SVP, Platform Architecture, Quant Research

Responsibilities: Function as member of the Quant team, focused on delivering industry-leading analytical insights to help financial advisors and investors manage multi-asset portfolios and utilize risk managed products, such as structured investment, annuity, and alternative assets, to meet investment objectives.  Research and implement state-of-the art analytics and expand the traditional portfolio solution to include risk managed products such as structured investment and annuity.  Work with Quantitative Researchers and Quantitative Developers to research, define, and implement models to guide clients in portfolio construction, asset allocation, and risk management. Collaborate closely with business-side colleagues, platform architects, software developers, and product managers to deliver analytics through the software platform.  Develop quantitative mathematical financial models to deliver portfolio risk analytics capabilities as part of the commercial technology platform for financial advisors and asset managers.  Implement statistical analysis, machine learning, mathematical, and quantitative financial modeling applied to a combination of proprietary, public, and third-party data, to deliver analytics for multi-asset portfolios, including structured investment, annuity, and alternative assets such as hedge fund, private equity, private credit, real estate, and digital assets.  Develop centralized financial calculation engines powering the company’s commercial technology platform, contribute code to analytical libraries, and document theoretical and numerical results of development and validation.

Salary range: $180,000 - $200,000

This is an in-office and not a remote position

Requirements: Master’s degree in statistics, mathematics or a related quantitative field and five years of experience in the job offered or five years of experience quantitative analysis.* Experience must include five years each of the following: implementing statistical analysis, machine learning, or financial modeling with Python or Scala; contributing code to analytical libraries; and documenting theoretical and numerical results of development and/or validation. Experience may be gained concurrently.

*In the alternative employer will accept a PhD in statistics, mathematics or a related quantitative field and two years of experience in the job offered or two years of experience quantitative analysis. Experience must include two years each of the following: implementing statistical analysis, machine learning, or financial modeling with Python or Scala; contributing code to analytical libraries; and documenting theoretical and numerical results of development and/or validation. Experience may be gained concurrently.