Chatham Financial is an independent financial risk management firm helping clients overcome common yet complex capital markets challenges. Chatham works with over 2,500 clients globally, providing advisory and technology solutions to Corporations, Financial Institutions, Private Equity and Real Estate companies. Since its founding in 1991, Chatham has hedged over $5 trillion notional, helping clients understand and use debt and derivatives as a critical piece of their financial strategy. Chatham is a multiple bottom line firm committed to delivering trust and transparency in the capital markets. Learn more at chathamfinancial.com.
About the Team
The Quant Team at Chatham Financial is responsible for a variety of objectives. These include:
- Understanding the latest trends in derivative valuations and risk analytics
- Delivering new models with our software development team
- Using our deep understanding of software, applied mathematics, and finance along with our creativity and innovative mindset to solve problems for both Chatham and Chatham’s clients
- Working with consultants and business development leaders to prepare Chatham for new market developments
A sample of past team projects include:
- Using GPUs and advanced mathematical techniques to develop a fast, flexible Monte Carlo based interest rate pricing model
- Applying advanced numerical optimization techniques, along with financial domain knowledge, to build state-of-the-art forward rate and yield curves
- Developing our firm’s position on changes in derivatives policy with a cross-functional team of subject matter experts
- Using machine learning techniques to identify incorrect rates in a market data feed
About Chatham’s Culture
Both Chatham and the Quant Team strive to create an environment which encourages hard work and professionalism. Innovation is highly valued, and continuous learning and self-improvement are expected. Despite the drive for success, the people and culture at Chatham remain encouraging and fun. Chatham highly values its employees and works with its employees to make sure they are happy, successful, and achieving their full potential.
The Quant Team works closely with highly talented individuals from a wide variety of areas, including software development, business development, client relations, and trading. This cross collaboration, along with an openness to innovation, affords the team a range of opportunities to have an impact on Chatham and its clients.
What will you do?
- Become an expert in derivatives pricing and financial mathematics
- Develop new financial models using languages such as Python and C#
- Actively improve your programming skills to incorporate the latest software engineering best practices
- Communicate complex financial and mathematical concepts to a wide variety of audiences
- Use your creativity and problem-solving skills to develop practical solutions to important business problems
- Work on projects that last anywhere from a few days to several months
- Build relationships within Chatham for the long-term
- Develop your leadership and project management skills to ultimately help steer projects and the team
- PhD in a quantitative field such as applied mathematics, mathematics, or physics
- Experience with mathematical modeling tools such as Python, R, or MATLAB
- Programming experience in languages such as C++, Java, C#, or similar languages
- Interest in finance
- Ability to learn independently
- Experience in high performance computing, including GPUs and CUDA
- Experience with data science and machine learning