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Quantitative Analyst

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Montgomery Assets

2021-12-03 08:58:00

Job location Los Angeles, California, United States

Job type: fulltime

Job industry: Banking & Financial Services

Job description

Quantitative Analyst

  • Primary Location: United States,Los Angeles,California
  • Education: Master's Degree
  • Job Function: Analysis, Research
  • Schedule: Full-time
  • Shift: Day Job
  • Employee Status: Regular

Duties: Develop analytics libraries used for Montgomery's equity and fixed income risk-management. Create, implement, and support quantitative models for Equities and Fixed Income trading. using a wide range of mathematical and computer science methods and tools including hardware acceleration, advanced calculus, C++ including STL, C#, .NET, Java, object oriented software design, Python, kdb, Structured Query Language (SQL), mathematical finance/ programming and statistics and probability. Develop derivative pricing models using numerical techniques for derivative valuation including Monte Carlo Methods and partial differential equation solvers.

Qualifications

Requirements: Must have a Master's degree in Statistics, Mathematics, Engineering (any), Finance, Physics or related quantitative field and two (2) years of experience as a quantitative analyst, quantitative model developer, or quantitative software developer within the front office financial sector.

Job Type: Full-time

Pay: $97,000.00 per year

Experience:

  • risk: 2 years (Required)

Education:

  • Master's (Required)

Location:

  • Los Angeles, CA (Required)

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