Job Description

What is the opportunity? An entry level quantitative analyst in the Central Funding Group will focus on building out cross-asset derivate analytics models in shared model library platform supporting CFG business, including developing and implementing new, and maintaining, enhancing and supporting existing models.One of the main contributions of the role will be support model library integration with downstream systems, including Oscar systems and Sophis.What will you do?

Apply quantitative analytics skills to collaborate with CFG quants to design, implement, test, and roll out CFG cross-asset derivative models in the GOAL analytics environment

Support the CFG business by assisting CFG traders in understanding analytic pricing models and how to book trades into GOAL and helping them in model testing

Support the preparation of CFG’s model documentation and validation submissions

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