Quantitative Strategies Associate

What we’re looking for:

The Quantitative Strategies Group (QSG) at Cross River is looking for a Quant Strats Associate to join
its fast-growing team. The team sits within the Capital Solutions Group (CSG) and serves as a hub for
quantitative modeling, research, analytics, and rapid prototyping for various functions across the bank.
On a day-to-day basis, you will work closely with senior members of QSG to research & prototype new
modeling methodologies, support the Trade Desk with analyzing Live Deals, help support broader
functions of the bank by building Regulatory systems, and come up with feasible quantitative solutions
for ongoing projects.

Responsibilities:

•  Assist in conducting quantitative research by evaluating new methodologies & writing production-ready code
• Develop analytical solutions and tools to support the Trade Desk with pricing requests & adhoc analysis for Live Deals.
• Help create reporting visualizations for different areas of business
• Build quantitative models for the bank & play a key role in understanding the end-to-end life cycle of model development & management
• Deliver other portfolio management tools and data science products to help grow different functions
• Facilitate due diligence and data requests from investors. Support industry thematic research

Qualifications:

• Master’s Degree in Financial Engineering, Math, Statistics, Computer Science, or any another quantitative field
• Strong analytical skills and an interest in building a career in Quantitative Finance. Any progress
  towards quantitative/general finance certifications like CQF, ARPM, CFA, FRM is a plus
• Strong quantitative skillset - exposure to Financial Engineering concepts like Monte Carlo, Portfolio Optimization, Statistical Modeling (time series analysis, PCA, logistic regression, etc.).
• Exposure to Supervised/Unsupervised Machine Learning models is a plus
• Fluency in Excel & Programming - Python & SQL
• Basic understanding of Capital Markets, Securitizations, Consumer Credit products
• Ability to work well in a fast-paced environment
• Detail-oriented, excellent communication skills – written & verbal
• Ability to grasp & explore new concepts that may be unfamiliar 

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