Network Performance Analyst
The Hartford
DNSTCP/IPVoIP
Quantitative Model Analyst, Level 3
U.S. Bank
full-time
Posted on:
Location Type: Hybrid
Location: Minneapolis • Minnesota, North Carolina, Ohio • 🇺🇸 United States
Visit company websiteSalary
💰 $105,400 - $124,000 per year
Job Level
Mid-LevelSenior
Tech Stack
OracleSQL
About the role
- Support and develop SIMM, SA-CCR/SA-CVA, XVA models and analytics tools
- Perform derivatives pricing and hedging operations with focus on complex quantitative valuation and risk mitigation methods
- Contribute to development, improvement and testing of valuation and risk tools to support the desk
- Implement and maintain valuation models within an object oriented programming environment
- Conduct model testing, monitoring and create model documentation
- Perform quantitative analysis to support trading desk operations
Requirements
- Bachelor’s degree in a quantitative field and five or more years of relevant experience OR
- MA/MS in a quantitative field and three or more years of related experience OR
- PhD in a quantitative field and less than two years of related experience
- Familiarity with derivatives pricing across multiple asset classes (fixed income, foreign exchange, equity, etc.)
- Knowledge of option pricing methodology, specifically related to fixed income derivatives
- Experience measuring risk (e.g., VaR, SIMM or related) on derivative portfolios
- Proven success writing code within Visual Studio or comparable development environment
- Strong data mining skills (SQL, Oracle, xml data, etc.)
- Experience with object oriented programming environments, model testing, monitoring and documentation
- Excellent written and verbal communication skills
- Ability to comply with background checks and E-Verify requirements
Benefits
- Healthcare (medical, dental, vision)
- Basic term and optional term life insurance
- Short-term and long-term disability
- Pregnancy disability and parental leave
- 401(k) and employer-funded retirement plan
- Paid vacation (from two to five weeks depending on salary grade and tenure)
- Up to 11 paid holiday opportunities
- Adoption assistance
- Sick and Safe Leave accruals of one hour for every 30 worked, up to 80 hours per calendar year unless otherwise provided by law
- Incentive and recognition programs, equity stock purchase and pension
Applicant Tracking System Keywords
Tip: use these terms in your resume and cover letter to boost ATS matches.
Hard skills
SIMMSA-CCRSA-CVAXVA modelsderivatives pricingquantitative analysisoption pricing methodologyrisk measurementobject oriented programmingmodel testing
Soft skills
written communicationverbal communicationdata mining
