207 Trading Strategies jobs in the United States

• Lead in the design, implementation, and deployment of trading strategies using modern C++ technologies
• Bring deep technical knowledge in areas such as parallel programming, trading systems, networking, and performance analysis
• Be extremely hands-on, producing both detailed technical work and high-level architectural designs
• Have leadership opportunities across both project and team management
• Build software using Agile methodologies and modern software best practices
• Work directly with Traders and Researchers to create and enhance high performance, low latency trading strategies

• 3+ years of experience developing performant, scalable applications in modern C++14 and beyond
• Experience developing trading strategies and/or a demonstrated passion for financial markets
• Experience using data to drive decision-making
• Significant experience with distributed systems, data structures, and algorithms
• Solid understanding of multi-threaded/multi-core programming paradigms
• Highly collaborative in nature, with excellent written and verbal communication skills
• Bachelor's degree in Computer Science, Engineering, Math or equivalent
• The ability to react quickly and accurately to rapidly changing market conditions, including the ability to quickly and accurately respond and/or solve math and coding problems are essential functions of the role

Remain on the leading edge of analytical technology with a passion for the newest and most innovative tools. Develop model approaches to assess model design and advance future capabilities. Understand relevant business processes and portfolios associated with model use. Understand technical issues in econometric, statistical, and machine learning modeling and apply these skills toward developing models and assessing model risks and opportunities. Communicate technical subject matter clearly and concisely to individuals from various backgrounds both verbally and through written communication; prepare presentations of complex technical concepts and research results to non-specialist audiences and senior management. Maintain the efficiency and accuracy of our models through continuous improvement and application of best practices. Develop and maintain high quality and transparent documentation. Leverage the latest open-source technologies and tools to identify areas of opportunity in our existing framework.

Minimum Requirements:

• Requires a bachelor's or foreign equivalent degree in Statistics, Economics, Operations Research, Analytics, Mathematics, Computer Science, or a related quantitative field and 6 years of experience in performing data analytics.
• In lieu of a bachelor's or foreign equivalent degree in the aforementioned fields and 6 years of experience as stated, employer will accept a master's or foreign equivalent degree in the aforementioned fields or an MBA or foreign equivalent degree in a quantitative concentration and 4 years of experience as stated, or a Ph.D. or foreign equivalent degree in the aforementioned fields and 1 year of experience as stated.
• Must pass company assessment.
• Position reports to McLean, VA office. Telecommuting permitted in accordance with company policy but must live within commuting distance of stated office.
• Experience may be, but need not be, acquired concurrently.

At this time, Capital One will not sponsor a new applicant for employment authorization for this position.

Capital One offers a comprehensive, competitive, and inclusive set of health, financial and other benefits that support your total well-being. Learn more at the Capital One Careers website. Eligibility varies based on full or part-time status, exempt or non-exempt status, and management level.

This role is expected to accept applications for a minimum of 5 business days. No agencies please. Capital One is an equal opportunity employer (EOE, including disability/vet) committed to non-discrimination in compliance with applicable federal, state, and local laws. Capital One promotes a drug-free workplace. Capital One will consider for employment qualified applicants with a criminal history in a manner consistent with the requirements of applicable laws regarding criminal background inquiries, including, to the extent applicable, Article 23-A of the New York Correction Law; San Francisco, California Police Code Article 49, Sections 4901-4920; New York City's Fair Chance Act; Philadelphia's Fair Criminal Records Screening Act; and other applicable federal, state, and local laws and regulations regarding criminal background inquiries.

If you have visited our website in search of information on employment opportunities or to apply for a position, and you require an accommodation, please contact Capital One Recruiting at 1- or via email at All information you provide will be kept confidential and will be used only to the extent required to provide needed reasonable accommodations.

For technical support or questions about Capital One's recruiting process, please send an email to

Capital One does not provide, endorse nor guarantee and is not liable for third-party products, services, educational tools or other information available through this site.

