Quant Analyst Resume Sample
Estel Klein
42332 Ida Canyon,
Chicago,
IL
+1 (555) 308 8585
Work Experience
Senior Quant Analyst
11/2016
-
PRESENT
Chicago, IL
- Develop custom risk reports and ad hoc queries and reports from senior managements using the firm’s market risk database and applications and third-party market data sources
- Lead in efforts to critically evaluate model development in capital market and market risk area, including the validation of underlying model construction, assumptions and data constraints, and provide assessments of the quality of the overall methodologies that are currently in use or under consideration
- Design additional tests that pose effective challenge to internal models and vendor models
- Write well-structured and thought-out validation reports
- Develop and enhance risk modeling infrastructure including forward price simulations, risk pricing models, risk
- Implement the statistical models using C++ and python
- Clear and extensive documentation to be written for Technology and QA partners
Quant Analyst
08/2013
-
07/2016
Phoenix, AZ
- Enhance software development infrastructure
- Develop models and methodologies for the pricing, valuation and risk for interest rates and FX flow products
- Provide support the rates and FX flow trading desks
- Implement the models and methodologies in Barclays’ analytics libraries in C++, Python and Excel
- Develop tests and procedures for the models and methodologies
- Experience in the development and implementation of quantitative models at systematic macro, CTA or sell side quantitative research group
- Knowledge of statistical and maths software packages (e.g. R, Stata, Matlab, etc) and programming languages (VBa, C++, etc)
Junior Quant Analyst
02/2007
-
07/2013
Phoenix, AZ
- Good project and people management skills; ability to motivate team and deliver within tight deadlines
- Support of quantitative indices & strategies for Barclays Investment Manager (BIM) across various asset classes (Equity, Credit, Commodities and Interest Rate)
- Design, development and maintenance of new models and infrastructure components for
- Provide quantitative strategies front office desks with pricing tools and liaise with IT & Control Functions to ensure a comprehensive understanding of the tools going into production
- Ensure consistency with all developments made by other QA Markets & Central Teams
- Developing and supporting the quantitative research framework using C++, Python and other in-house domain specific languages
- Analysis and design of models
- Integration of new pricing risk library to production systems
Education
Huntington University
2001 - 2006
Master's Degree in Computer Science
Professional Skills
- Strong computer science background with strong programming skills
- Strong interpersonal skills; ability to effectively interact with traders and sales in London and local team members
- Excellent problem solving and analysis skills, understanding of data structures/algorithms
- Strong coding, debugging and analytical skills
- Strong programming and computer science skills. Knowledge of Python/Java/C++
- Strong programming and computer science skills. Knowledge of Java or C++ or C#(any one) along with Python/R
- Strong programming and computer science skills. Knowledge of Python as well as Java or C++
How to write Quant Analyst Resume
Quant Analyst role is responsible for programming, python, technical, software, advanced, engineering, financial, design, credit, finance.
To write great resume for quant analyst job, your resume must include:
- Your contact information
- Work experience
- Education
- Skill listing
Contact Information For Quant Analyst Resume
The section contact information is important in your quant analyst resume. The recruiter has to be able to contact you ASAP if they like to offer you the job. This is why you need to provide your:
- First and last name
- Telephone number
Work Experience in Your Quant Analyst Resume
The section work experience is an essential part of your quant analyst resume. It’s the one thing the recruiter really cares about and pays the most attention to.
This section, however, is not just a list of your previous quant analyst responsibilities. It's meant to present you as a wholesome candidate by showcasing your relevant accomplishments and should be tailored specifically to the particular quant analyst position you're applying to.
The work experience section should be the detailed summary of your latest 3 or 4 positions.
Representative Quant Analyst resume experience can include:
- Experience in quantitative modeling or validation experience
- Strong software design skills including object oriented and functional designs
- Very strong Python programming skills
- Strong C++ programming skills (ideally worked in a C++ shared library)
- Programming skills: Python/C++/Java/C#
- Experience of working with pricing models and a good understanding of the concepts which underpin pricing - desired
Education on a Quant Analyst Resume
Make sure to make education a priority on your quant analyst resume. If you’ve been working for a few years and have a few solid positions to show, put your education after your quant analyst experience. For example, if you have a Ph.D in Neuroscience and a Master's in the same sphere, just list your Ph.D. Besides the doctorate, Master’s degrees go next, followed by Bachelor’s and finally, Associate’s degree.
