Are you looking for a great entry point into complex data modeling for a great company to work for? They are growing and have one of the best environments in their industry.
Position Overview: We are looking for a Modeling Consultant to join our team initially on a temporary basis. This group focuses on all major global asset classes including, but not limited to Equities, Fixed Income, Currencies, Commodities and Options/Volatility. The successful candidate will provide valuable expertise on enhancing pre- and post-trade transaction cost analysis-and sophisticated modeling-across asset classes and instruments (particularly futures and FX forwards), as well as performance attribution.
Responsibilities: - Help develop approaches to enhancing pre- and post-trade transaction costs modeling
- Help perform post-trade transaction cost analysis
- Help enhance after-costs portfolio performance attribution
- Collect, clean and transform large datasets
- Perform historical simulations
- Develop automated reports of research results
- Present research results in a clear and intuitive manner - visually, verbally and in a written form
Qualifications: - Minimum 3 years of execution-level quantitative investment experience with derivatives, in particular futures, FX forwards, and options
- Exceptionally strong programming experience, in particular in Python and SQL
- A PhD degree with an outstanding academic record in a technical field such as mathematics, statistics, science or engineering
- World-class analytical skills and the ability to clearly articulate the approach, process and results
- Creativity, enthusiasm, collegiality and the ability to excel in a self-starting environment
- Drive and humility to deliver on high value projects and roll up your sleeves attitude