Sunday, August 5, 2012

Quantitative Analyst

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The Role:

In this role you will work in a team setting to develop a research methodology and associated infrastructure for the municipal bond universe. This position is based in Chicago.

+ Build and use quantitative and financial models and tools for the generation of research products and services related to municipal bond credit quality, pricing, and valuation.
+ Incorporate financial, economic, demographic, and market data into statistical and financial models while utilizing linear/convex optimization tools.
+ Participate in development of empirically derived risk methodologies. Support the acquisition and maintenance of data sets from a wide variety of sources.
+ Apply knowledge of a variety of computer programming languages, systems and tools, including: MS Excel/VBA, Matlab, R, Python, Minitab, SPSS, and Mathworks.
+ Complete projects involving data mining, data visualization, business intelligence, and fixed income product trading and pricing.
+ Analyze data using RDBMS such as Microsoft SQL and Access.
+ Liaise with state and local government officials, not for profit financial employees, and industry advocates regarding events affecting the market.
+ Identify the need for analytical, simulation, and econometric techniques. Formulate, test, and implement quantitative models of financial planning, optimization, and securities analysis.

+ A master`s degree in economics, statistics, or financial engineering,plus a minimum of 6 months of experience in financial research or as a research assistant.
+ Experience conducting statistical and financial modeling using MS Excel/VBA, SPSS and Python.
+ Ability to complete projects involving data mining or business intelligence. + In-depth understanding of data visualization applications.
+ Experience utilizing linear/convex optimization tools in Matlab or R.
+ Knowledge of fixed income products trading and pricing

Apply for Job Here

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