Quantitative Analytics: currently 525 jobs.The latest job was posted on 24 Jan 15.
This section contains all our quantitative analytics jobs related to the financial services sector.
In the international financial markets, successful trading strategies are devised by highly educated, mathematically oriented financial engineers known as “quants”. They create financial theories, computer models, valuation techniques and trading programs used by hedge funds, and investment banks.
Quants working in the financial sector frequently have advanced degrees and PhDs in disciplines such as physics, economics and computer science, or any of several mathematical specialties such as multivariate calculus, linear algebra, differential equations, probability theory and statistical inference.
To succeed in a quant job, you also need to be familiar with widely used programming languages such as C++. It will help if you know the work of economists Myron Scholes, Fischer Black and Robert C. Merton. Scholes and Black are synonymous with options pricing theory, having developed the famous Black-Scholes equation. Their model provided the fundamental conceptual framework for valuing options, and has become the de facto standard in the world’s financial markets for valuing those instruments, along with many types of bonds and derivatives that contain embedded options.
Beyond advanced degrees, many employers require prospective quants to pass a rigorous vetting process that includes verification of references and, ideally, published research. Quant careers may focus on designing and trading complex structured products such as derivatives. There are also a number of opportunities to work in hedge funds.
The use of computer-driven models or algorithms to both identify and rapidly execute profitable arbitrage opportunities has grown rapidly in recent years, to account for the bulk of daily trading volume. To continue executing trades for funds that rely on those models, broker-dealers recruit quants to refine the platforms that communicate orders.
Risk-focused quants also work for specialized software vendors that create and produce risk management products.
Quantitative analytics is one area where a candidate with a doctorate isn’t considered to be overqualified, although a master’s degree in the appropriate discipline can sometimes suffice. Unlike with MBA candidates, the pedigree of your university isn’t always viewed as a hiring advantage. When seeking a junior quant job, it’s more important to demonstrate you have the skills needed to succeed in the job such as an advanced degree in mathematics, economics, physics, computer science or similar disciplines, an ability to program complex financial models, and good communication skills. Many quants pass the Certificate in Quantitative Finance (CQF) designed by Dr Paul Wilmott.
The opportunity to work in the Credit Portfolio Methodology team in the area Credit Analytics of Credit Suisse's Chief Risk Officer division.
A challenging role in Credit Risk modelling that includes:
Being part of the strategic initiative to enhance the Group-wide Economic Capital framework.
Member of the Credit Economic Capital methodology team that continues to be expanding.
Definition of product-specific inputs (Retail and wholesale loans, OTC derivatives etc.).
Mathematical design, calibration …
1) Work closely with UBS onshore and regional Quant/Trading and IT teams to help design, develop, maintain our world-class algorithmic and quantitative trading models;
2) Provide real-time algo/electronic trading support and on-site training to both external clients and internal user groups;
3) Monitor DMA/DSA execution flows from clients, and take prompt actions to help analyze/resolve possible trading/system issues;
4) Generate regular or ad-hoc execution performance analysis reports, and work pro-acti…
Roles and Responsibilities
1) Price commoditized and mildly bespoke exotics at small sizes
2) Perform iterations on trade attributes and market data for analysis
3) Perform backtests on structures and customized indices
4) Keep abreast on market data moves and key calls for pitching purposes
5) Generate termsheet
6) Produce pitchbook
7) Liaise with on-shore structuring, trading, sales, quants, IT etc. Requirements Requirements
1) Minimum - Bachelor degree in a science or engineering or finance or ec…
Senior Equity Analytics and Algo Quant. Due to a large growth in demand for Algorithmic and Quantitative strategies from the companies' clients they are looking to bring in a Senior Quant to head up Analytics for the region.
The Role will involve
Working direclty with clients to provide consultation and feedback on strategies
Development of new Strategies and Analytics
Working with the internal trading test to provide trading ideas and strategies
Involvement in the building of a new Algo platform due to be completed late 2015
Global financial firm is looking to add a Sr. Market Risk Manager to focus on various Market Risk and Capital Models. Prefer candidates to have a background in Incremental Risk Charge and Incremental Default Risk.
