Work with Risk & Scarce Resources (RSR) and ITEC teams as well as external Risk Systems vendors to resolve set up / modeling issues impacting Prime Risk margining and risk methodologies to ensure soundness of the models including daily support; Implement quantitative models to capture specific credit risks of the counterparty while ensuring high response time and quality; Carry out reviews and analysis requiring quick turnaround; Assess appropriateness of model inputs, calibration quality and reasonability of model outputs; Work to design and implement new margining and risk methodologies within Prime in accordance with Model Risk Management (MRM) framework; Work with RSR team and Sales by providing technical analyses of complex portfolios, specifically for new onboardings or in the event of client default; Work with Product Owners and RSR analysts to support new product offerings and developing models to accurately assess and measure risks; and Work closely with LOD2 / MRM on annual reviews and resolve any recommendations for Prime margining and risk models for which RSR is the owner. Telecommuting may be permitted up to 2 days per week. When not telecommuting, must report to SG Americas Securities, LLC, 245 Park Ave., New York, NY 10167. Salary: $152,506 - $275,000 per year.MINIMUM REQUIREMENTS: Master’s or U.S. equivalent in Statistics, Finance, Mathematics, Financial Engineering, or related field, plus 3 years of professional experience as a Quantitative Analyst, Investment Strategist, or any occupation/position/job title involving quantitative research and analysis for financial markets. Must also have the following special skills: 3 years of professional experience performing quantitative research, model review and validation, and Valuation for financial markets; 3 years of professional experience performing statistical analysis (including probability, advanced calculus, linear algebra, statistical methods, stochastic processes, and time series analysis), financial modeling, and risk management; 3 years of professional experience programming using Excel VBA, SQL, Python, R, and C++ or C#; 3 years of professional experience performing financial derivatives pricing and modeling, utilizing trading/hedging strategies, market risk, counterparty risk and credit risk management, model risk management, VAR, and Monte Carlo simulation; 3 years of professional experience implementing financial models and analyzing parameter and static data and model issues to resolve issues and answer queries; and 1 year of professional experience working with commodities, equities and rates listed and OTC products.

Minimum Salary: 152,506 Maximum Salary: 275,000 Salary Unit: Yearly