and external auditors, accounting, and financial reporting groups
- Identify and research unusual or unexpected changes in positions, or in their PV01 or mark-to-market values
- Monitor risk-based exposure limits and report exceptions within and across firm’s trading groups
- Identify existing trends and potential threats to the firm stemming from movements in market risk factors
- May eventually interact with accounting, finance, financial reporting, internal and external auditors, trading operations, and individual traders and trading desk managers as final arbiter of FAS 157 fair value for all securities and derivatives positions in the firm
- May eventually interact with trading and senior management to explore potential inventory hedging strategies
- Fundamental quantitative concepts of fixed income securities markets, including average life, modified duration, convexity, spreads, term structure of interest rates, etc
- VBA/Excel programming
- Writing detailed and comprehensible documentation
- Communicating at different levels of detail to varied audiences, including trading and senior management
- Utilizing existing analytical tools and data management/access/querying systems
- Critical thinking, problem solving, creativity
- Think before doing, troubleshoot, learn continually, and be thorough, detail-oriented, focused, undistracted, and intellectually curious
- Gain a deeper understanding of fixed income securities and interest rate derivatives markets, banking, statistics, mathematics, programming, and market risk management
- Take ownership of internal processes and assigned tasks and provide regular status updates on progress/issues
- Develop internal software and processes that integrate with our external market risk management system
- Document new and existing internal and external process in an organized, coherent, and timely fashion
- Communicate effectively, both orally and in writing, and be poised in front of regulators and traders
- Develop and maintain effective working relationships with external and internal clients, particularly with regulators and fixed income trading and operations
- Stay abreast of industry best practices, procedures, and techniques. Identify and share potential market risks
- Interpret, analyze, and apply quantitative and technical information
- Partner with other functional areas to accomplish objectives; e.g., with fixed income trading operations
- Analyze, organize, and prioritize multiple tasks and meet deadlines
- Remain adaptable and resilient while working in a sometimes high-stress environment
- Comply with established standards and procedures, yet search for and suggest more effective alternatives
- Provide high levels of customer service to our internal and external clients
- Bachelor’s Degree in Finance, Computer Science, or Economics and a minimum of five (5) years experience
25
Execution Quant Analyst Resume Examples & Samples
- Assist in the enhancement of existing equity OPTiMUS model, in both modeling and implementation globally
- Analyze opportunities to develop new recommendation models, signals, analytics and performance measures
- Accompany generalist Electronic Execution sales people to client meetings, to discuss algorithmic trading
- Implement client requests for bespoke benchmark functions or parameters
- Support client algorithmic trading enquiries, and assist in performance reporting
- Experience in finance, either at a bank or other industry participant
- Strong experience in solving engineering-type problems
- Strong knowledge of the algorithmic trading space, with particular emphasis on market microstructure modelling (order book dynamics, market impact models, order placement trading signals)
- Strong experience in designing new / improving existing algorithmic trading strategies
- Strong /proven modelling skills
- Knowledge of OOD principles
- Excellent programming skills (Python/R, C++/Java, KDb)
- Ability to communicate effectively (written and verbal) at all organisational levels
- Ability to plan and prioritise own work load
- Ability to work effectively as part of a team or individually
- Able to relate and deal effectively with clients
- MSc/PhD in Finance, Mathematics, Machine Learning, Engineering or related subjects
26
Liquidity Quant Analyst Resume Examples & Samples
- Knowledge of anomaly/outlier/change detection
- Experience with classification, cluster analysis, factor analysis, regression analysis, time series analysis, and back testing required
- Experience with Machine Learning preferred
27
IMM Quant Analyst Resume Examples & Samples
- Support the successful execution of all aspects of the IMM Program, which covers broad topics and initiatives across multiple work streams and organizational hierarchies
- Take on the execution of certain program deliverables
- Facilitate preparation for discussions with and presentations to regulators
- Interact with various stakeholders within the bank, collecting their requirements, and understand their relevant businesses/processes
- Working closely with Quants to maintain and potentially expand the IMM waiver
- Support the PMO team in driving the implementation of program requirements, including working in close collaboration with project managers and senior management
- Prepare meeting agendas; collate materials, minute taking and action tracking
28
Credit Quant Analyst Resume Examples & Samples
- 6 months rolling contract paying up to £850 per day
- Define or recommend model specifications
- Devise or apply independent models or tools to help verify results of analytical systems
- Produce written summaries of research results
- Interpret results of analytical procedures