Capital One Financial is made up of several different entities. Please note that any position posted in Canada is for Capital One Canada, any position posted in the United Kingdom is for Capital One Europe and any position posted in the Philippines is for Capital One Philippines Service Corp. (COPSSC).

The VP, Mortgage Warehouse Lending oversees the Bank's Mortgage Finance Lending operations, including revolving credit, MSR financing, and servicing advance financing programs. This role is responsible for developing and executing strategies to expand the Mortgage Finance lending portfolio while ensuring strong credit quality and profitability. As a key leader, the VP ensures that the Mortgage Finance lending programs are effectively managed from both operational and risk perspectives, aligning with the Bank's strategic goals to drive long-term growth, profitability, and shareholder value. This position reports directly to the Chief Banking and Capital Markets Officer. Responsibilities: Leads and manages the Bank’s daily warehouse lending operations to achieve strategic goals, drive long-term growth, profitability, and shareholder value. Develops and executes strategies to expand the warehouse lending portfolio while maintaining prudent risk management practices and compliance with regulatory requirements and internal policies. Oversees the operations of credit, MSR financing, and servicing advance financing programs. Partners with other financial institutions to facilitate lending participations, ensuring effective collaboration and alignment with the Bank's strategic objectives and risk management practices. Builds and nurtures relationships with existing and prospective mortgage originator clients. Structures complex warehouse lending facilities that balance client needs with the Bank's risk management priorities. Analyzes market trends to identify opportunities and challenges within the mortgage banking industry. Manage the credit approval process for warehouse lending facilities by evaluating client financials, business models, and risk profiles. Collaborates with Risk, Legal, Compliance, and Operations teams to ensure effective controls are in place. Monitors portfolio performance through detailed ageing reports, exception reports, and profitability analyses, identifying and addressing areas of concern. Prepares and delivers comprehensive reports on the warehouse lending portfolio to senior management and stakeholders. Stays informed on industry trends, regulatory updates, and best practices impacting warehouse lending operations. Fosters a culture of innovation, collaboration, and accountability within the organization. Assesses and manages risks in business decision-making, ensuring compliance with laws, regulations, policies, and the Bank’s risk appetite statement while maintaining ethical business practices. Leads performance management and professional development initiatives for team members to enhance operational effectiveness and accountability. Appropriately assesses risk when business decisions are made, including but not limited to compliance and operational risk. Demonstrate consideration for Cenlar’s reputation as well as our clients, by driving compliance with applicable laws, rules and regulations, adhering to Policy, applying sound ethical judgment regarding personal behavior, conduct and business practices, and escalating, managing and reporting control issues, as well as effectively supervise the activity of others and create accountability with those who fail to maintain these standards. Ensures all activities are in accordance with Cenlar’s approved risk appetite statement and applicable compliance and regulatory requirements. Qualifications: Bachelor's degree in Finance, Business Administration, Economics, or related field 12+ years of experience in warehouse lending, mortgage banking, or related financial services 5+ years of management experience leading teams in a financial services environment Comprehensive understanding of mortgage origination processes, secondary market operations, warehouse lending principles, and mortgage servicing rights (MSR) valuation and financing Strong knowledge of mortgage regulations including TILA, RESPA, HMDA, and GSE requirements Demonstrated experience in credit analysis and risk management for mortgage originators Must have experience implementing or building a mortgage warehouse system within an enterprise framework. Ability to think strategically and execute tactically Knowledge of financial analysis software and tools Excellent analytical and mathematical skills Excellent problem-solving and decision-making abilities Exceptional communication and interpersonal skills Ability to use strong reasoning and problem-solving skills to develop mutually acceptable solutions Ability to work in a fast-paced, dynamic environment with a hands-on approach to work Present complex topics and credible challenge to stakeholders in a persuasive manner Unassailable ethics, personal values, and integrity Results and learning oriented; continuously striving to improve and evolve self, team, and others Ability to plan strategically as it relates to business unit responsibilities Proven ability to lead and motivate teams supporting complex businesses in a matrixed environment #J-18808-Ljbffr

