Analytica is seeking a Senior Quantitative Analyst to support a federal financial regulatory agency with analysis of financial and securities data and financial model development. The ideal candidate will address demand for real-time market monitoring and post-crisis evaluation of the fund industry as the potential regulatory responses has become much more acute due to the 2020 market crisis.
Work with asset management and/or securities industry data, applying the theories, principles, and processes of quantitative research and interpreting financial and securities industry data.
Develop, maintain and validate models used for e.g., forecasting, valuation, liquidity, instrument strategy selection, portfolio construction, or risk management using Python.
Develop, maintain and validate sophisticated models related to investment portfolios and/or the asset management industry, such as VaR and stress testing models, hedging techniques, credit risk, counterparty risk, market risk, valuation and pricing, and model sensitivity and risk statistics.
QA code such as by debugging and validating analytical outputs produced by others
Use and optimize Python and SQL to connect to and query databases and generate reports as directed
Master's degree required, and PhD preferred in Econometrics, Finance, OR related technical fields
Must be able to obtain and maintain a Tier 4 Public Trust clearance
8+ years of experience in Data Analysis, financial/quantitative analysis and reporting
Fluent in Python
High degree of experience developing financial models
High degree of experience with investment portfolios, asset management, risk management
High degree of experience with operational/regulatory financial analysis
Background in Computer Science preferred
Familiar with open-source alternatives to major vendor BI and Data Science tools
Comfortable with an Agile methodology such as Scrum, Kanban, or Lean to include experience with practices such as backlog management and user stories
Experience with performing analytics from a cloud platform
AboutANALYTICA: Analytica is a leading consulting and information technology solutions provider to public sector organizations supporting health, civilian, and national security missions. Founded in 2009 and headquartered in Bethesda, MD, the company is an established SBA certified HUBZone and 8(a) small business that has been recognized by Inc. Magazine each of the past three years as one of the 250 fastest-growing companies in the U.S. Analytica specializes in providing software and systems engineering, information management, analytics & visualization, agile project management, and management consulting services. The company is appraised by the Software Engineering Institute (SEI) at CMMI® Maturity Level 3 and is an ISO 9001:2008 certified provider.