- Collaborate in the development or testing of new analytical software to ensure compliance with user requirements, specifications, or scope
- Develop core analytical capabilities or model libraries, using advanced statistical, quantitative, or econometric techniques
- Collaborate with product development teams to research, model, validate, or implement quantitative structured solutions for new or expanded markets. (including Market data)
- Apply mathematical or statistical techniques to address practical issues in finance, such as derivative valuation, securities trading, risk management, or financial market regulation
- Able to provide full revaluation of all products based on a trade listing + term sheets to be obtained from Operations / Finance
- Generate Model selections based on trade population - Maintain and modify all analytic models in use
- Initial mapping of the pRDS (product reference data) codes on the existing trade population
29
Quant Analyst Resume Examples & Samples
- Improve market risk framework by providing analytics-based measures of risk for global Traded Risk portfolios
- Drive the implementation of default risk models
- Understand both regulatory and business requirements, ensuring that the models are fit-for-purpose
- Drive appropriate calibration and applied traded risk models to ensure that risks are more accurately quantified and allocated
- Banking sector experience in either Risk Management or quantitative modelling of market risk for credit and equity asset class
- Clear and demonstrable familiarity with Incremental Risk Charge (IRC)
- Experience in FRTB
- Ability to lead, manage and successfully deliver projects within the agreed time scale, in liaison with all relevant stakeholders: model owners, credit, business, IT, senior management and regulators
30
Quant Analyst Resume Examples & Samples
- Participate as a reliable and pro-active member of the team. Take initiative in completing tasks and projects within the team
- Participate in validation and pricing models or new products
- Take part in the development and the enhancement of the independent model library to support validation and valuation processes
- Support the valuation process of trading books with independent benchmark models and calibrated model parameters
- Preparation of analyses, and regular reporting of model reserve calculations, issue reports, pricing submissions, parameter calibration etc
- Participate in new trade verification process. Validation of booking of structured and exotic trades in equities, commodities and alternative investments
- Use and interpret a wide range of Front Office, and data systems
- Document processes and results in accordance with internal and external standards
- Strong quantitative background with MSc, PhD or equivalent in mathematics, physics, engineering or comparable education. Some professional experience in relevant role
- Good knowledge of financial instruments used in capital markets, in particular equity and commodity derivatives
- Understanding of price modelling techniques for p&l and risk, including analysis of mathematics and underlying assumptions. Experience in development of independent models an advantage
- Good IT skills including standard applications, operating systems, databases and source-code management etc. Good knowledge of structured programming languages with experience in C++ desirable
- Efficient communication and presentation skills
- Manage tasks independently and present results to others inside and outside the group
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Quant Analyst Resume Examples & Samples
- Overseeing daily production portfolio construction processes, monitoring critical components and validating interim status outputs and final system results
- Monitor portfolio risk exposures; develop analytics to aggregate various exposure types across strategies identifying key systematic risk and idiosyncratic concentrations
- Evaluate portfolio liquidity and execution efficiency. Develop framework for modeling expected bid/ask & market impact. Define metrics to measure broker/algo performance
- Assist portfolio managers in conducting ad hoc analysis on portfolio performance, market opportunity, and future strategy development
- Detail-oriented with a demonstrated track record of problem solving in a team-based, results-focused environment
- Hands on experience with financial data analysis including interacting with internal and external data sources
- Exposure to strategy analysis, trade execution, portfolio construction, risk management and/or investment management operations a plus
- Strong analytical skills with sound understanding of mathematics, probability, and statistics and exposure to financial mathematics and econometrics concepts
- Some practical experience programming in either a formal language (Python, Java, C++) or a data analysis package such as R or Matlab
- Preferred: 1-4 years of experience working in a financial role with some exposure to trading and risk management
- B.S or higher degree in Computer Science, Engineering, Mathematics or other quantitative disciplines
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Junior Quant Analyst Resume Examples & Samples
- Define the model, considering in particular: Volatility scaling assumptions or other filtering techniques, Space reduction techniques and risk model impacts, Position scales and liquidity impacts, Procyclical effects, Computational efficiency
- Prototype and benchmark models
- Test model behaviour under a number of real or hypothetical scenarios (e.g. crisis replay)
- Document the model accordingly