Director, Quantitative Analysis & Financial Modeling Director, Quantitative Analysis & Financial Modeling Get AI-powered advice on this job and more exclusive features. This range is provided by Talent Executives. Your actual pay will be based on your skills and experience — talk with your recruiter to learn more. Base pay range $160,000.00/yr - $80,000.00/yr Additional compensation types Annual Bonus Direct message the job poster from Talent Executives Sr. Executive Recruiter | Tech, GTM, and G&A | Thrives in Growth | Results Focused | Metrics Driven Director, Quantitative Analysis & Financial Modeling Job Summary: The Director, Quantitative Analysis & Financial Modeling will lead the development and management of quantitative models for interest rate, market risk, and liquidity risk. This role will manage regulatory compliance with OCC/FRB/FDIC, fair value valuation, balance sheet policies, working with risk, internal audit, external vendors, and communicating effectively with senior management. Job Responsibilities: Model Development and Quantitative Analysis Lead the development of new quantitative models and analytic processes. Validate existing models to ensure accuracy and compliance with regulatory standards. Set quantitative work priorities in alignment with the bank’s growth strategy. Own and develop quantitative analysis projects covering a variety of balance sheet risks such as credit, interest, and liquidity risks. Conduct market risk stress testing, including scenario design and implementation. Analyze stress scenario results to identify key risk drivers and inform balance sheet growth decisions. Create and maintain technical documentation to ensure internal and external audit requirements. Conduct the valuation of agency and non-agency securities, second-line equity, and credit facilities. Conduct thorough analyses to determine the fair value of various financial instruments and assets. Balance Sheet Policy and Metrics Management Own and update balance sheet policies to ensure alignment with regulatory requirements and organizational goals. Collaborate with relevant departments to integrate policy changes effectively. Provide governance around Credit, IRR and Liquidity metrics. Regulatory Experience Ensure compliance with regulatory standards and requirements in all quantitative modeling activities. Liaise with regulatory bodies (OCC/FRB/FDIC) and participate in audits and reviews. Identify areas for improvement in model development and reporting processes. Implement changes to enhance efficiency and effectiveness of quantitative analysis. Leadership, Mentorship and Communication Influence quantitative roadmap and own its execution. Work closely with technology teams to design systems for running developed models. Communicate model outcomes and results to stakeholders and senior management. Provide methodological, analytical, and technical guidance to analysts. Foster a culture of continuous improvement and accountability within the team. Prepare and deliver presentations to committees, including senior management and board members. Clearly communicate complex quantitative findings and strategic recommendations. Appropriately identifies and assesses risk when business decisions are made, including but not limited to compliance and operational risks. Demonstrates consideration for client’s reputation as well as our clients, by driving compliance with applicable laws, rules and regulations, adhering to Policy, applying sound ethical judgment regarding personal behavior, conduct and business practices, and escalating, managing and reporting control issues. Job Requirements: Master’s degree in finance, Economics, Mathematics, or a related field Familiarity with derivatives markets, especially interest rate products Hands on with tools like Python, R, or MATLAB for modeling and back-testing Experience working with MBS, TBA hedging, or even Fannie/Freddie guidelines 10+ years of experience in quantitative analysis and financial modeling with a proven ability to build capabilities. Demonstrated hands-on experience of A/L system such as QRM, MIAC, Empyrean, Polypath a plus. Proven track record in policy management and first-line governance, with experience working with second and third lines to ensure regulatory compliance. Familiarity with derivatives markets, especially interest rate products Hands on with tools like Python, R, or MATLAB for modeling and back-testing Experience working with MBS, TBA hedging, or even Fannie/Freddie guidelines Seniority level Seniority level Director Employment type Employment type Full-time Job function Job function Finance, Analyst, and Strategy/Planning Referrals increase your chances of interviewing at Talent Executives by 2x Sign in to set job alerts for “Director of Financial Analysis” roles. 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At Capital One data is at the center of everything we do. As a startup, we disrupted the credit card industry by individually personalizing every credit card offer using statistical modeling and the relational database, cutting edge technology in 1988! Fast-forward a few years, and this little innovation and our passion for data has skyrocketed us to a Fortune 200 company and a leader in the world of data-driven decision-making.

