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Quantitative Analyst

Los Angeles, CA, USA

Position Overview

Sancus Capital Management is seeking a Quantitative Analyst for our asset management firm.

Responsibilities

  • Develop quantitative financial tool and reports used to inform investment team engaged in investing and risk management.
  • Investigate methods of financial analysis to create mathematical models used for valuations of advanced investment instruments, specifically structured products.
  • Communicate with investment team regarding modeling and pricing of securitized instruments.
  • Run and monitor risk and valuation reports.
  • Develop portfolio optimization models.
  • Develop quantitative trading strategies.

Education Requirements

  • Master’s degree in Financial Engineering.
  • Knowledge of Java, C++, Python, SQL, R, Intex and Plotly.

Additional skills

  • Strong communication skills.
  • Ability to work as a part of a team.
  • Strong self-motivation and ability to learn complex new products.
  • Ability to juggle multiple priorities and meet deadlines.

Position based out of LA office, with monthly travel to NYC office worksite.

Email resumes to: resumes@sancuscap.com