- Degree or equivalent in quantitative finance, mathematics, economics or science-related disciplines, preferably at least Masters Level
- Hands-on experience of quantitative models and data management, building pricing models, and/or quantitative analytics preferable
- Good conceptual / technical knowledge of Equity risk exposure measurement, evaluation and management
- Excellent computational skills (SQL, R, VBA or C#)
- Good numerical competency
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FX Quant Analyst Resume Examples & Samples
- Report to the head of FX Options/Hybrids Quantitative research team
- Build and in depth understanding of the pricing of flow fx options products (capture of market volatility information from various sources including electronic markets, interpolation of volatility in time and strike, handling of volatility over market events, arbitrage constraints imposed on the volatility surface, links between different currency pairs, spreading from the mid-price to give a two way market, skewing and dealability indicators)
- Play a key role in the architecture of platforms and services used for pricing and risk management of FX Options positions, with an emphasis on the flow machine and electronic pricing rather than exotic structured products
- Hands on C++ coding of new features in the system with an emphasis on well tested, high quality code which is performant when required
- Understand the key FX Option risk measures and how they are computed (greeks such as delta, theta, gamma and vega and scenarios),
- Interact with senior traders over deliveries, prioritization and requirements
- Work closely with the IT team who deliver the pricing and risk management tools (the IT team functionally report to the head of FIRST FX). This includes preparing specifications of work for the IT team, reviewing deliveries and identifying and flagging potential issues to management
- Maintain open communication with team and direct line management to fulfil firm notification requirements and pass on client concerns
- Direct contribution to BNPP operational permanent control framework
- Good knowledge of quantitative finance and options, but with a focus on the flow products rather than structured/exotic (advanced stochastic calculus is not required)
- Strong C++ programming with some industrial experience and design skills is a must, with a good understanding of what is required to write code which is both easy to test and debug and also achieves good computational performance
- Strong knowledge of mathematics and numerical techniques e.g. linear algebra, root finding, finite differences
- Strong communication skills (internal and external) / Ability to liaise with Quantitative Analysts/IT and Managers
- Strong organization Skills / Ability to Multitask
- Flexible and hands-on approach
- Proactive in the promotion of new ideas
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Risk Quant Analyst Resume Examples & Samples
- Developing, improving and validating risk methodologies and parameters for internal, regulatory and other capital models such as Economic Capital and VaR, that enable us to calculate credit-, market- and operational risks as well as stress testing and rating models
- Documenting all method, model and process changes
- Performing quantitative analyses of risk metrics data and risk parameters, such as market data and financial time series, Economic Capital, VaR and rating data
- Assisting our IT department in implementing prototypes of the newly developed models in our production environment
- Delivering and analyzing credit risk, market risk and stress testing reports
- Working closely with colleagues at all corporate levels and supporting risk managers and business units in using and interpreting the new models and analyses
- Liaising successfully with external partners
- Master’s or ideally PhD degree in a quantitative field
- Knowledge in advanced mathematics, statistics or probability theory or other quantitative disciplines as well like economics, engineering, computer science and pure physics
- Interest in international financial markets, financial industry and risk functions
- Good knowledge in quantification of financial products (including derivatives), market risks and credit risks would be highly beneficial
- Good IT/data management skills and experience with relevant software packages and databases, preferably Excel/VBA/MS Access/SQL/Matlab/SAS/C++
- Experience in data analysis and interpretation
- Results oriented and highly motivated
- Analytical thinker with a keen eye for detail who works structurally
- Excellent communication skills and fluent in verbal and written English
- Able to work both independently and in teams
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Quant Analyst Resume Examples & Samples
- Maintain and modify the analytical platform that supports the Active Equities business
- Develop core analytical capabilities, using advanced statistical, quantitative or econometric techniques
- Provide application or analytical support to portfolio managers and analysts on issues such as validation of fundamental data and interpretation of reports
- Help to drive increased process automation and simplification across the business (e.g. support the automation of production`s presentation)
- Consulting with other financial engineers or portfolio managers to understand trading strategies, market dynamics or trading system performance to enhance quantitative techniques
36
Quant Analyst Resume Examples & Samples
- Experience of 3-5 years in Asset Management or Investment Banking working on equities and quantitative topics
- Master degree, preferably in Mathematics, Physics or Finance engineering