As a Quantitative Analyst at Capital One, you'll be part of a team that's leading the next wave of disruption at a whole new scale, using the latest in cloud computing and machine learning technologies and operating across billions of customer records to unlock the big opportunities that help everyday people save money, time and agony in their financial lives.

As a Manager Associate, Quantitative Analysis within the Model Risk Office, you will be part of the model validation team, working on the validation of CECL, CCAR stress testing models and Interest Rate and Liquidity Risk Management models. Validations cover all aspects of model development and performance and include forward-looking advancements in model sophistication and quality. You will enhance your technical and analytical skills, while also working closely with business leaders to influence business strategy. With a network of over 500 quantitative analysts and data scientists, we've created a dynamic environment with plenty of room for you to learn, grow, and realize your full potential.

Responsibilities and Skills:

• Develop and implement validation strategies for models used to support CCAR stress testing process, including, statistical and financial models.
• Assess the quality and risk of model methodologies, outputs, and processes.
• Develop alternative model approaches to assess model design and advance future capabilities.
• Apply deep expertise in econometric, statistical and machine learning methods to generate critical insights in assessing model risks and opportunities.
• Communicate clearly and concisely both verbally and through written communication via model validation reports and presentations.
• Identify opportunities to apply quantitative methods and automation solutions to improve business performance and process efficiencies.

Expertise in quantitative analysis is central to our success in all markets. Our modelers thrive in a culture of mutual respect, excellence and innovation.

Successful candidates would possess:

• Strong understanding of quantitative analysis methods in relation to financial institutions.
• Demonstrated track-record in econometric analysis.
• Experience utilizing model estimation tools.
• Ability to clearly communicate modeling results to a wide range of audiences.
• Drive to develop and maintain high quality and transparent model documentation.
• Strong written and verbal communication skills.
• Strong presentation skills.
• Appreciation for processes, controls, and good governance.
• Ability to manage complex projects that require cross-team collaboration.

Basic Qualifications:

• Currently has, or is in the process of obtaining one of the following with an expectation that the required degree will be obtained on or before the scheduled start date:
• A Bachelor's Degree in a quantitative field (Statistics, Economics, Operations Research, Analytics, Mathematics, Computer Science, or a related quantitative field) plus 6 years of experience performing data analytics
• A Master's Degree in a quantitative field (Statistics, Economics, Operations Research, Analytics, Mathematics, Computer Science, or a related quantitative field) or an MBA with a quantitative concentration plus 4 years of experience performing data analytics
• A PHD in a quantitative field (Statistics, Economics, Operations Research, Analytics, Mathematics, Computer Science, or a related quantitative field) plus 1 year of experience performing data analytics

Preferred Qualifications:

• Ph.D. in Economics, Statistics, Finance or related disciplines.
• Experience in structural model, economic modeling and forecasting.
• Experience or related research experience in macroeconomics, international finance, labor market, industrial organization, behavior models and financial modeling.
• 2 years of experience with Python, R or other statistical analyst software.
• 2 years of experience manipulating and analyzing large data sets.

Capital One will consider sponsoring a new qualified applicant for employment authorization for this position. The minimum and maximum full-time annual salaries for this role are listed below, by location. Please note that this salary information is solely for candidates hired to perform work within one of these locations, and refers to the amount Capital One is willing to pay at the time of this posting. Salaries for part-time roles will be prorated based upon the agreed upon number of hours to be regularly worked.

McLean, VA: $193,400 - $220,700 for Manager, Quantitative Analysis Candidates hired to work in other locations will be subject to the pay range associated with that location, and the actual annualized salary amount offered to any candidate at the time of hire will be reflected solely in the candidate's offer letter. This role is also eligible to earn performance based incentive compensation, which may include cash bonus(es) and/or long term incentives (LTI). Incentives could be discretionary or non discretionary depending on the plan.