Additional details to include:
- School you graduated from
- Major/ minor
- Year of graduation
- Location of school
These are the four additional pieces of information you should mention when listing your education on your resume.
Professional Skills in Quant Analyst Resume
When listing skills on your quant analyst resume, remember always to be honest about your level of ability. Include the Skills section after experience.
Present the most important skills in your resume, there's a list of typical quant analyst skills:
- Experience programming and statistical software skills: experience in R, Python or similar statistical modelling software
- Strong stakeholder management skills, with experience from complex projects
- Prior experience in and solid understanding of Fixed Income Capital Markets, investment concepts & financial modelling
- Strong skills in production software design and OO programming languages
- Experience working with quantitative analysis and C++ skills
- No more than four bullet points communicating desirable skills and experience
List of Typical Experience For a Quant Analyst Resume
1
Experience For Senior Quant Analyst Resume
- Experience in developing or validating market risk, or quantitative pricing models, flowing SR11-7 standard
- Experience in global financial services firm with relevant experience with mathematical and/or statistical modeling
- 5+ Hands-on Programming skills in Python/R/C++/Java/C#
- Prior work experience with equity trading algorithms
- 2+ Hands-on Programming skills in Python/R/C++/Java/C#
- Experience working with C++, ideally versed and experienced in the latest standards and libraries
2
Experience For Senior Quant Analyst, QM RA Resume
- Presentation skills : quantitative research reports, research white papers
- Responsibilities include participating in the model validation process and interacting closely with portfolio managers and the model risk team
- Experience leading and managing teams and projects
- Experience deploying, managing (or as a power user) of HPC/Big Data services
- Experience building, managing (or as a power user) of high-performance simulations
- Solid understanding of Object Oriented Programming, C#/C++/Java/Python
- Experience working on option business modelling
- Familiarity and practical experience with techniques such as machine learning, data mining
- Experience with handling and analyzing large amounts of tick data
3
Experience For Statistical Quant Analyst Resume
- Experience in constructing statistical models and extracting signals from large datasets
- Experience in derivatives modelling and supporting exotic business
- Experience developing pricing and risk analytics
- Strong understanding of market-relevant measures of risk and, in particular, credit risk modeling
- Direct experience facing off to regulators, particularly heavy on Quantitative face off
- Experience in dealing with data structures and memory/run-time optimisation tasks
- Solid understanding of statistics at least at the level of linear regression analysis
- R and Python programming experience in Data Science related projects
4
Experience For Capital Markets Quant Analyst Resume
- Experience as a software developer supporting rapid paced delivery
- Build-out of tools to assist in the measurement of the performance and effectiveness of the current population of pricing and risk management models
- Experience using C++, and Python
- Experience working with C/C++
- Significant experience with data management / architecture / storage / reporting within a financial institution
- Experience in analyzing performance and performed low level optimizations
5
Experience For Junior Quant Analyst Resume
- Basic-Intermediate programming ability in suitable language (VBA, Python, etc) and/or experience with a statistical package (Stata, R, matlab, etc)
- Experience as a quantitative trader or a front-office quant on a trading desk is highly desirable
- Strong communicator, ability to disseminate complex concepts to a wider audience and to write high quality documentation (using Latex)
- Self driven with a strong desire to meet deadlines and to work accurately while keeping in mind compliance
- Very strong appreciation of rationale for, and mechanics of, code testing
- Functional languages experience and understanding of functional library design
- Working experiences in analytics or models for fixed income products
- Experience working with C/C++
6
Experience For Algo Quant Analyst Resume
- Experience in securitized products analytics or modelling
- Experience in working with Intex API
- Experience in a front office rates quant position (interest rate derivatives pricing, interest rate curves and vol calibration)
- Experience with the analysis of large (financial) data sets
- Experience in object oriented environment involving at least one of the following functional languages: python, Java, C#, C++
- This role is essential as it creates a local team in Mumbai with the intention to grow the model validation team
- Strong Math/Statistical analysis background at the Master’s level
7
Experience For Capital Markets Senior Quant Analyst Cm-cva Resume