- Proven coding skills
- Excellent communication skills in English and French
- Pro-active, curious and the ability to work in a fast paced environment
- Excellent responsiveness and problem-solving skills
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Director, Senior Quant Analyst Resume Examples & Samples
- Adhering to the Coutts investment principles, with an emphasis on long term investment returns
- Developing and implementing systematic trading signals for global cross-asset investing that can be traded in multi-asset portfolios
- Identifying and collecting market data required for alpha generation, form and test investment hypotheses, and implementing trading signals in automated processes
- Using common development tools to facilitate robust implementation of research
- Monitoring the performance of trading models and analysing signal and return attribution
- Regularly presenting findings and ideas to the wider investment team
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Senior Quant Analyst, QM RA Resume Examples & Samples
- Develop and enhance risk modeling infrastructure including forward price simulations, risk pricing models, risk reporting systems, production models and databases
- Proposing risk metrics and building risk modeling infrastructure
- Provide quantitative analyses to Risk and Commercial functions
- Validate production models
- Develop risk capital framework
- Validate option pricing and volatility/correlation curves
- Oversee the production code change management
- Support Strat Plan/SPA update
- Provide risk pricing of standard products and structured deals
- Report to the Manager, Risk Modeling and Systems within the Market Risk Managements group
- Coordinate closely with all Risk functions, Commercial team, and Front Office quant group
- Develop and maintain about 20 Risk models and multiple risk systems
- Assist in developing risk infrastructure and metrics
- Analyze and interpret risk metrics, as well as explain changes
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Markets Quant Analyst Resume Examples & Samples
- Familiar with various products in interest rate, equity and FX. Detailed knowledge in pricing, trading and hedging
- Strong analytical and programming skills, good communication skills
- Ph.D in Physical Science or Computational/Mathematical Finance
- 6+ years of working experience in pricing and risk management
40
Quant Analyst Resume Examples & Samples
- Coordinate with the other team members on the way to developing coherent modeling strategies as projected by the lead quantitative developers, provide novice modeling suggestions
- Write model code in R, Python or using other statistical tools
- Create compliant model documentation in LaTeX
- Support lead developers in creating presentations about the model for the Model Owners Team
- Support lead developers in detailing agreed modeling suggestions to stakeholders who intend to use these models globally for pricing decisions, capital and regulatory purposes
- Participate in working group discussions on collecting modeling data
- Write SQL queries to adapt and organize data for modeling
- Respond to the assessment of the model reference data, documentation, and analysis by the Independent Validation Unit
- Validate and prepare statistical model code for subsequent transfer to implementation code
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Quant Analyst Resume Examples & Samples
- You will create, analyze and implement new quantitative risk models
- You will review old models and suggests/implements improvements
- You will present analysis and results to teams such as Front Office Quants, Market Risk Clusters and Risk Managers and discusses relevant model issues and solutions
- You will produce internal and external model documentation
- You will liaise with the Risk Model Validation team to discuss and understand reviews and implements recommendations where necessary
- You will automate model related processes and tests other implementations of market risk models
- You will collaborate with Senior Risk management across the Risk team, and partner with the market risk management, asset class clusters and risk model validators to ensure successful regulatory interactions
- At least 2-3 years financial sector experience, preferably in a risk management or modelling role in an investment or large commercial bank, an industry association or hedge fund
- Relevant undergraduate degree in science, technology, mathematics, engineering or other logical discipline preferred
- Knowledge of quantitative finance and risk
- Understanding of computer programming and data manipulation, preferably C# programming skills
- Demonstrated interest in learning about risk systems and feeds
- Effective communication skills – to communicate complex ideas to both quantitative and non-quantitative colleagues and regulators
- Ability to work well in a team and a relationship builder
- Highly organized, good planner, tracker and chaser with ability to engage experts to deliver
- Ability to produce high quality, accurate work, under pressure and to tight deadlines
- Willingness to question and challenge the way things are done and to come up with alternative approaches
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Quant Analyst, Efficiency Resume Examples & Samples
- Closely work business partners in the Risk Organization to gain a deep understanding of processes and systems to extract knowledge or insights from data in various forms to achieve efficiency of business operations
- Use system or database programming to improve and/or develop automation algorithms for structured and unstructured data processing
