Quantitative Analytics: currently 414 jobs.The latest job was posted on 02 Oct 14.
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.
We are looking for a dynamic individual to head up the analytics team within the Partnership Distribution Division.
Develop a robust process to manage sales and customer incentive budgets for all partnerships
Develop a framework for planning & forecasting
Review and obtain approval for business cases
Provide a macro view for analytics & incentive management
Develop required MIS within the agreed timelines
Lead strategic projects within Partnership Distribution
Develop competency of the Performance Management team
Front Office Equity Derivatives Quant Analyst
This leading Investment Bank is looking to expand a lot of their teams globally, due to a successful quarter. They are looking to take someone on who has already had experience as a Front Office Equity Quant Analyst, who is looking for a new challenge and promising long-term career. This bank is widely known for their cutting edge and forward thinking approach to finance; with their advanced modeling techniques and reputation for staying ahead of …
Top Tier Investment Bank looking for both Junior and Senior level Model Validation Analysts to join their growing team in Toronto, Canada
This individual will be validating all asset models and working with some of the most talented Front Office Quants and Traders in the world.
This opportunity will be reporting diretcly to the head of the Model Validation group and the head of the Quant team.
Responsibilities of Model Validation Analyst:
-Model validation of: asset pricing models, FX models, interest rate models, equity models, deri…
Tier-one investment bank based overseas is looking to bring on a new addition to their trade-floor based FX risk team. The close-knit, NYC based risk team is rapidly growing their US presence and seeking competent risk professionals to join at during this critical period.
My client, a tier-1 investment bank, is looking to bring on a new addition to their rapidly expanding risk group. The close-knit, NYC based risk team is growing their US presence and seeking competent risk professionals to join at during this critical period.
You'll be …
$125000 - $150000 per annum, Benefits: Lucrative Bonus Structure+Benefits
Global financial firm is looking to add a Sr. Market Risk Analyst.
The Corporate Market Risk Oversight (CMRO) Group is a group that resides within the firms Corporate Market and Institutional Risk Group and is responsible for providing independent identification, review, analysis and monitoring of market risks for the firm.
CMRO’s main responsibilities are:
¬ To establish appropriate market risk oversight infrastructure and governance framework, including Market Risk Mandates, Policies and Procedures.
¬ To identify, measure and monitor th…
Global financial firm is looking to add a Portfolio Risk Analyst to their Risk Management team. This person will focus on the firm's various fixed income portfolios.
This person will be responsible for providing original analysis and research along with routine production of portfolio risk reports. This person will work closely with senior risk managers an portfolio managers to perform original research and analysis. This will include examining proposed trades to assist the PM in understanding the risk implications involved. Additiona…
Outstnading compensation, benefit and relocation plan (if required).
CVA Quantitative Analyst required at this Global Leading Investment Bank.
Credit Value Adjustment, CVA Quant Analysts required at this Global Investment Banking giant.
You will join the Front Office CVA Analytics team to supporting the XVA Trading Team.
You will be responsible for document review of Collateral Agreements and their Model impact on the Library.
Strong coding in C++ and or C# required combined with strong mathematical knowledge.
You possess a MSc and or a PhD in a Quantitative discipline from a Top University.
Junior CVA Quantitative Developer urgently required at Leading Investment Bank
My client is seeking a Junior CVA Quant Developer to join the Front Office of this Global Investment Banking Giant.
You possess a fantastic academic record with a minimum of a MSc (preferably a PhD) in a Computer Science or similar at a Leading University.
You will Code in C++ , maintain and upgrade their Quant Analytics Library, desigining code & refactoring any OTC derivatives Modelling experience in any asset classes would be advantageous.
Ideally you will …
My client is seeking a Senior Algorithmic Developer with extensive trading/strategy knowledge -and advanced programming experience using Java that can bring diversified alphas.
~~Treasury bond and futures algorithmic pairs trading on the
Futures Execution trading desk. The proprietary algorithm based on price action and liquidity to
determine price aggressiveness and quantity. The primary goal of the system is to maximize order
execution. When opportunity arises in the market, the algorithm pursues execution at better prices
than the targ…
CVA Quantitative Analyst - urgently required at Global Financial Institution based in New York, USA
CVA Quant Analyst required at this leading financial Institution. You will require at least between 2 years CVA/Counterparty Analytics Modelling experience in a front office environment.
You will be responsible for development and implementation of Complex CVA Credit Value Adjustment Models, pricing CVA for derivatives and vanilla products. You will gain extensive exposure to IR and FX models , utilising your knowledge on American Montecarl…
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…
A leading commodities consultancy currently requires a proven base metals professional to pioneer economic research of the global mining industry.
Metals Consultant, Strategy Practice, London
A leading commodities consultancy currently requires a proven base metals professional to pioneer economic research of the global mining industry.
The role of a Metals Consultant includes and is not limited to the following:
Producing high quality current insight on mining operations globally (investment, discoveries, mergers, closures etc)
Structured Products Analyst - CMBS/RMBS/ABS - Associate or VP - US Investment Bank
We are seeking a Structured Products Analyst for a major US investment bank to work within their asset-based securities portfolio. This person will take ownership over all quantitative support for Portofio Managers.