Capital One offers a comprehensive, competitive, and inclusive set of health, financial and other benefits that support your total well-being. Learn more at the Capital One Careers website. Eligibility varies based on full or part-time status, exempt or non-exempt status, and management level.

Capital One is an equal opportunity employer committed to diversity and inclusion in the workplace. All qualified applicants will receive consideration for employment without regard to sex (including pregnancy, childbirth or related medical conditions), race, color, age, national origin, religion, disability, genetic information, marital status, sexual orientation, gender identity, gender reassignment, citizenship, immigration status, protected veteran status, or any other basis prohibited under applicable federal, state or local law. Capital One promotes a drug-free workplace.

Capital One will consider for employment qualified applicants with a criminal history in a manner consistent with the requirements of applicable laws regarding criminal background inquiries, including, to the extent applicable, Article 23-A of the New York Correction Law; San Francisco, California Police Code Article 49, Sections 4901-4920; New York City's Fair Chance Act; Philadelphia's Fair Criminal Records Screening Act; and other applicable federal, state, and local laws and regulations regarding criminal background inquiries.

If you have visited our website in search of information on employment opportunities or to apply for a position, and you require an accommodation, please contact Capital One Recruiting at 1- or via email at All information you provide will be kept confidential and will be used only to the extent required to provide needed reasonable accommodations.

For technical support or questions about Capital One's recruiting process, please send an email to

Capital One does not provide, endorse nor guarantee and is not liable for third-party products, services, educational tools or other information available through this site.

Capital One Financial is made up of several different entities. Please note that any position posted in Canada is for Capital One Canada, any position posted in the United Kingdom is for Capital One Europe and any position posted in the Philippines is for Capital One Philippines Service Corp. (COPSSC).

