Preparing for your next Quant Interview?
Practice Here!

Quantitative Analyst

Chatham Financial
Quantitative Analyst
Colorado, US
75,000 - 100,000
Apply Now
Job Description

In this role, you will:

  • Conduct analyses for our clients to identify sources of financial risk and provide mitigation strategies
  • Research and create valuation models for derivatives in the IR, FX, Commodities, and Equities spaces
  • Answer client questions related to Chatham’s pricing methodology and models, which may often require a deep dive into our valuation models and a concise and coherent explanation of your findings
  • Serve as a subject matter expert for other teams in regards to valuations, modeling, analysis, and the capital markets
  • Build tools to both enhance Chatham’s product offerings and enable our consultants to provide those offerings at scale
  • Engage in Chatham’s month-end process by providing custom valuations for our clients’ exotic derivatives that are not handled by our platform
  • Develop substantial knowledge about the US and International capital markets and derivative instruments

Your impact:

  • You will work with individuals and teams across Chatham to provide our clients with innovative solutions and insightful analyses. Recent examples of work product include building exotic equity option valuation models in Python, developing a fund-level dashboard for FX hedging in Power BI, automating peak and off-peak power valuations, and simulating forward curves for scenario analysis. You will also be called upon to speak with our clients as a subject matter expert on our valuation methodologies and modeling.
  • You will develop your skills while being mentored by more senior members of the Analytics team. You will be exposed to all of the asset classes Chatham currently advises on, in addition to playing a critical role in Chatham’s expansion into new asset classes and analyses.

Contributors to your success:

  • Zero to three years of experience in a finance, engineering, programming, or other technical role
  • Good interpersonal and communication skills - you should expect significant interaction with internal consultants and external clients
  • Innovative problem-solving ability
  • Rock-solid quantitative skills – you must have a fundamental quantitative ability in order to learn and excel in our business
  • Familiarity with technology and comfort in using it to find innovative and efficient solutions to analytical problems
  • BA/BS required, with a preference for degrees in engineering, mathematics, finance, computer science, and/or economics; advanced degrees in these disciplines are preferred, but not required
  • Familiarity with Microsoft Excel and programming concepts are essential; experience with Python, SQL Server, VBA, and virtualization (Docker) are a plus
  • Experience with financial derivatives is a plus
  • While not required, prior experience in a “desk quant” role would be great, especially in the commodities, inflation, treasury, or equities markets
Share this job
Share On
Apply Now