- Conduct user tests to reconcile and explain differences
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Quant Analyst Resume Examples & Samples
- Master?s degree in statistics, computer science, math, physics or engineering
- Strong software design experience
- Good knowledge of SQL and databases
- Strong coding skills preferably with a working knowledge of Java, C++, Python or Scala. Knowledge of SecDB/Slang is a plus
44
Senior Quant Analyst Resume Examples & Samples
- Work with stakeholders to ensure that all existing and new models fully address the required business needs and comply with both regulatory and enterprise model risk requirements
- Academic training in a quantitative discipline, such as Financial Engineering / Statistics/ Operations Research/ Econometrics
- Innovative problem solving skills with proactive initiative for prototyping and proof of concept while evaluating alternative solutions
- Proficiency with tools such as Factset, Barra, Risk Metrics, and Morningstar Direct
- Series 7, 63 and 65 (or Series 7 and 66) required (may gain licenses after start - unlicensed candidates may be considered if willing to obtain licenses after start date)
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Capital Markets Quant Analyst Resume Examples & Samples
- Assist with the development and analyzing of models and quantitative approaches to municipal and high-yield securities
- Work closely with the Head of Strategy and Research and our trading desks on the development of trade recommendations and ideas
- Search and analyze data to identify missing, incomplete, or invalid information
- Ensure accuracy of source data by running quality checks; perform statistical analysis to establish accuracy of data entered
- Manipulate, standardize, consolidate, and enter data into various proprietary databases
- Proactively review current data entry processes for efficiency and identify process improvements, standard operating procedures, best practices, etc
- Maintain disciplined distribution of research data outputs to the Institutional Sales & Trading teams
- The successful candidate will learn over time to integrate quantitative disciplines with the “qualitative” judgment required by over-the-counter markets
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Counterparty Credit Risk Quant Analyst Resume Examples & Samples
- Calculating credit risk for live trade across all markets (FX, rates, equities, fixed income, commodities, etc.) and financial products (loans, derivatives)
- Calculate LTVs of Hedge Funds, Investment Funds, Structured Products, Money Market Instruments, Equity and Fixed Income to support the Lombard Lending business
- Checking for any discrepancy between pre and post trade analysis,
- Communicating with CRM and FO to explain credit risk issues and the need for potential ad-hoc enhancements
- Ensuring that pre trade exposure calculation tools are enhanced to be in line with latest changes in methodology
- Strong technical skills, thorough knowledge of credit risk and derivative products with relevant banking/financial products experience
- Bachelors’ or Master’s degree in quantitative or relevant discipline preferred
- Knowledge of database and mainstream programs (Access/Excel) and some programming skills (VBA, C++, etc.) is an advantage
- Ability to work well under stress and tight timelines with a minimum amount of supervision
- Strong verbal and written communication skills with the ability to express complex financial instruments in simple terms
- Highly Detail Oriented: as the role requires hand-on approach along with management oversight
- Several years of team management experience
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Lead Quant Analyst Resume Examples & Samples
- Understanding the ever increasing complexities and challenges of prudential requirements
- Managing the difference between APRA, ECB and EBA prudential standards
- Translating complex quantitative market risk analysis and concepts into simple yet effective policies and limits that all relevant stakeholders understand. Understanding the needs and drivers of the Business
- Ongoing development of market risk reporting methodologies for the Bank, reflecting industry best practice, ensuring that senior management understands the market risk implications of the Bank’s retail and wholesale activities
- Presenting accurate and superior risk analysis, through quantitative research, to support business decisions
- Assist in the development of direct reports and non-direct reports who have key deliverables for market risk reporting
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Senior Index Quant Analyst Resume Examples & Samples
- Professional degree in IT, preferably engineering (IT or Computer Science)
- Technical skills required: SSIS, SQL Server, C#. Optional: OLAP, VBscript, VBA.Net
- Interest in Capital Markets
- 4-plus years of relevant experience
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Senior Quant Analyst Resume Examples & Samples
- Direct hedge fund financial or operational experience will also be considered
- Bachelor's degree from a top- tier educational institution is required, preferably in Accounting, Business, Computer Science, Economics, Finance or a related field
- CPA designation or a graduate degree(s) in one of the aforementioned fields would be highly beneficial
- Deep knowledge of the hedge fund/private equity industry and financial/operational aspects of managers is required
- Must be a team player and desire to work in a collegial environment with other team members across the combined Bank of America - Merrill Lynch organization