Provide pricing and valuation support for CMBS/CMBX, CDO, RMBS, and various ABS products.
Develop innovative methodologies for quantitative risk management and reporting.
Responsible for conducting and documenting complex financial analysis pr…
$100000 - $175000 per annum, Benefits: Competitive Bonus
Interest Rates Quantitative Analyst, Derivatives Modeling, Major US Investment Bank, New York
A major US Investment Bank is looking for a talented Quantitative Analyst to support their Front Office Interest Rates Trading desk. This role will report to the senior rates trader, providing a variety of modeling and analytical functions.
- Strong experience with flow interest rate derivatives modeling in C++.
- Develop/improve efficiencies and accuracy of pricing and risk models.
- Construct yield curves/term structure models.
- Work close…
$100000 - $150000 per annum, Benefits: 40-60% Target Bonus
This NYC diversified hedge fund seeks quant traders offering short term automated trading strategies. Intraday - to 2 weeks holding period 'blackbox' type Equities or Futures strategies with realized Sharpe > 2.5 and capacity to accommodate multi-million $ allocations.
If qualify, one will have access to very significant (8-9 figure) trading capital, exceptional infrastructure and ample technical/IT support, payout a % of PnL, favorable payment schedule. Firm respects and honors trader's strategies IP and does not require restrictive non-…
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…
Our client is at the forefront of the Fixed Income markets and is looking to hire an experienced risk modeller to join their risk validation and risk modelling teams.
The successful candidate will have excellent risk modelling, validation and pricing skills with good product knowledge.
Degree educated Masters or PHD in a quantitative subject
2-3 years of experience in the risk management space
Experience in either market risk, risk modelling, risk validation or ALM
Knowledge of other topics surrounding ris…
C++ Quantitative Developer - Tier 1 Investment bank - London I am working with a Tier 1 Investment bank in London who are specifically looking for an expert senior C++ Quantitative developer to join their Global Quantitative Analytics team.
C++ Quantitative developer – Tier 1 Investment bank - London
I am working with a Tier 1 Investment bank in London who are specifically looking for an expert senior C++ Quantitative developer to join their Global Quantitative Analytics team. The group work across all asset classes (Interest Rates, Equi…
£100000 - £130000 per annum, Benefits: Discretionary/Performance related
A global asset manager is seeking an experienced quantitative research analyst to join the multi asset business.
As part of the Investment Team, you will be responsible for developing and implementing research within Multi Asset portfolios
The key responsibilities include:
Providing quantitative research and development, investment solution design, portfolio construction and product analyses
Liaising with the product team to deliver investment message to clients
Working alongside Head of Investments to develop thought leadership, white pa…
JCW are currently working alongside a leading banking client to help source model risk quants to help review derivative pricing models and develop further models for front office implementation.
Candidates should have 3 years experience maximum and come from PhD / highly numerate degrees.
Excellent knowledge of mathematics across most or all of the following areas: calculus, stochastic calculus, probability, partial differential equations and linear algebra. The level we require is typically evidenced by a doctoral level degree in a …
MSCI is looking for an exceptional individual to join its Research Team in the Fixed income group, to focus on mortgage modeling.
Mortgage Quantitative Researcher – Fixed Income, Liquidity and Macro Research group
ABOUT MSCI Inc. MSCI is a leading provider of investment decision support tools for investors globally, including asset managers, banks, hedge funds, and pension funds. We offer a range of products and services — indices, portfolio risk and performance analytics, and governance tools — from a number of internationally recognize…
The Global Research team is looking for a new leader for its multi-asset class, alternatives, and asset allocation research.
Global Research MAC Alternatives Manager-New York
The Global Research group – the combined legacy MSCI, Barra and RiskMetrics businesses – provides asset owners and asset managers with sophisticated tools for the measurement and management of risk across their portfolios; improved portfolio construction, cost effective implementation and performance measurement. The mission of the group of 65+ researchers is to cond…
The Sales Analyst is a member of the Americas Client Coverage team working closely with sales people to secure client interest and subscription to MSCI’s Risk Management Analytic solutions.
The Sales Analyst is a member of the Americas Client Coverage team working closely with sales people to secure client interest and subscription to MSCI’s Risk Management Analytic solutions. The Sales Analyst is responsible for facilitating sales of the BarraOne and RiskManager products to the Asset Management client segment. These tools allow clients t…
MSCI is currently seeking a Sales Support Senior Associate to join our Client Coverage Organization based in Shanghai.
Sales Support Senior Associate for Australia (based in Shanghai)
MSCI Inc. is a leading provider of investment decision support tools to investors globally, including asset managers, banks, hedge funds and pension funds. MSCI products and services include indexes, portfolio risk and performance analytics, and governance tools.
The company’s flagship product offerings are: the MSCI indexes with approximate…
Shanghai, Shanghai Shi, China
Permanent, Full time
Updated on: 01 Oct 14