Manager, Quantitative Analysis - Model Risk Office Manager, Quantitative Analysis - Model Risk Office At Capital One, data is at the center of everything we do. As a startup, we disrupted the credit card industry by individually personalizing every credit card offer using statistical modeling and relational databases, cutting-edge technology in 1988! Fast-forward a few years, and this little innovation and our passion for data has skyrocketed us to a Fortune 200 company and a leader in the world of data-driven decision-making. As a Quantitative Analyst at Capital One, you’ll be part of a team that’s leading the next wave of disruption at a whole new scale, using the latest in cloud computing and machine learning technologies and operating across billions of customer records to unlock the big opportunities that help everyday people save money, time, and agony in their financial lives. As a Manager Associate, Quantitative Analysis within the Model Risk Office, you will be part of the model validation team, working on the validation of CECL, CCAR stress testing models, and Interest Rate and Liquidity Risk Management models. Validations cover all aspects of model development and performance and include forward-looking advancements in model sophistication and quality. You will enhance your technical and analytical skills while also working closely with business leaders to influence business strategy. With a network of over 500 quantitative analysts and data scientists, we’ve created a dynamic environment with plenty of room for you to learn, grow, and realize your full potential. Responsibilities and Skills: Develop and implement validation strategies for models used to support CCAR stress testing processes, including statistical and financial models. Assess the quality and risk of model methodologies, outputs, and processes. Develop alternative model approaches to assess model design and advance future capabilities. Apply deep expertise in econometric, statistical, and machine learning methods to generate critical insights in assessing model risks and opportunities. Communicate clearly and concisely both verbally and through written communication via model validation reports and presentations. Identify opportunities to apply quantitative methods and automation solutions to improve business performance and process efficiencies. Successful candidates would possess: Strong understanding of quantitative analysis methods in relation to financial institutions. Demonstrated track record in econometric analysis. Experience utilizing model estimation tools. Ability to clearly communicate modeling results to a wide range of audiences. Drive to develop and maintain high quality and transparent model documentation. Strong written and verbal communication skills. Strong presentation skills. Appreciation for processes, controls, and good governance. Ability to manage complex projects that require cross-team collaboration. Basic Qualifications: Currently has, or is in the process of obtaining one of the following with an expectation that the required degree will be obtained on or before the scheduled start date: A Bachelor's Degree in a quantitative field (Statistics, Economics, Operations Research, Analytics, Mathematics, Computer Science, or a related quantitative field) plus 6 years of experience performing data analytics. A Master's Degree in a quantitative field (Statistics, Economics, Operations Research, Analytics, Mathematics, Computer Science, or a related quantitative field) or an MBA with a quantitative concentration plus 4 years of experience performing data analytics. A Ph.D. in a quantitative field (Statistics, Economics, Operations Research, Analytics, Mathematics, Computer Science, or a related quantitative field) plus 1 year of experience performing data analytics. Preferred Qualifications: Ph.D. in Economics, Statistics, Finance, or related disciplines. Experience in structural model, economic modeling, and forecasting. Experience or related research experience in macroeconomics, international finance, labor market, industrial organization, behavior models, and financial modeling. 2 years of experience with Python, R, or other statistical analyst software. 2 years of experience manipulating and analyzing large data sets. Capital One will consider sponsoring a new qualified applicant for employment authorization for this position. The minimum and maximum full-time annual salaries for this role are listed below, by location. Please note that this salary information is solely for candidates hired to perform work within one of these locations, and refers to the amount Capital One is willing to pay at the time of this posting. Salaries for part-time roles will be prorated based upon the agreed upon number of hours to be regularly worked. McLean, VA: $193,400 - $220,700 for Manager, Quantitative Analysis. This role is also eligible to earn performance-based incentive compensation, which may include cash bonus(es) and/or long-term incentives (LTI). Incentives could be discretionary or non-discretionary depending on the plan. Capital One offers a comprehensive, competitive, and inclusive set of health, financial, and other benefits that support your total well-being. Learn more at the Capital One Careers website. Eligibility varies based on full or part-time status, exempt or non-exempt status, and management level. This role is expected to accept applications for a minimum of 5 business days. No agencies please. Capital One is an equal opportunity employer committed to diversity and inclusion in the workplace. All qualified applicants will receive consideration for employment without regard to sex (including pregnancy, childbirth or related medical conditions), race, color, age, national origin, religion, disability, genetic information, marital status, sexual orientation, gender identity, gender reassignment, citizenship, immigration status, protected veteran status, or any other basis prohibited under applicable federal, state or local law. Capital One promotes a drug-free workplace. If you have visited our website in search of information on employment opportunities or to apply for a position, and you require an accommodation, please contact Capital One Recruiting at 1- or via email at All information you provide will be kept confidential and will be used only to the extent required to provide needed reasonable accommodations. For technical support or questions about Capital One's recruiting process, please send an email to . #J-18808-Ljbffr

• Flexible and hybrid work arrangements
• Paid time off/Paid company holidays
• Medical plan options/prescription drug plan
• Dental plan/vision plan options
• Flexible spending and health savings accounts
• 401(k) retirement savings plan with a Roth savings option and company matching contributions
• Educational assistance program

Pershing LLC seeks a Vice President, Data Management & Quantitative Analysis II for its New York, NY location.

DUTIES: Develop statistical, financial and/or econometric models for analyzing asset performance, client reference data, securities data, derivative pricing, risk exposure or other sophisticated concepts. Provide analytical and project leadership for assigned area. Conduct advanced, complex statistical and quantitative analyses for assigned area. Collaborate with management to develop and implement the techniques and methodologies to be used for each type of activity/analysis. Perform data modeling and quantitative analysis projects. Use technology tools to conduct analyses. As an advanced user, may perform light programming or system configuration in order set up sophisticated models or algorithms. Work with management to evaluate and select the most appropriate technologies. Understand the relevant processes and products in assigned area and which analyses, methodologies and approaches best support assessment of performance, risk, or valuation. Coordinate complex projects in support of new or evolving processes/products or for initiatives with cross-functional or enterprise-wide impact. Interpret findings, prepare standard and ad-hoc reports and deliver results to management and/or other leaders. Provide recommendations for addressing observed outcomes. Translate complex technical concepts and analyses to non-technical audiences. Remote work may be permitted within a commutable distance from the worksite.