- Good understanding of statistical and econometric modelling techniques – e.g. time series analysis, regression models and various estimation techniques
- Lead the design, development, validation and deployment of quantitative models and APIs to backend-services (machine learning/compute) in support of the above
- Experience in an alpha research, portfolio optimization or trading environment
- Industry experience in quantitative finance
- Experience with low latency and/or high throughput systems
- Enable effective use of data from across BI by QA WCR through support and development of the Wholesale Datamart
- Provide validation of financial controls related to curve marking in support of Constellation’s Sarbanes Oxley compliance, internal and external audits
- Interact with the Model Validation function to assist the approval of the model developed and maintained by the team
8
Experience For Lead Quant Analyst Resume
- Previous experience in the quantitative investment & strategies or structured products area
- Any experience of specific asset classes (Rates, FX, Credit etc)
- Specific experience of FX option markets and Inflation derivatives
- Experience working on counterparty credit risk models
- Previous experience in the quantitative investment & strategies area
- Experience with Python libraries for numerical analysis (Panda, NumPy, etc)
9
Experience For Director, Senior Quant Analyst Resume
- Experience in a business or quantitative related position
- Working on pricing, hedging, research activity including market liquidity, micro-structure analysis, optimal hedging, TCA for electronic FX desk
- Building tools and performing analysis to meet regulatory requirements relating to our derivatives trading books
- Understanding of current market practices around clearing and collateral posting and their effects on pricing, valuation and risk
- Running and enhancing the post trade analytics to affirm trading algorithms are following best execution
- Building on and working both existing tools and utilities used in the creation of the library
- Developing and supporting tools and techniques that assist colleagues developing in Omega
- Developing and supporting the quantitative research framework using C++, Python, Lua and other in-house domain specific languages
- Understanding of high-performance computing (multi-thread programming, GPU, cloud environment)
10
Experience For Market Risk Quant Analyst Resume
- Understanding of current market practices around CCP and collateral posting and their effects on pricing, valuation and risk
- Designing and tuning algorithmic trading strategies to improve performance and/or P&L
- Developing and implementing quantitative analysis for private markets asset classe
- Reviewing other’s work and upholding standards consistently and proactively throughout the library
- Understanding of current processor architecture (x86), and low-level programming (e.g. LLVM backend)
List of Typical Skills For a Quant Analyst Resume
1
Skills For Senior Quant Analyst Resume
- Excellent technical skills: SQL (Teradata and SQL Server) and R (R Studio)
- Good skills in C++/Python
- Good project management skills and ability to work under tight deadlines
- Excellent knowledge and skills in mathematics and statistics
- Strong knowledge and skills in mathematics and/or statistics
- Excellent technical skills: C++ and Python
- Excellent verbal and written communication skills; ability to explain complicated concepts in a simple, non-technical way
- Experience coding in C++. Experience with mathematical and/or statistical modelling
2
Skills For Senior Quant Analyst, QM RA Resume
- Advanced programming experience in languages for quantitative modelling (Matlab, R or Python) and experience in databases (SQL)
- Practical experience with equity derivatives (in particular: volatility fitting, vol products experience)
- Advanced analytical/MI skills – ability to analyse and interrogate data and complex models, predominantly via Excel, VBA, Access
- Experience of relevant experience
- Analytic skills: financial mathematics, time series, statistical analysis, numerical analysis, etc
3
Skills For Statistical Quant Analyst Resume
- Previous experience in a similar role in an investment banks, such as model validation or front office roles
- Some prior experience with Java/C++ desired
- Working experience in programming language such as C++, C#, Java, python, etc
- Working experience in securitized products
- Working experience in European ABS products
- Experience developing and applying statistical models within credit risk domain
- Experience working with FICC option markets and modeling
4
Skills For Capital Markets Quant Analyst Resume
- Good understanding of investment banking in any asset classes (e.g. Rates, FX, Credit, Equities, and Commodities)
- Liaise with the trading desk to define modelling requirements and priorities
- Familiarity and practical experience with statistics, data mining and machine learning
- Good working knowledge of signal aggregation, model testing and portfolio construction
- Experience developing in a large shared pricing library with multiple developers
- Experience testing models and preparing technical documentation
5
Skills For Junior Quant Analyst Resume
