Markets Quantitative Analyst - Capital Analytics

Accountabilities:

• • Design, develop, maintain, and enhance cross-asset quantitative analytics supporting regulatory capital frameworks, including SA-CCR, risk-weighted assets (RWA), resolution metrics, and G-SIB indicators.
  • Build efficient, well-structured, production-quality quantitative solutions using Python and/or C++.
  • Partner with traders, structurers, and quantitative analysts to generate insights that inform capital-efficient pricing, trading, and structuring decisions.
  • Collaborate with Technology teams to develop and improve production systems that generate daily regulatory capital outputs for front-office, risk, and regulatory reporting.
  • Apply quantitative finance techniques to complex capital, pricing, and risk analytics challenges.
  • Help ensure analytical outputs meet high standards for governance, auditability, accuracy, and regulatory compliance.
  • Translate complex quantitative concepts and analytical results into clear recommendations for technical specialists, traders, and senior risk stakeholders.
  • Contribute to the ongoing evolution of capital analytics capabilities across global markets.

  Requirements

  • Master's degree, PhD, or equivalent experience in mathematics, physics, engineering, computer science, quantitative finance, or another highly quantitative discipline.
  • Strong programming skills in Python and/or C++, with demonstrated ability to develop maintainable, efficient, production-quality code.
  • Solid understanding of quantitative finance and mathematical techniques, including probability, linear algebra, numerical methods, and their applications to pricing and risk analytics.
  • Strong analytical and problem-solving capabilities, with an ability to work through complex quantitative challenges.
  • Excellent communication skills and the ability to explain technical concepts effectively to both quantitative and non-quantitative stakeholders.
  • Strong attention to detail and a disciplined approach to governance, auditability, and regulatory accuracy.
  • Ability to collaborate effectively across quantitative analytics, technology, trading, and risk functions.
  • Interest in regulatory capital, financial markets, and the application of quantitative methods to real-world trading and risk-management challenges.

  Benefits

  • Salary: $150,000–$175,000 base salary, with additional compensation opportunities potentially including discretionary and formulaic incentive or retention awards.
  • Hybrid work: Flexible hybrid working model combining remote work with in-person collaboration in New York.
  • Healthcare: Medical, dental, and vision coverage for eligible employees.
  • Retirement: 401(k) savings plan.
  • Insurance: Life, accident, and disability insurance.
  • Time off: Vacation, sick leave, and paid holidays.
  • Wellness: Access to wellness programs and employee well-being resources.
  • Professional development: Structured training, mentorship, and opportunities to strengthen advanced quantitative and technical skills.
  • Career growth: Opportunities to build a long-term career across a global financial-services platform.
  • Collaborative environment: Direct exposure to experts across quantitative analytics, technology, trading, and risk.