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 Economics, Econometrics, Finance, OR related technical fields
Must be able to obtain and maintain a Tier 4 Public Trust clearance
5 years of experience in Data Analysis, financial/quantitative analysis and reporting
Experience in portfolio/fund performance evaluation and risk analysis. Preferred 1+ years of investment or analytical work experience, preferably within investment management, investment banking, or management consulting
Fluent in Python. Additionally, must have programming experience using one or more of the following: SAS, VBA, STATA, MATLAB, Mathematica, Perl, R, SPLUS, or SQL.
Demonstrated experience using advanced econometric techniques filtering, state-space modelling, time-series analysis, factor models, multivariate statistical analysis, optimization and text analytics.
Deep experience in managing and integrating large datasets using a variety of software packages.
Demonstrated experience with SQL-type and non-SQL type databases, knowledge and experience in a systems environment, such as MS Windows, Linux, and UNIX, that facilitates manipulation and processing of data is also required.
At least one year operational/regulatory financial analysis experience is preferred.
Strong problem-solving skills, ability to leverage domain knowledge, information technology, and data science techniques
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.
As a federal contractor, Analytica is required to verify that all employees are fully vaccinated against COVID-19. If you receive an offer and are unable to get vaccinated for religious or medical reasons, you may request a reasonable accommodation.