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Hi! Greetings from Javen Technologies Inc.,
Job Title: Quantitative Analyst Location: New York, NY Duration: Long Term Direct ClientDescription: The Quantitative Analyst is responsible for analyzing fixed income securities pricing data to ensure alignment to the pricing methodology, perform independent price validation on cross assets and build out reporting. Refinitiv Evaluated Pricing Service (REPS) evaluations are used by banks, asset managers, index managers, wealth managers, and auditors for client statements, research, risk analysis, performance metrics, and portfolio valuation.Responsibilities• As the successful candidate, you will play a key role in testing documented methodologies with actual price evaluations• Reviewing data inputs such as yield curves and market data and confirming the output price is aligned with market expectations• Developing independent price validation methods in relations to identified benchmarks and alternative check methods• Compare relative bond structures to ensure pricing is reasonable within the risk profile and capital structure of issuers• Building out reporting to capture anomalies and coordinate with the evaluation teams to justify reasoning for such anomalies• The candidate will help in the analysis of complex and varied datasets• Communicate effectively with senior management the results of the findings and highlight ongoing issues• Contribute to the evolution of the price validation processes• Ad-hoc projects as requiredQualification Requirements • 10+ years of fixed income pricing analysis, quantitative research or data science • Bachelor's degree in a related field such as Accounting, Economics, Mathematics or Finance • Strong knowledge of fixed income mathematics for different asset types • Experience in working with and analyzing large data sets • Experience in programming (Python, SQL, VBA, other)Kind Regards, Sunil Vargans | sunil at javentechnologies dot com- ID: #49466445
- State: New York New york city 10045 New york city USA
- City: New york city
- Salary: Depends on Experience
- Job type: Contract
- Showed: 2023-03-14
- Deadline: 2023-05-08
- Category: Accounting/finance