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Executive Quantitative Modeling Jobs in Clark, NJ

Morgan & Morgan, P.A.

Analytics Engineer

New York, NY · On-site

Provide analytical support for executive leadership by responding to strategic inquiries, special ... Advanced quantitative modeling, analytical reasoning, and critical thinking skills. Ability to ...

Bloomberg LP

Model Validation Expert

New York, NY · On-site

... in quantitative modeling, model validation, or model risk management Deep expertise in pricing ... into executive insights Authorized to work in the United States Preferred Qualifications ...

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Executive Quantitative Modeling information

What is executive quantitative modeling?

Executive quantitative modeling is a high-level role that involves developing, overseeing, and interpreting complex mathematical and statistical models to inform business strategies and decision-making. Professionals in this position typically lead teams that create models for risk assessment, financial forecasting, portfolio management, or pricing strategies. They work closely with senior executives to translate quantitative insights into actionable business plans. This role requires deep expertise in mathematical modeling, data analysis, and proficiency with advanced analytics tools and programming languages.

What are the key skills and qualifications needed to thrive as an executive in quantitative modeling?

To excel as an Executive in Quantitative Modeling, you need advanced expertise in mathematical modeling, statistical analysis, and financial theory, typically supported by a graduate degree in a quantitative discipline such as mathematics, statistics, finance, or engineering. Proficiency with programming languages (like Python, R, or MATLAB), data analytics platforms, and experience with industry-standard risk management or financial modeling systems is highly valued. Leadership, strategic thinking, and strong communication skills set outstanding executives apart by enabling them to guide teams and translate complex models into actionable business insights. These capabilities are crucial for driving data-driven decision-making and maintaining a competitive edge in complex financial environments.

What are some common challenges faced by professionals in executive quantitative modeling roles and how are they typically addressed?

Professionals in Executive Quantitative Modeling roles often face the challenge of translating complex quantitative models into actionable insights for stakeholders who may not have technical backgrounds. Balancing model sophistication with interpretability is key, as is ensuring data quality and regulatory compliance. Collaboration with cross-functional teams, such as IT, risk, and business units, is essential to integrate models into business processes and to gain buy-in from decision-makers. Regular communication, thorough documentation, and ongoing validation of model performance help address these challenges effectively.

What is the difference between Executive Quantitative Modeling vs Quantitative Analyst?

AspectExecutive Quantitative ModelingQuantitative Analyst
CredentialsAdvanced degrees (MBA, PhD), certifications like CFA or FRMBachelor's or Master's in Finance, Mathematics, or related fields
Work EnvironmentStrategic decision-making, senior management meetingsData analysis, model development, reporting
Industry UsageFinancial institutions, hedge funds, asset managementInvestment banks, asset managers, financial firms

Executive Quantitative Modeling professionals focus on high-level strategic models and decision-making, often working with senior leadership. Quantitative Analysts typically handle data analysis, model building, and implementation at a more technical level. Both roles require strong quantitative skills, but differ in scope and responsibilities.

What cities near Clark, NJ are hiring for Executive Quantitative Modeling jobs?

Cities near Clark, NJ with the most Executive Quantitative Modeling job openings:

Executive Quantitative Modeling jobs near you
Infographic showing various Executive Quantitative Modeling job openings in Clark, NJ as of August 2026, with employment types broken down into 86% Full Time, 11% Part Time, and 3% Contract. Highlights an 82% Physical, 5% Hybrid, and 13% Remote job distribution.

Quantitative Analytics Specialist (Markets / Derivatives)

New York, NY • On-site

1 point system
IT Services • 51 - 200 employees
Learn more about 1 point systemexternal

Contractor

Re-posted 16 days ago

Job description

Requirement - Quantitative Analytics Specialist (Markets / Derivatives)

Location- Charlotte NC, New York

Contract W2

Role Overview (Executive Summary)
We are seeking a Quantitative Analytics Specialist with strong experience in developing and implementing quantitative models that support derivatives pricing, P&L attribution, and risk analytics within a Corporate & Investment Banking environment.
The role requires hands-on expertise in building and integrating production-grade pricing models, P&L explain frameworks, and risk analytics, with a particular focus on equity derivatives (listed and OTC). The successful candidate will combine deep quantitative modeling skills with a strong understanding of how trade, market, and risk data interact to drive valuation, P&L, and capital markets reporting outcomes.
This position operates at the intersection of quantitative modeling, capital markets products, and enterprise data, partnering closely with Front Office, Risk, Finance, and Technology teams to deliver scalable, consistent, and high-quality analytics across the firm.

1. Capital Markets Data Models & Trade Analytics (Core Requirement)
Desired Experience

  • Deep expertise in equity derivatives and capital markets trade data models (listed and OTC), including:
    • Trade structure, payoffs, and lifecycle events (execution ? modification ? settlement)
    • Position models and trade-level vs aggregated representations
  • Strong experience with canonical / common domain models:
    • Mapping source trade payloads (FIX, JSON, XML) into standardized representations
    • Ensuring consistent trade modeling across Front Office, Risk, and Finance
  • Deep understanding of data required for pricing, P&L, and risk, including:
    • Trade economics and valuation inputs (curves, vol surfaces, dividends, correlations)
    • Market data, reference data (instruments, counterparties), and collateral data
  • Proven ability to design and validate cross-dataset joins and data lineage:
    • Linking trades, positions, and market data
    • Ensuring consistency across pricing, P&L attribution, and risk outputs
  • Strong knowledge of capital markets data flows:
    • Front Office ? Risk ? Finance ? Regulatory / Reporting
    • Multi-source integration and enterprise data distribution patterns

Key Responsibilities

  • Define and standardize trade and position data models across pricing, risk, and finance platforms
  • Design and own data integration across trade, market, reference, and collateral datasets
  • Implement and validate cross-dataset joins supporting pricing, P&L, and risk analytics
  • Ensure data quality, consistency, and completeness for all valuation and risk inputs
  • Establish data lineage and traceability to support audit, regulatory, and model validation needs
  • Enable scalable data distribution (“source once, distribute many”) across enterprise consumers

2. Quantitative Modeling, P&L, and Risk Analytics
Desired Experience

  • Proven experience building and implementing derivatives pricing models, with strong focus on equity derivatives (listed and OTC)
  • Deep understanding of pricing methodologies (stochastic modeling, Monte Carlo, volatility modeling) and model calibration to market data
  • Strong experience with P&L attribution (PLA) and understanding how pricing models, trade data, and market data drive daily P&L
  • Experience explaining P&L across sensitivities, market movements, and model factors
  • Hands-on experience with market risk analytics, including sensitivities, stress testing, and risk factor modeling across asset classes (equity, rates, FX, credit)
  • Experience aggregating exposures across portfolios and ensuring consistency across Front Office, Risk, and Finance
  • Familiarity with model validation, governance, and regulatory-driven analytics

Preferred Qualifications

  • Strong knowledge of cross-asset derivatives (Equity, FX, Rates, Credit) and associated risk factors
  • Experience working with enterprise risk and valuation platforms supporting cross-asset aggregation
  • Familiarity with regulatory frameworks (e.g., FRTB, P&L attribution requirements)
  • Experience operating in large-scale data and analytics environments
  • 7+ years of experience in Capital Markets or Investment Banking, with significant exposure to derivatives trading and quantitative analytics