Markets Quantitative Analyst - Capital Analytics

📋 Description

• Design, develop, maintain cross-asset quantitative analytics for regulatory capital frameworks
• Build production-quality analytics using Python and/or C++.
• Collaborate with traders, structurers, and quants to inform capital-efficient pricing and
• Work with Technology to produce daily capital outputs for front-office, risk, and regulatory
• Apply quantitative finance techniques to capital, pricing, and risk analytics challenges.
• Ensure outputs meet governance, auditability, and regulatory accuracy.

🎯 Requirements

• Master's, PhD, or equivalent in a highly quantitative discipline.
• Strong Python and/or C++ programming for production-quality code.
• Solid quantitative finance knowledge: probability, linear algebra, numerical methods.
• Strong analytical/problem-solving skills and clear communication.
• Attention to detail and governance discipline.
• Ability to collaborate across analytics, technology, trading, and risk.

🎁 Benefits

• Salary: $150,000–$175,000 base, with discretionary/incentive potential.
• Hybrid work: Flexible hybrid model with in-person collaboration in New York.
• Healthcare: Medical, dental, vision coverage.
• Retirement: 401(k) savings plan.
• Insurance: Life, accident, disability insurance.
• Time off: Vacation, sick leave, paid holidays.