Lead Securities Quantitative Analytics Specialist

Job summary

About this role: Wel*** is seeking a Quantitative Software Engineer, Executive Director (Senior Lead Securities Quantitative Analytics Specialist). A successful applicant will be a Java quantitative developer in the Mortgage Modeling Development Center in Wel*** Securities, with a focus on Juniper Vasara development. Vasara is the next generation risk platform for the bank.

Qualifications

• Collaborate and consult with peers, colleagues, and project managers to resolve issues and achieve goals
• Effectively communicate with and build consensus with all project stakeholders
• Required
• 5+ years of Securities Quantitative Analytics experience, or equivalent demonstrated through one or a combination of the following: work experience, training, military experience, education
• Desired
• 5+ years of hands-on coding experience, Java and C++ are most relevant
• 3+ years of product and market experience in mortgages
• 5+ years of Java experience with emphasis on functional programming
• 1+ years of C++ experience
• Experience with asynchronous event driven or reactive programming architectures
• Experience interpreting and solutioning for risk
• Master's degree or higher in computer science or finance/mathematics

Responsibilities

• Juniper Vasara is a joint venture between multiple Quant and Technology teams, and you will work as a mortgage quant developer focusing on specific risk management and pricing solutions for our trading partners.
• include:
• Partnership with Technology teams to enhance and improve the capabilities of the new strategic valuation and risk platform
• Integration of mortgage pricing and risk analytics in collaboration with other quant teams, providing expertise in design and implementation issues
• Effective communication and collaboration with Business Stakeholders, other Quant Teams, Technology Partners, and Project Management
• Analyze performance, propose remedial or optimization plans, and ensure execution to enhance the new strategic valuation and risk platform for the securities businesses
• Consistently deliver high-quality software and documentation in an Agile SDLC
• In this role you will:
• Proactively participate in complex software design & development activities within an Agile environment
• Contribute to large-scale project planning, balancing short and long-term objectives
• Generate, test, implement, and deploy ideas to improve system performance or team productivity.
• Use quantitative and technological techniques to solve complex business problems

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Degrees

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