An industry-leading Consultancy Firm that is currently working on a project basis with the SEC is looking to hire a Quantitative Analyst to contribute to the overall mission of the project in helping the SEC adapt to evolving fluctuations through the use of financial and securities data analysis and financial model development.
The hire will be responsible for real-time market monitoring of the constant market fluctuations, using hands-on model development and programming in Python, calculating complex mathematical problems, utilizing knowledge of securities (fixed income, liquidity, valuations, ETF, portfolio analysis, etc.) in applying analysis and quantitative research, and preparing data sets for input using Python and SAS.
The firm is ideally looking for candidates with at least 2+ years of experience in the industry, fluency in Python, experience with securities (fixed income, liquidity, valuations, ETF, portfolio analysis, etc.), expertise with complex math, and a Master's degree.
This position will be fully remote and will be a full-time hire.
Responsibilities:
- Hands-on model development
- Using modeling techniques to solve business problems.. ex) techniques such as machine learning, regression, neural networks and deep learning, natural language processing, etc.
- Coding during the day-to-day in Python
- Solving complex mathematical issues to account for market fluctuations
- Assessing which mathematical equations will be used to approach respective scenarios
Qualifications:
- Master's degree required
- Must be able to obtain and maintain a Tier 4 Public Trust clearance
- Fluency in Python
- Experience with securities (fixed income, liquidity, valuations, ETF, portfolio analysis, etc.)
- Expertise with complex mathematics