Improve products, services, processes or develop new strategies by analyzing data to draw insights, patterns and conclusions at Raymond James
Requirements
- Experience with computational science modeling, stochastic differential modeling, machine learning modeling
- Experience in at least one programming language such as C, C++, Java, or Python
- Experience in probability and statistics (machine learning, time-series analysis, pattern recognition, NLP)
- Databases Oracle and SQL Server
- Cloud computing such as AWS, Oracle Cloud
- Analytical packages such as R, Scikit-learn, or TensorFlow
Responsibilities
- Research or develop analytical tools to address issues such as bond portfolio construction or optimization, performance measurement, attribution, profit and loss measurement, or bond pricing models
- Conceptualize valuation strategies, develop and continuously improve upon mathematical models, and help translate algorithms into code
- Back test and implement bond trading models and signals in an active, live trading environment
- Develop core analytical capabilities or model libraries, using advanced statistical, quantitative techniques
- Apply mathematical or statistical techniques to address practical issues in finance, such as derivative valuation, securities trading, risk management, or financial market regulation
Other
- Master’s degree in Quantitative discipline such as Statistics, Mathematics, Economics, Computer Science, or a related science field
- Three (3) years in any occupation with research experience in quantitative research
- Grow professionally and inspire others to do the same
- Work with and through others to achieve desired outcomes
- Hybrid workstyle
