Quantitative Analytics Program Capital Markets

What you'll do

• Develop pricing and risk models for use by various trading desks.
• Enhance production models to mitigate performance deterioration.
• Create simulation models to forecast losses for trading portfolios.
• Build benchmark models to assess the limitations of existing production models.
• Provide analysis and reporting of metrics used to evaluate ongoing model performance.
• Apply statistical and quantitative techniques to validate model design, calibration, and implementation.
• Use Python, C++, SQL, or Java to develop scalable solutions for complex business challenges.
• Integrate artificial intelligence and machine learning to support risk management and business strategy.

What we're looking for

• Must have 6+ months of work experience or equivalent training/education.
• Master's degree with an expected graduation date between December 2026 and June 2027 (preferred).
• Degree emphasis in Mathematics, Physics, Engineering, Statistics, or a related quantitative field (preferred).
• Excellent programming skills using Python, C++, SQL, and Java (preferred).
• Demonstrated knowledge of mathematical methods including Monte Carlo, differential equations, linear algebra, probability, and statistics (preferred).
• Strong analytical skills to apply data analysis, modeling, visualization, and generative AI to generate insights (preferred).
• Strong communication skills and business acumen regarding capital markets (preferred).