Analytics Consultant - Quant/Risk - Inv Bank

A Leading US based investment bank is looking for candidates with 2-6 years of experience in scripting and programming.

- The FID Analytics team is looking for individuals with an interest and/or experience in quantitative finance. An ideal candidate should be eager to learn various financial products and the markets, be technically perceptive, and have sufficient mathematical skills to complement. The role is to build core analytics and risk management tools for FID. As much as the work is closely tied to the trading desks, the role requires strong communication and programming skills like any desk-quant role on the street does.

- The team is part of the “Strategists, Modeling and Analytics” organization at the firm, which brings together the activities of trading strategies, risk management, market modeling, and core analytics across our trading businesses.

- This team works closely with trading strategists in developing various analytical tools and applications that will enhance our ability to make markets and manage trading risk. Some examples of the work include trade idea feasibility analytics (by running scenarios), customized risk aggregation views to arrive at risk axes and solutions to alleviate such risks, development of trading tools for specialized indices, and development of valuation adjustment models.

Technical Skills: Java/Scala/Excel-VBA/Python or Perl/Scripting-Unix & DOS

Market Knowledge: In any of FID products Interest Rates, Credit, FX and SPG.