Junior Quantitative Analyst

Does working for a company that embodies innovation, transparency and creativity excite you? Then, we have the place for you.

Bringing together Axioma, DAX and STOXX to form Qontigo represents a partnership beyond standard, creating an investment intelligence advantage with our clients, from risk to return. Qontigo combines the most sophisticated risk analytics and portfolio-construction tools in the market with globally recognized leadership in creating market-defining indices.

We Innovate. We Create. We Collaborate

Qontigo is currently seeking a Junior Quantitative Developer with experience on multi-asset class, derivatives pricing, and/or short term and medium-term risk estimation, to join our team in New York.

The ideal candidate will have excellent quantitative as well as programming skills and should be passionate about the creation and development of enterprise-ready, high-volume risk systems and decision-making tools.

It is essential that you can work collaboratively in our team environment, with strong commitment and innovative mindset.

Responsibilities:

• Construct analytics to price and to risk financial assets using closed-forms, Monte Carlo methods, lattices or PDEs, including model parameter calibration.
• Develop methodologies and systems for financial risk estimation across many asset classes.
• Implement these models and analytics in industrial-strength software systems.
• Document models and analytics internal or external whitepapers, and trade journals.
• Interact with product management to understand their specific requirements.
• Help client services diagnose issues and apply financial engineering skills to find solutions.

Requirements

• Quantitative MSc/PhD degree (Math, Mathematical/Computational Finance, Physics) required.

• 0-3 years of work experience

• Highly motivated, fast learner who loves challenges.

• Understanding of market risk statistical techniques.

• Fluent in spoken and written English. Excellent oral and written communication.
• Strong problem-solving abilities.

Additional preferred skills

• Good programming skills, C# knowledge a plus. Proficiency in Python, R a plus.
• In depth understanding of oriented object programming

#LI-Hybrid

Benefits

• The anticipated base salary range for this position is 100,000 - 130,000 USD. The final base salary for this role will be based on the individual's geographical location, experience, and qualifications.
• Eligible for a performance-based annual bonus
• Full benefits package