Job Description
Join Summit Global Banking Group at our Manhattan headquarters. We are seeking a high-caliber Senior Financial Quantitative Analyst to join our elite Risk Management division. You will play a pivotal role in developing sophisticated stochastic models and driving data-backed investment strategies for our institutional portfolios.
This is a unique opportunity to work at the intersection of complex financial markets and cutting-edge data science, contributing to the stability and growth of one of the world's most respected financial institutions.
Responsibilities
- Develop, test, and validate complex financial models for pricing and risk assessment.
- Analyze large datasets to identify market trends, anomalies, and potential investment opportunities.
- Collaborate with Portfolio Managers to optimize asset allocation strategies.
- Ensure full compliance with regulatory reporting standards (Basel III/IV, CCAR).
- Automate reporting workflows using Python and SQL to improve operational efficiency.
- Conduct stress testing and sensitivity analysis on diverse financial products.
- Mentor junior analysts on quantitative methodologies and technical best practices.
Qualifications
- Master’s degree or PhD in Financial Engineering, Quantitative Finance, Mathematics, or Physics.
- Minimum 5+ years of experience in a quantitative role within banking or hedge funds.
- Expert-level proficiency in Python, R, or C++ for financial modeling.
- Deep understanding of derivative pricing, stochastic calculus, and time-series analysis.
- Proven experience with SQL and data visualization tools like Tableau or Power BI.
- Strong problem-solving skills with an ability to communicate complex data to non-technical stakeholders.
- CFA, FRM, or CQF certification is highly preferred.