The main job responsibilities will include, but not be limited to:
Research, design, prototype and develop risk models employing appropriate tools such as, C++, Matlab, SAS or R, Excel/VBA, Python. Write technical specifications and coordinate with risk technology on implementation of models. Provide analytical support and ongoi…
Outstanding compensation, benefit and relocation plan.
Morgan Stanley is a leading global financial services firm providing a wide range of investment banking, securities, investment management and wealth management services. The Firm's employees serve clients worldwide including corporations, governments and individuals from more than 1,200 offices in 43 countries.
As a market leader, the talent and passion of our people is critical to our success. Together, we share a common set of values rooted in integrity, excellence and strong team ethic.…
Preston Investment Group is a hedge fund with head office in Shanghai and trading crossing major markets. Its major trading strategies include equities index future fully replicated arbitrages, CTA, statistical arbitrages in equities and commodities markets, event-driven arbitrages, high frequency market making and volatility arbitrages.
Job Description (include but not limit to):
1.Trading Equity or Commodity cash and future with statistical arbitrage / high frequency / automated strategies.
2.Developing Equity or Commodity arbitrage st…
Looking for a proven quant/strategist to join a high-profile systematic trading strategies and structuring team; Excellent remuneration and growth potential
Our client, an elite global investment bank, is looking for a strong quant/strat to join their front office systematic trading structuring team. This person will hold a key role in developing and maintaining systematic strategies and indices for investors in Hong Kong across EQ and other asset classes.
Develop new indices and strategies for systematic trading
Top Tier Investment Bank is looking to add to their rapidly growing Cross-Asset Group. This group is one of the key revenue generating groups in the Front Office of this Major Investment Bank and are very Highly Regarded, both within the Bank and in the Industry.
This team is performing exceptionally and as this is a growth hire, there is huge potential for quick career progression for the right candidate.
- Reporting directly not just to the traders but also board level executives
- Creating and implementing prici…
A tier-1 investment bank is looking to add an AVP or VP quantitative analyst to validate derivative pricing and risk models. The incumbent will join a growing team that offers a challenging and dynamic work environment.
Develop independent pricing models for CVA, Interest Rate, and Credit derivatives.
Validate trading models by checking conceptual soundness and model methdology.
Design, conduct stress tests and stochastic scenario generation models.
Implement various pricing models, such as Markov-Functional term st…
$120000 - $175000 per annum, Benefits: 50% Target Bonus
Capital Management CVA Quantitative Analyst based in Zurich or London VP Level.
Credit Value Adjustment,Capital Management Quant Analysts required at this Global Investment Banking giant.
You will join the Front Office CVA Analytics team to supporting the XVA Trading Team including FX & Equity.
You will be responsible for the Risk Control Function including FX Modelling & Basel II Basel III regulations, Regulatory Analytics, document review of Collateral Agreements and their Model impact on the Library.
Ideally you will have a background…
Capital Modelling - Quant Risk Analyst urgently required
My client is seeking a Strong Capital Modelling - Quant Risk Analyst who will be responsible for setting operational risk Capital for their group wide analysis program.
You will model the Bank's exposure to a variety of Operational Risks using a range of statistical and Actuarial techniques, running and developing the Group's Operational loss forecasting model for the internal and regulatory stress testing exercises.
Developing cutting edge approaches for modelling low frequency, hi…
Front Office Multiple Asset Quantitative Analyst required in Top Investment Bank.
You will join the Front Office Quantitative Analytics team specialising in Credit Value Adjustment.
You possess a minimum of 18 months Quant Analytics expertise with Cross Assets, which can be in any combination of (2 or more products) CVA, Equity EQ, Commodities, Interest Rates IR, Inflation, Credit or Foreign Exchange FX.
With design build and implementation experience you have demonstrable modelling & pricing skills, supporting Traders and stakeholder rel…
AVP Counterparty Credit Risk Quantitative Analyst required at this Leading Investment Bank
CCR Quant Analyst required at this Leading Investment Bank. You will be responsible for Modelling Counterparty Credit Exposure in their Counterparty Credit Risk Analytics department. You will interact with various internal stakeholders such as Front office, Credit Officers, Internal Governance and Risk Model Validation and Business Control. You will be responsible for IRC modelling working on the C++ Library, developing pricers and analytics for all…
Sizable multi-strategy (systematic) hedge fund in Greenwich, CT seeks experienced Quant /Quant Developer. Will work with traders/portfolio managers and R&D in support of trading strategies and risk analytics development. Equities, Fixed Income, Credit
- Develop and support proprietary models, integrate 3rd party models (Numerix), troubleshoot, tune, calibrate
- Develop and support various risk analytics/reports/systems and processes/workflows around it
- Work on ad-hoc research projects
- MS/Ph.D. in com…
Seeding and in-house hedge fund/Prop trading opportunities for experienced and profitable Traders/Portfolio Managers/Quants offering Quantitative/Systematic based Equities trading strategies.
