Lead Quantitative Analyst

Washington, DC

Post Date: 06/29/2017 Job ID: 280864-0_1 Category: Credit Analytics Salary: Up to 180k
Smith Hanley Associates
Lead Quantitative Analyst
Washington D.C.
Salary: Up to 180k base
Contact: Sean Murphy - smurphy@smithhanely.com

Large financial services organization seeks a Lead Quantitative Analyst to conduct analysis on the firms products and assets to understand the effects of different economic scenarios. Lead the analysis on models used and implemented by the company to influence decisions within the regulatory and capital markets space. Provide deep dive data analysis and research analytics. Apply advanced mathematical, statistical, and econometric techniques in financial and economic modeling, particularly in the areas of term structure of interest rates, derivatives pricing, and/or prepayment, default, and severity. Produce high quality model reviews and communicate results clearly to internal and external audiences as well as Sr. Management.

Requirements for Lead Quantitative Analyst:
Maters degree in a Quantitative Discipline (Stats, Math, Physics, Economics etc.) PhD highly preferred
Six (6) or more years analytics and model development experience in a capital markets/investments management environment
Strong experience with term modeling, derivative modeling, cash flow modeling, pricing and evaluation of mortgage modeling, and RPO assets
Ability to understand, build, review and critique statistical, econometric or cash flow models
Strong experience with Microsoft Office products, SAS, SQL, Matlab, C Suite
Strong communication abilities both written and oral

Sean Murphy
Executive Recruiter

Sean's recruiting knowledge, human resources expertise and quantitative insight are now being leveraged to identify qualified candidates for specific credit roles. Sean considers his communications skills, his sense of urgency and initiative as critical strengths for building solid relationships in this tight knit industry.
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