Quantitative Researcher (NY & London)

Axioma Published: 1st May 2017
Location
17 State Street Suite 2700, New York, NY
Job Type
Preferred Academic Qualification
PhD, DPhil
Recruiter/Employer Name
Betsy Soriano

Description

Axioma is seeking a Quantitative Researcher to join the Multi-Asset Class Research team. The Axioma Research team originates the models, methodologies, client solutions and thought leadership that underpin the Axioma suite of financial portfolio technologies. The position will work closely with research leads, development and client specialists to enhance Axioma’s flagship enterprise risk management system.

Axioma is a leading provider of enterprise risk management, portfolio construction, and risk and regulatory reporting solutions that offer essential insights into the constantly evolving state of risk. Financial institutions worldwide rely on Axioma’s sophisticated suite of tools and flexible open platform technology to unify the view of risk across front, middle and back office functions, helping to drive efficiency and bring transparency to performance. Axioma has received numerous accolades for its innovative technology, which serves as the centerpiece of its clients’ risk management strategy. In 2016, its enterprise risk management solution, Axioma Risk, was named Best Buy-Side Risk/Portfolio Analytics Product at the Buy-Side Technology Awards and the Best Innovative Solution at the L’Agefi AMtech Day Awards. Axioma was also included on the Chartis RiskTech100® 2017, a ranking of the world’s most significant risk and compliance technology companies.

Responsibilities:

The position will be responsible for validating and back-testing our multi-asset class risk models that form the core of Axioma’s enterprise risk management system, Axioma Risk. In parallel the work includes developing and implementing new proto-type solutions for risk measurement. The work requires a disposition to question and look beyond a narrow remit, knowledge of different risk and analytics models especially in Fixed-Income, familiarity with statistical techniques for significance and bias testing, and practical experience with large complex data sets.

Close collaboration with client specialists is critical, as is the ability to work effectively with the data & content teams and product developers to quickly address any data or systems issues.

Qualifications:

  • PhD (or exceptional Masters) in Mathematics/ Physics/ Statistics/ Financial Engineering, with experience in the context of financial modelling;
  • curiosity to understand inter-dependencies of a technology system and to investigate pro-actively beyond the obvious scope
  • evidence of strong analytical programming delivering production quality code and with data manipulation skills, ideally including handling noisy and incomplete data sets
  • practical experience with code architecture, abstraction and modularization of code
  • strong communication and documentation skills, motivation to pro-actively engage with the team as well as the ability to listen and clearly articulate arguments
  • attention to detail and to accuracy (aware of the reputational exposure of our models) and self-motivation to validate the quality of results
  • understanding of the commercial rationale driving a growing business which flexibility and dealing with sometimes conflicting pressures
  • a minimum of 2 years of work experience in the financial industry and understanding of the markets, ideally in relation to portfolio risk/performance measurement, portfolio construction or Fixed Income.

Compensation:

  • Competitive salary
  • Full benefits package
  • Performance-based annual bonus

Axioma is an equal opportunity employer that offers challenging work in a supportive environment.

Please apply on Axioma's career page:

https://careers-axioma.icims.com/jobs/1127/quantitative-researcher--%28new-york-or-london%29/job

 

 

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