Financial Quantitative Analyst, full-time. LibreMax Capital, LLC, New York City. Develop analytical capabilities/model libraries applying advanced mathematics, statistical, quantitative, or econometric techniques to address practical issues in finance in the company.•Manage and design and development of the company’s Galileo User Interface and microservice efforts from interface definitions to writing front-end and back-end codes.•Mentor junior team members on related projects pertaining to Galileo.•Credit model development and improvements for Asset-Backed Securities (ABS) and Residential Mortgage-Backed Securities (RMBS).•Full re-write of the company’s performance attribution analytical software in python; implementation of these tools into the company’s proprietary analytic framework using javascript, react, and python.•Full re-write of the company’s monte carlo simulation framework using python and AWS.•Provide consistent improvements to the codebase via modernization of components and selection of state of the art technologies.Provide analytical support.•Further automation of the company’s risk reporting framework.•Trading desk support such as assisting with daily and monthly reporting of internal portfolio statistics and market trading information.•Provide application or analytical support to researchers or traders on issues such as valuations or data, and deal document analysis.Portfolio construction.•Automation of the company’s portfolio construction tools and optimizers and portfolio analytics.•Research and develop security and collateral analysis tools to address issues such as portfolio construction or optimization, performance measurement, attribution, profit and loss measurement, or pricing models.Identify, track or maintain metrics for trading system operations.•SEC OPERA/PF filing automation.•Collaborate with Chief Risk Officer to prioritize and evolve the product roadmap.•Collaborate in the development or testing of new analytical software to ensure compliance with user requirements, specifications, or scope.Consult traders to determine the need for new or improved analytics applications; research new financial products or analytics.•Continuously survey the technical landscape and recommend updates or new ways of improving the company’s platform/tech stack.•Collaborate with product development teams to research, model, validate, or implement quantitative structured solutions for new or expanded markets.Requirements: Minimum Bachelor's degree in financial engineering, mathematics or computer science. Minimum 5 years experience in quantitative software development, research and portfolio analytics, or a similar occupation at an investment management firm. Strong understanding and skills in R, Python, SQL, JavaScript, HTML, and Bloomberg. Annual salary range: $90,000 to $250,000. Submit resume with cover letter to info@libremax.com, or mail to: LibreMax Capital HR, 600 Lexington Ave., 7th Fl, New York, NY 10022

Minimum Salary: 90000.00 Maximum Salary: 250000.00 Salary Unit: Yearly