Markets Quantitative Analyst - Capital Analytics

Jobgether; United States; Hybrid; USD 150,000 - 175,000; Full time

Benefits offered by this job

Hybrid work in New York

Medical, dental, vision insurance

401(k) plan

Job summary

Jobgether in the United States seeks a Markets Quantitative Analyst - Capital Analytics for cross-asset analytics, SA-CCR, RWA, and regulatory capital outputs. You will build production-quality Python/C++ solutions and collaborate with traders, risk, and tech teams to improve pricing, risk, and regulatory reporting.

This role rewards deep quantitative skills, strong programming, and clear communication. Hybrid work in New York with comprehensive benefits and growth opportunities within a global

Qualifications

• Advanced degree in a quantitative field.
• Strong programming skills in Python and/or C++.
• Solid understanding of quantitative finance and mathematics.
• Excellent communication and ability to explain technical concepts.

Responsibilities

• Design, develop, and maintain cross-asset quantitative analytics for regulatory capital frameworks (SA-CCR, RWA, G-SIB indicators).
• Build production-quality analytics using Python and/or C++.
• Collaborate with traders, structurers, and quantitative analysts to inform pricing and risk decisions.
• Work with technology teams to productionize analytics and generate daily outputs for front-office and risk reporting.
• Translate complex quantitative ideas into actionable recommendations for stakeholders.
• Contribute to evolving capital analytics capabilities across global markets.

Skills

Python

C++

Quantitative finance

Communication

Education

Master's degree or PhD in a quantitative field

Equivalent experience

Tools

Python

C++

Job description

This position is listed on behalf of a partner company, who manages all applications and next steps. Our partner is looking for a Markets Quantitative Analyst - Capital Analytics based in United States.
This role sits at the intersection of quantitative modeling, software engineering, regulatory capital, and front-office trading. You will develop sophisticated cross-asset analytics that support global markets and regulatory capital calculations. Your work will help traders and structurers make more capital-efficient pricing and structuring decisions while strengthening regulatory reporting capabilities. You will collaborate closely with quantitative analysts, technology teams, traders, and senior risk professionals in a high-performing environment. The position offers meaningful ownership of production systems and analytics with direct visibility into business and regulatory outcomes. It is particularly suited to a quantitatively strong professional who enjoys solving complex problems and turning mathematical concepts into robust, production-ready solutions.

Accountabilities

• Design, develop, maintain, and enhance cross-asset quantitative analytics supporting regulatory capital frameworks, including SA-CCR, risk-weighted assets (RWA), resolution metrics, and G-SIB indicators.
• Build efficient, well-structured, production-quality quantitative solutions using Python and/or C++.
• Partner with traders, structurers, and quantitative analysts to generate insights that inform capital-efficient pricing, trading, and structuring decisions.
• Collaborate with Technology teams to develop and improve production systems that generate daily regulatory capital outputs for front-office, risk, and regulatory reporting.
• Apply quantitative finance techniques to complex capital, pricing, and risk analytics challenges.
• Help ensure analytical outputs meet high standards for governance, auditability, accuracy, and regulatory compliance.
• Translate complex quantitative concepts and analytical results into clear recommendations for technical specialists, traders, and senior risk stakeholders.
• Contribute to the ongoing evolution of capital analytics capabilities across global markets.

Requirements

• Master's degree, PhD, or equivalent experience in mathematics, physics, engineering, computer science, quantitative finance, or another highly quantitative discipline.
• Strong programming skills in Python and/or C++, with demonstrated ability to develop maintainable, efficient, production-quality code.
• Solid understanding of quantitative finance and mathematical techniques, including probability, linear algebra, numerical methods, and their applications to pricing and risk analytics.
• Strong analytical and problem-solving capabilities, with an ability to work through complex quantitative challenges.
• Excellent communication skills and the ability to explain technical concepts effectively to both quantitative and non-quantitative stakeholders.
• Strong attention to detail and a disciplined approach to governance, auditability, and regulatory accuracy.
• Ability to collaborate effectively across quantitative analytics, technology, trading, and risk functions.
• Interest in regulatory capital, financial markets, and the application of quantitative methods to real-world trading and risk-management challenges.

Benefits

• Salary: $150,000–$175,000 base salary, with additional compensation opportunities potentially including discretionary and formulaic incentive or retention awards.
• Hybrid work: Flexible hybrid working model combining remote work with in-person collaboration in New York.
• Healthcare: Medical, dental, and vision coverage for eligible employees.
• Retirement: 401(k) savings plan.
• Insurance: Life, accident, and disability insurance.
• Time off: Vacation, sick leave, and paid holidays.
• Wellness: Access to wellness programs and employee well-being resources.
• Professional development: Structured training, mentorship, and opportunities to strengthen advanced quantitative and technical skills.
• Career growth: Opportunities to build a long-term career across a global financial-services platform.
• Collaborative environment: Direct exposure to experts across quantitative analytics, technology, trading, and risk.