Financial Quantitative Analyst

Brean Capital - New York, NY

Full-time

New York, NY

Securities, Commodity Contracts, and Other Financial Investments and Related Activities

About the position

This position involves automating the trading processes for SBA loans by developing and implementing various software solutions. The role focuses on enhancing the efficiency and accuracy of loan processing through coding, statistical analysis, and the application of Natural Language Processing (NLP) methods. The candidate will also be responsible for building applications with a graphical user interface (GUI) to assist traders in retrieving and analyzing loan data.

Responsibilities

• Automate SBA loan trading processes by coding banks' bid sheet formats for loan data processing and validation using Excel VBA.
• Apply Natural Language Processing (NLP) methods to improve efficiency and accuracy of loan processing.
• Build C++ applications with a GUI using the Qt framework for traders to retrieve SBA-related data with Bloomberg API.
• Utilize statistical analysis techniques to assist traders in making informed trading decisions.
• Develop tools with GUI for traders to filter out loans and trading data from the desk's SQL Server using SQL and Python.
• Contribute to the development of a new trading platform.
• Create daily reports for analyzing and reconciling trading positions recorded in the trading desk and custodian systems.
• Conduct system profiling and implement optimizations to improve the performance of trading applications.

Requirements

• Master's degree in Quantitative Finance or Financial Engineering related field.