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Digest #1089
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Lead Quant Analyst - Financial Engineering - Derivatives - Asset Mgt by "Gary Wright" wrightassociates
Message
Fri Oct 3, 2014 10:26 am (PDT) . Posted by:
"Gary Wright" wrightassociates
Please feel free to refer this position to other groups and people you know.
Position Title - WR739171092014
Lead Quant Analyst - Financial Engineering - Derivatives - Asset Mgt. -
Boston, MA - Excellent Package
Excellent Compensation Package - Base + Bonus + PS
Relo. Assistance Possible
Company
Large, successful, and growing Boston based Investment Management Firm -
Great Company - Lots of Upside - Excellent Compensation Package - Bonus -
Profit Sharing etc. Join a team oriented, collaborative, results focused
environment and become part of an elite organization with great growth
possibilities.
Position Summary:
The Alternatives Systems Team is responsible for supporting and providing
advanced tools to analyze, value, trade, and risk manage a broad spectrum of
products and assets used by the Asset Allocation, Commodities and Hedge
Funds Investment teams. In addition this team supports the firm's OTC
Derivatives Platform for Fixed Income, Equity, Commodity, and Currency OTC
derivatives used throughout the firm's portfolio management, trading, and
operations. Members of the Alternatives team play critical roles in firm's
success by providing proprietary technology solutions and supporting vendor
applications which assist in complex investment decision-making, streamline
trading, reduce operational risk, and improve efficiency.
The Lead Systems Analyst (Quantitative Analysis), Alternatives Systems will
be responsible for developing custom pricing model and advanced analytics
for derivative instruments across all asset classes.
A successful candidate will have a solid background in math, advanced
knowledge of financial modeling and practical experience in financial
engineering working with derivative instruments in addition to a solid
understanding of a broad range of technology solutions, and outstanding
client management skills.
Responsibilities:
* Work closely with investment and trading professionals to
understand business problems and to create effective technical solutions.
* Perform detailed analysis of analytical/quantitative problems,
develop model prototypes, and provide guidance to the technical development
teams.
* Participate in full-cycle software development including
regression testing, deployment, and support of new tools.
* Be an "expert" in derivatives analytics and pricing methodologies
* Stay abreast of the "state of the art" as it relates to
investment practice, both within Wellington and throughout the industry
Required Skills and Competencies:
* A minimum of five years of experience in the investment industry,
ideally with an asset manager, a hedge fund, or an investment bank.
* Demonstrated understanding of equity, fixed income, commodity,
and FX derivatives structure and attributes, quantitative concepts, and
related front-office investment processes.
* Very good knowledge of math (linear algebra, statistics, advanced
calculus) and its applications to financial engineering
* Experience in financial engineering and derivatives instruments
modeling
* At least seven years of application designing and programming
experience using Matlab, Java, Python, or R. Comfortable in numerical
programming.
* Knowledge of Microsoft tools is a plus.
* Previous experience with Calypso, Murex or similar vendor
Derivatives system will be a big plus
* Hands-on knowledge of SQL and relational database technology.
* Excellent written and verbal communications skills.
* Ability and willingness to work in a fast-paced, mission-critical
production environment.
* Strong delivery focus and ability to overcome obstacles.
* Advanced degree in computer science, mathematics, physics,
statistics or another quantitative field.
* CFA/FRM charter, or work towards one is strongly preferred
Keys to this Role
1. We are seeking a Quantitative Analyst with some development skills.
2. Very good knowledge of math (linear algebra, statistics, advanced
calculus) and its applications to financial engineering
3. Experience in financial engineering and derivatives instruments modeling
4. At least seven years of application designing and programming experience
using Matlab, Java, Python, or R. Comfortable in numerical programming.
5. Investment workflow experience is required.
Contact Information - Resumes in Word format to:
Gary Wright - President - Wright Associates
Phone - (508) 761-6354 - Email - GaryWright@WrightAssociates.org
<mailto:replywrightassociates@verizon.net> - WEB Site -
<http://www.wrightassociates.org/> www.wrightassociate
The New England Networking Group is Moderated by:
Gary L. Wright - President/Principal - Wright Associates
Wright Associates specializes in High Technology Recruiting Services for the New England Market Place.
Phone: 508-761-6354
Email: mailto:GaryWright@WrightAssociates.org
Website: www.WrightAssociates.org
Gary L. Wright - President/Principal - Wright Associates
Wright Associates specializes in High Technology Recruiting Services for the New England Market Place.
Phone: 508-761-6354
Email: mailto:GaryWright@WrightAssociates.org
Website: www.WrightAssociates.org
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