REQUIREMENTS: Bachelors degree, or foreign equivalent, in Mathematics, Economics, Financial Engineering, or a related field, and seven (7) years of experience in the job offered or in a related quantitative occupation in the financial services industry. Seven (7) years of experience must include: Applying techniques including, SQL, querying, and macro development to extract data for populating models; Developing quantitative risk models to support the enhancement of the ?rst line risk framework leveraging existing infrastructure; Performing coding including Python, R, Excel, VBA to create financial models supporting the risk management function; Managing Prime Brokerage client portfolio from a risk management perspective and making credit decision in line with FINRA regulations; and Participating in clients due diligence and ensuring credit decisions are in line with the firm credit appetite. Salary Range: $204,000.00 to $04,000.00/yr. Qualified applicants please apply online at and utilize reference code #66101. Please indicate referral source advertisement WEB.

Pershing LLC assesses market data to ensure a competitive compensation package for our employees. The base salary/range for this position is expected to be 204,000.00 to 204,000.00 per year at the commencement of employment. Base salary if hired will be determined on an individualized basis, including as to experience and market location, and is only part of the Pershing LLC total compensation package, which, depending on the position, may also include commission earnings, discretionary bonuses, short and long-term incentive packages, and Company-sponsored benefit programs.

This position is at-will, and the Company reserves the right to modify base salary (as well as any other discretionary payment or compensation) at any time, including for reasons related to individual performance, change in geographic location, Company or individual department/team performance, and market factors.

At BNY, our culture empowers you to grow and succeed. As a leading global financial services company at the center of the world's financial system we touch nearly 20% of the world's investible assets. Every day around the globe, our 50,000+ employees bring the power of their perspective to the table to create solutions with our clients that benefit businesses, communities and people everywhere.

We continue to be a leader in the industry, awarded as a top home for innovators and for creating an inclusive workplace. Through our unique ideas and talents, together we help make money work for the world. This is what #LifeAtBNY is all about.

We're seeking a future team member for the role of Senior Associate, Data Management & Quantitative Analysis to join our Structured Debt team. This role is a hybrid work schedule (4 days a week in office) located out of our New York City, NY - Lake Mary, FL - Pittsburgh, PA office.

In this role, you will make an impact in the following ways:

• Working with internal and external datasets and client reference data, and providing analysis in the development of financial models for analyzing asset performance, securities data, or other structured finance related sophisticated concepts
• Interpreting legal verbiage found in securitization documents and translating it into the mathematics and the economics of the transaction through a cash-flow waterfall model
• Coding payment rules using programming languages such as Python
• Build Investor Report that include distributions to the holders and high-level asset level information
• Providing guidance to, and reviewing the reports and calculations of junior analysts as well as translating complex technical concepts and analyses to non-technical audiences
• Work in a high-intense and fast paced environment

• Bachelor's degree or the equivalent
• 4+ years of work experience in asset-backed securities (RMBS, ABS (Esoteric and Traditional, RESEC, CMBS, MILN, ETC.)
• Knowledge in Bond Mathematics
• Experience coding in Python

• America's Most Innovative Companies, Fortune, 2024
• World's Most Admired Companies, Fortune 2024
• Human Rights Campaign Foundation, Corporate Equality Index, 100% score, 2023-2024
• Best Places to Work for Disability Inclusion, Disability: IN - 100% score, 2023-2024
• "Most Just Companies", Just Capital and CNBC, 2024
• Dow Jones Sustainability Indices, Top performing company for Sustainability, 2024
• Bloomberg's Gender Equality Index (GEI), 2023