- Proactively upholding excellent standards of testing, documentation, and code review
- Experience working on quantitative investment strategy business modelling
- Experience of working in at least one asset class
- Experience in a global financial services firm. Knowledge of financial mathematics and option pricing theory
- Build self-checking and validation mechanism to ensure accuracy of the work product
- Easily switch from one project to the other following the change of priorities
- Specific experience of interest rates flow products and modelling (swaps, futures, bonds; LIBOR, OIS curve construction techniques)
- Python, functional programming experience
- Experience working with C++/Python knowledge
6
Skills For Algo Quant Analyst Resume
- Specific experience of interest rates flow products and modelling (swaps, futures, bonds; LIBOR, OIS, fx/xccy curve construction techniques)
- Experience in scientific computing, database design
- Experience of FICC option markets and modelling
- Software engineering techniques and strong design principles
- Experience in Front Office & Derivatives modelling
- Experience with statistics and machine learning techniques
- Experience in production software design in OO programming languages
7
Skills For Capital Markets Senior Quant Analyst Cm-cva Resume
- Experience of adapting to and working within the confines of the latest regulatory guidelines – desired
- Experience with Tier 1/2 Investment Banking
- Professional experience working with either at a service provider or direct user at a bank or fund manager
- Experience providing DevOps tools for users: configuring, installing and maintaining such software
- Strong numerical programming ability using C++, and Python
- Experience working on derivatives business modelling, preferably within Equities
- Technical experience working with: C++ (required), Python (required)
- Experience being responsible for implementation within a financial institution
- Experience in a global financial services firm
8
Skills For Lead Quant Analyst Resume
- Good written and verbal communication and able to explain technical concepts to non-technical users
- Specific experience of equity option markets
- Experience with QlikView, MathCad or similar data analytics software
- Independently validate valuation models and price curves (e. g. , illiquidity curves, volatilities and correlations)
- Be a good team player who can support a shared agenda
- 5+ Experience in Risk methodology
- Good level of C++/Python knowledge
9
Skills For Director, Senior Quant Analyst Resume
- Experience with cross-platform development (Windows/Linux)
- Experience in code development in C++
- Excellent knowledge of financial mathematics and financial markets/products
- Good knowledge of numerical mathematics applied to finance
- Quant library experience; detailed knowledge of models and risk in one or more asset classes
- Significant experience with implementation / architecture / design within a financial institution
10
Skills For Market Risk Quant Analyst Resume
- Financial Service experience
- Experience in quantitative finance
- Functional languages experience
- Experience in C++
- Experience with data visualization tools and libraries (e.g. Jupyter, Bokeh)
- Ideally, research experience in systematic alpha strategies with intermediate to long term horizon
List of Typical Responsibilities For a Quant Analyst Resume
1
Responsibilities For Senior Quant Analyst Resume
- Advanced user in Excel, Access and prior experience with Bloomberg (highly valued)
- Build forecasting, risk management and portfolio selection tools using statistical techniques (calibration, back testing, and validation)
- Proven record of designing, estimating and implementing risk-related statistical models, especially default risk models
- Demonstrated understanding of the statistical and theoretical issues surrounding the joint measurement and estimation of default and recovery rates
- Experience providing equity exotic modelling to front office desks
- Validate securities’ pricing, research off-market prices and reconcile discrepancies
- Experience in credit risk modeling
- Experience working in C++/Python
- Experience in modern programming languages (C++ and Python)
2
Responsibilities For Senior Quant Analyst, QM RA Resume
- Solid understanding of derivatives pricing. In depth understanding of Value at Risk and statistical estimation methods
- B.Sc/M.Sc with at least 2 years of relevant experience in Algo development / Quant Analysis
- Experience in design and use of relational databases. Oracle/Sybase
- Good grasp of the fundamentals of probability and statistics
- Experience with software development in Python, Q or JAVA
3
Responsibilities For Statistical Quant Analyst Resume
- Proven ability to independently generate and pursue research topics
- Working with respective trading desk and technology to ensure implementation of business logic is as designed and fit for purpose
- Working with clients to assist the right tools for the right trading objectives
- Supporting and directing other teams in QA to integrate market data, instruments and models into the new library
- Providing bespoke analysis to ensure appropriate risk/capital assessments
- Working across the organisation to build consensus
