Jobs via eFinancialCareers ยท 15 hours ago
Quant Analyst
New York, NY
Full-time
Onsite
Entry, Mid Level
$82K/yr - $136K/yr
2+ years expLSEG is a leading global financial markets infrastructure and data provider, and they are seeking a Quant Analyst to join their Acadia Quantitative Services team. The successful applicant will contribute to the development and client support of Acadia's pricing and risk analytics libraries and applications, working closely with a global team to enhance financial models and analytics for OTC derivatives.
Responsibilities
Extension of the ORE libraries across all OTC derivatives in six asset classes (Interest Rates, Foreign Exchange, Inflation, Equity, Credit, Commodity), including hybrids and exotics
Enhance the Python bindings for ORE, including packaging and publishing of the ORE Python module (Python wheels)
Collaborate with global market data, development, and service operations teams to resolve production issues, analyze new requirements, and design analytics extensions
Collaborate with Expert Services consulting teams to deliver quantitative pricing and risk management solutions based on clients' requirements
Qualification
Required
Master's degree in computer science, Mathematics, Quantitative Finance, Physics, Engineering, or a related discipline
2+ years of full-time and/or internship/apprenticeship work experience in quantitative development or financial engineering roles
Proven track record in developing complex pricing and risk models for OTC derivatives
Proficiency in C++ and Python development
Deep knowledge of financial markets across Rates, FX, Equity, Credit, Fixed Income, and Inflation
Strong analytical mindset, with the ability to work independently and collaboratively across a distributed international team
Preferred
Experience with QuantLib and ORE
Benefits
Annual Wellness Allowance
Paid time-off
Medical
Dental
Vision
Flex Spending & Health Savings Options
Prescription Drug plan
401(K) Savings Plan and Company match
Basic life insurance
Disability benefits
Emergency backup dependent care
Adoption assistance
Commuter assistance
Company
Jobs via eFinancialCareers
The space to inspire and grow exceptional careers in financial services and tech.
201-500 employees
Funding
Current Stage
Growth StageCompany data provided by crunchbase