Quantitative Analyst (Multiple Openings)

Job description

Position: Quantitative Analyst (Multiple Openings) Location: 100 Wall Street, New York, NY 10005 Duties : - Develop and calibrate models concerning hedging strategies and optimization in FX, IR, credit, and equities domains. - Strategize asset allocation with both total-return and income lenses including economic scenario generation and portfolio optimization, and tactical asset allocation. - Support capital measurement and regulatory analytics (US and Japan focus) with potential exposure to other regulatory jurisdictions and rating agencies. - Support Asset Modeling and Net Investment Forecasting from accounting perspective. - Provide documentation of modeling methodologies, assumptions, and calibration techniques. - Manage longer-term projects associated with building out key functionality in the platform. - Provide tactical analysis using existing tools, with immediate impact on business decisions. - Explain modeling methodology and model results to non-quants within the business. - Stays abreast of developing techniques to ensure modeling is current, and identify and improve data accuracy and processes used in production of financial, accounting and investment reporting. Minimu...