Quantitative Analyst

Job title: Quantitative Analyst

About the Role

We are seeking an experienced Quantitative Analyst to play a critical role in designing and managing calculations and metrics essential to the firm’s risk management framework. This high-impact role involves collaborating with risk analysts, traders, and senior leadership to ensure robust risk oversight and contribute to performance and exposure analytics.

What You'll Do

• Design, implement, and manage theoretical end-of-day and real-time P&L calculations across multiple asset classes, instruments, and trading strategies.

• Implement and maintain pricing methodologies to obtain theoretical values for illiquid products.

• Develop and document processes for handling regional market closures, holidays, and disruptions affecting P&L calculations.

• Design and manage internal controls around automated P&L generation, ensuring compliance with risk management and reporting standards.

• Work closely with the quant risk team to leverage P&L data for developing single trader and portfolio-level analytics, market exposure analysis, and risk and performance metrics.

• Participate in and contribute to the firm’s Performance Reporting and Risk Committees.

• Validate daily P&L data before final distribution to traders, risk management, and senior leadership.

• What We're Looking For

• Bachelor’s degree required, preferably in Finance, Economics, Accounting, or STEM.

• Master’s degree in a data-intensive field (e.g., Data Science, Quantitative Finance, Mathematics, or Engineering) preferred.

• 5+ years of relevant experience in a hedge fund, proprietary trading firm, or bank’s trading desk, with a focus on P&L, performance data, and quant analytics.

• Specialized experience in one or more asset classes—fixed income, commodities, crypto, equities, or currencies—is preferred.

• Experience with derivatives pricing (forwards, futures, options, swaps, exotics).

• Strong understanding of financial instruments, pricing methodologies, risk metrics, and market conventions across regions.

• Proficiency in Python for data analysis and automation.

• Proficiency in SQL for database management and data querying.

• Strong quantitative skills and experience working with risk teams to develop analytics and performance metrics at both trader and portfolio levels.

• Familiarity with Bloomberg, Reuters, or other real-time market data systems.

• Experience with risk and P&L systems, especially across multi-region time zones, is a plus.

• Excellent analytical and problem-solving skills with a strong attention to detail.

• Nice to Have

• Master’s degree in a data-intensive field (Data Science, Quantitative Finance, Mathematics, or Engineering) is preferred.

• Compensation & Benefits

• Discretionary bonus eligibility; annual compensation range: $200,000 – $250,000

• Medical, dental, and vision insurance

• HSA, FSA, and Dependent Care options

• Employer Paid Group Term Life and AD&D Insurance

• Voluntary LTD, Life & AD&D insurance

• Flexible vacation policy

• Retirement plan with employer match

• Paid parental leave

• Wellness programs