Vice President, Quantitative Strategy

Vice President, Quantitative Strategy About the Company Respected investment bank Industry Investment Banking Type Privately Held About the Role The Company is seeking a Vice President, Quantitative Strategy to join their Private Wealth Management team. The successful candidate will be part of an established team that supports wealth management across a diverse range of financial products. This front office, investment-facing role is pivotal in the fast-paced, collaborative environment, and the candidate will work under the guidance of top quantitative leaders in the industry. Key responsibilities include PnL attribution, risk analysis, and the development of econometric models for forecasting product revenues. The role also involves the development and deployment of production model code, enhancing pricing, risk, and balance projection libraries, and tool development for fixed-income products.

Applicants for this role at the company should have a minimum of 3 years' experience in a similar position, with a strong technical proficiency in both Python and C++. An advanced degree (MS/PhD) in a quantitative field such as financial engineering, computer science, mathematics, or physics from a top-tier university is required. The ideal candidate will have front office experience in mortgages or credits, including various financial instruments such as agency CMO, consumer ABS, CMBS, CLO, non-agency mortgages, and personal loans. The role demands a proactive individual who can prepare monthly model performance metrics reports, and monitor and analyze the effectiveness of current models, making enhancements as necessary. Travel Percent Less than 10% Functions Finance Strategy