Quantitative Analytics Jobs (NOW HIRING)

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