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Quantitative Financial Engineering/Data Analyst/Modeling
Ref No.: 18-20065
Location: Jersey City, New Jersey
• Hands on experience in quantitative finance, especially volatility and correlation models.
• In depth understanding of products and market structure, especially for equities, corporate bonds and municipal bonds. ETF knowledge is a plus.
• Expertise experience in risk management.
• Ability to operate autonomously, as well as be an effective member of a broader team.
• Excellent communication and presentation skills.
• Ability to handle large data set including data quality control and facilitate study or research.
• Strong programming skills in SQL and Python.
• Strong skills in a common scripting language such as: Excel VBA, MatLab, R, Python, or Perl.