Several of my clients, seeders/incubators as well as US based hedge funds and prop trading firms seek profitable systematic/quant traders interested in finding new home, more trading capital, better payouts, etc. Of interest are intraday to mid-frequency (days/weeks holding) systematic/automated strategies: Statistical Arbitrage, Long/Short, etc. wit…
I'm working with a variety of global recognised clients on some front office quant analyst positions across commodities and equities.
These teams are responsible for the development and implementation of analytics to support the front office for their respective asset classes and are looking for dynamic individuals to join their effort.
Candidates would be responsible for:
Designing and implementing pricing and modelling techniques.
Supporting the business by delivering novel solutions to requests from Trading, structuring and other funct…
Prestigious financial institution seeks a high calibre individual with experience of the development of stress test models and, ideally exposure to asset finance and both unsecured and corporate lending asset classes.
Prestigious financial institution seeks a high calibre individual with experience of the development of stress test models and, ideally exposure to asset finance and both unsecured and corporate lending asset classes. Technical ability will be complemented by a strong understanding of the banking industry and superior prese…
A leading asset manager based in the City is looking a knowledgeable quantitative analyst in join their fixed income team.
The successful candidate will be responsible for working alongside the Portfolio Managers to generate trade ideas and provide strategic investment advice.
The key responsibilities include:
Performing tactical asset allocation
Providing strategic advice on fixed income portfolios
Liaise with product group to aid the development of new products ideas
Manage the long term outlook for the risk free rate, long term yields …
Great quantitative software development & research position providing the opportunity to follow your own creativity developing next generation portfolio analysis software, as well as conducting some proprietary investment research.
Our client is a very well established and global consultancy, with a prominent technology and investment research division, and their leading edge multi-asset class portfolio analysis & risk management software is used by blue chip asset management firms globally.
To further strengthen their high calibre mult…
Appropriately high basic salary, bonus & benefits to attract the finance industry’s best.
Global financial firm Is looking to add to their Counterparty Credit Risk Analytics team.
The Counterparty Credit Risk Analytics team is responsible for all counterparty credit analytics for the firm. In particular the individual will be responsible for developing, testing and supporting Potential Future Exposure (PFE) and Expected Positive Exposure (EPE) models, working collaboratively with Front Office model developers on CVA development, testing and on-going monitoring, working with cross-functional teams on counterparty credit capita…
Outstanding compensation, benefit and relocation plan.
My client, a Tier One Investment Bank, is looking for a quantitatively focused risk manager to come and lead the development of a stress testing methodology across business areas.
With changes in market and counterparty credit regulation, it can be seen that there are overlapping themes which will need to be managed in a consistent way. Regulatory stress testing is now central to the way that the banks are and will be assessed. The development of stress test methodology needs to be done in a coherent way across the Traded Risk portfolio.
An opportunity has arisen for a Senior Associate to join a retail banking themes team. The team is responsible for addressing key areas of potential risk to consumers through cross-cutting thematic work focused on issues and products in the retail banking sector.
Leading thematic work to address the highest priority risks to consumers relating to everyday banking and payments. This includes designing and implementing testing methodologies and mitigation strategies.
Presenting reasoned analysis and actionable conclusions t…
My client is a cutting edge quantitative risk team working with US Fed and the PRA.
Providing technical guidance and interpretation of prudential regulations (BIPRU, Basel III and CRD IV) - particularly as they relate to top-tier banks and investment firms with advanced model approval for market risk
Review and development of advanced risk management and modelling frameworks: including governance, market risk methodology (VaR, stressed VaR, Increment Risk Charge, Comprehensive Risk Measur…
£60k - £90k base + package
London, England, United Kingdom
Permanent, Full time
Updated on: 23 Jan 15