- Developing C++ library and integration/liaison with asset groups
- Working on core library infrastructure code. (performance enhancements, ad-hoc development and bug fixes)
- Testing code and financial models
4
Responsibilities For Capital Markets Quant Analyst Resume
- Documenting code and financial models
- Developing in a shared codebase with multiple developers
- Conducting microstructure analysis to ensure algorithms are fit for the specified markets
- Working with the product team to ensure efficiency of deliverables and coordination across risk and technology groups
- Providing customization specifications where shortfalls occur
- Testing and documentation of the models and payoffs implemented in the library
- Developing and supporting tools and techniques for Omega development
- Working knowledge of microstructure of future markets
- Ongoing maintenance and improvement of the code base
5
Responsibilities For Junior Quant Analyst Resume
- Delivering Omega to IT groups for system integration
- Testing and documentation of the library
- Integration of new pricing risk library to production systems, including price matching exercise of the existing trading position
- Development of new pricing and trading models and enhancement of existing models
- The ability to apply critical thinking & reasoning coupled with sound decision making and judgment
- Work with head of Fixed Income Front Office Risk in focusing on defining related risk measurement, technical / modelling issues across NWM Front Office
- Build pricing, calibration and risk analysis and management tools for trading desks
- Oversee the analysis of trading risk measures including sensitivities, historical stress and Capital Usage (RWAs etc.)
- Extract patterns, identify factor driving returns and discover key automation opportunities from large noisy datasets sitting in SQL
6
Responsibilities For Algo Quant Analyst Resume
- Back testing existing models and strategies; come up with alternate mathematical solution to problem under consideration
- Support existing algorithmic solutions and contribute to the ongoing development activities
- Work closely with trading desks in securitized products to support their needs for analytics and modelling
- Familiarity with modelling techniques including logistic regression, multivariate analysis, and Monte Carlo analysis
- Price and volume predictions utilizing the best in breed machine learning techniques
- Enhance software development infrastructure for the team (CI, build system, packaging, testing framework)
7
Responsibilities For Capital Markets Senior Quant Analyst Cm-cva Resume
- Liaison with Rates Options trading in London frequently on issues ranging from risk management, production rollout, and library release
- Demonstration of a keen interest in finance/ trading (e.g. previous internships)
- Participate proactively in ad-hoc and monthly stress testing, and Fed’s CCAR Stress test
- Work with Middle Office and Compliance on required reporting for the Volker Rule
- Maintenance and extension of current pricing library
- Ensure that coding standards and procedures are implemented correctly
- High level of proficiency in computer programming, (SQL, VBA)
8
Responsibilities For Lead Quant Analyst Resume
- Help refine architecture, build out supporting infrastructure, and contribute to rollout of new quantitative models
- Build predictive models using various data sources to build out data-driven investment hypotheses
- Assist with portfolio construction, factors, risk management, and trading analysis
- Create visualizations and dashboard views using various data sets
- Integrate and synthesize relevant information, and test hypotheses using statistics and modern data science techniques
- Participate in various analytical requests from global trading teams
9
Responsibilities For Director, Senior Quant Analyst Resume
- Work on machine learning based optimal risk management strategies for complex derivatives portfolios
- Automate and maintain the reporting production process
- Proficiency in at least one of the following: C/C++, Java/Scala or C#/F#
- Work on the build infrastructure and tooling
- Work with a range of teams including Quant Development (India), Quant Development (London) and Quant Analytics (London) as well as senior stakeholders
- Advanced knowledge of Microsoft Excel, particularly financial modelling
- Project management (at least practically leading projects, if not formally so)
- Passionate about learning domain specific problems in equity derivatives business
- Detailed working knowledge of market microstructure for US markets
10
Responsibilities For Market Risk Quant Analyst Resume
- Responsible for delivering Omega to IT for integration into new systems in the bank
- Communicate modeling concepts and model assumptions with clients and independent development teams
- Masters or PhD in a quantitative field (Mathematics/Physics/Computer Science/Engineering)
- Work with technology team on migrating the legacy analytics system of MBARC to QA securitized products analytics system
- Provide guidance to technologists integrating QA models into Barclays’ systems
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