XBK LLC seeks a Vice President, Data Management and Quantitative Analysis I to analyze asset performance, securities data, derivative pricing, and risk exposure using statistical, financial, and econometric models.
Requirements
- Handling internal and external datasets and client reference data, and participating in the development of statistical, financial, and econometric models for analyzing asset performance, securities data, derivative pricing, and risk exposure
- Applying techniques including SQL, querying, and macro development to extract data for populating models, and performing programming and system configuration in order set up sophisticated models or algorithms
- Writing automated testing plan for model validation, and creating macro to deliver model results in a concise and clear manner for non-technical business users
Responsibilities
- Participate in the development of statistical, financial and/or econometric models for analyzing asset performance, securities data, derivative pricing, risk exposure or other sophisticated concepts.
- Support assigned area with advanced, complex statistical, and quantitative analyses.
- Contribute to the development of the techniques and methodologies to be used for each type of activity/analysis.
- Lead data modeling and quantitative analysis projects.
- Use technology tools to conduct analyses.
- Applies techniques such as SQL and querying and macro development to extract data for populating models.
- Perform programming or system configuration in order set up sophisticated models or algorithms.
Other
- Bachelor’s degree, or foreign equivalent, in Statistics, Mathematics, Mathematical Finance, or a related field, and five (5) years of experience in the job offered or in a related quantitative occupation in the financial industry.
- Coordinating projects as Agile team Scrum Master to specify, prioritize, and plan the implementation, integration and launch of platform features and services
- Interpreting findings, preparing standard and ad-hoc reports, and delivering results to management and other leaders, and translating complex technical concepts and analyses to non-technical audiences.
- Remote work may be permitted within a commutable distance from the worksite.
