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Are you interested in joining a smart team in a great office environment in an award-winning organization? At Axioma, we bring together the best minds from across the world to challenge the way financial institutions think about risk and investment portfolio management. To learn more about us go to www.axioma.com
We Innovate. We Create. We Collaborate
Axioma is looking for experienced quantitative analysts with experience on multi-asset class, derivatives pricing, and/or short term and medium term risk estimation, to join our New York or Chicago offices. The ideal candidate will have strong quantitative as well as programming skills, and should be passionate about the creation and development of enterprise ready, high volume risk systems and decision-making tools. It is essential that you can work collaboratively in our team environment, with strong commitment and innovative mindset.
Construct analytics for pricing financial assets such as derivatives using closed-forms, Monte Carlo methods, lattices or PDEs, including parameter calibration
Experience in computation of Greeks of exotic derivatives
Develop methodologies and systems for financial risk estimation across all asset classes
Implement these models and analytics in industrial strength software systems using latest development technologies
Document models and analytics in internal or external documents, and trade journals
Support sales and pre-sales team in analyzing prospects portfolios and participating in products demo
Interact with clients to understand their special requirements
Help client services in diagnosing issues and applying financial engineering skills to figure out appropriate workarounds Qualifications
Quantitative PhD/MSc/MFE degree, or advance quantitative degree (e.g. econometrics, engineering, finance, mathematics, operations research, physics) with a minimum of 2-3 years of finance industry experience; not including internship experience.
In depth knowledge of one or more asset classes such as fixed income, credit, commodity and/or equity derivatives. Particular focus on credit derivatives and/or distressed debt preferred.
Good understanding of various risk modeling and statistical techniques
Strong oral and written communication skills
Excellent programming skills with industry experience a must, especially on the .Net platform (C#)
Very strong object-oriented knowledge
Strong ability to problem-solve and quickly identify problem resolution
Additional preferred skills:
Proficiency in Python, R, Matlab a plus
Experience with real life pricing model calibration to market data or arbitrary data sets
In depth understanding of oriented object programming
Full benefits package
Performance-based annual bonus
Axioma is an equal opportunity employer that offers challenging work in a supportive environment.