Quantitative Analytics: currently 396 jobs.The latest job was posted on 23 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.
Volatility Quant Equity Derivatives US Hedge Fund
Quantitative Analyst - New York, NY, USA
We’ve been mandated to conduct a search for one of our hedge fund partners to hire a volatility quantitative analyst. The ideal candidate will be an expert in all analytical and technical aspects of Equity Derivatives.
Development of volatility models and analytical tools.
Development of pricing models for structured/exotic equity derivatives.
Work closely with Portfolio Managers on daily functions and on various team/independent quantitative …
You will play a critical role in driving key systems enhancements projects, developing & documenting business cases to support key Agency Distribution (AD) & Distribution Support Services (DSS) initiatives and supporting strategic analysis.
Location: mailto:Prudential@Scotts Prudential@Scotts (next to Newton MRT)
Develop, coordinate & drive delivery of DSS IBA team’s systems roadmap
Drive systems enhancement projects across lifecycle of conception, planning, requirements, testing and implementation
Lead strategic p…
Quantitative Analyst - Structured Products, Front Office Risk Analytics - Global Investment Bank
We are seeking a quantitative analyst with experience in risk modeling for various asset classes to sit within the Quantitative Research (QR) group. QR is in the Front Office and provides full-spectrum quantitative support to several desks.
Support quantitative efforts on capital optimization, stress testing, portfolio optimization and strategy development to improve risk-return dynamics of institutional/retail portfolios.
Develop and enhance…
$115000 - $160000 per annum, Benefits: Competitive Bonus
Experienced in Market Risk Management FX and Rates product knowledge required Exposure to Front Office
Experienced in Market Risk Management
FX and Rates product knowledge required
Exposure to Front Office
Our client is a well-established commonwealth bank with strong business focus in Asia is looking to hire a high calibre of candidate to join the Market Risk team for a 1 year contract.
-Analyse and assess the impact of the firm's trading positions both at a micro and macro level, with a particular focus on but n…
SGD90000.00 - SGD1300000.00 per annum
Contract, Full time
Ambition Group Singapore Pte Ltd
, EA Licence No:
Front Office Credit Derivatives Quant Modeller- Analyst / Associate
Front Office Credit Derivatives Quant Modeler- Analyst / Associate
A leading Investment bank seeks an analyst / associate level quant to sit on the trading desk in NYC and work directly with traders on pricing credit products. This is an exceptional opportunity to join a large, reputable, and rapidly expanding credit trading group where you will be working as a front office quant.
A PhD in Physics, Applied Math, Computer Science or similar field
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…
PhD - Junior Algorithmic Trading Research New York A client of ours is looking for a recent graduate to join their dynamic team working for a top tier Investment Bank.
PhD - Junior Algorithmic Trading Research – New York
A client of ours is looking for a recent graduate to join their dynamic team working for a top tier Investment Bank. The position they are looking to fill is most suited to individuals who are looking to pursue a career in algorithmic research and trading working directly alongside senior traders and developers alike.…
Summary: This is a fantastic opportunity to get involved at the ground level of an exciting growth project in an expanding and market leading financial services firm. This successful and globally expanding financial services firm is looking to grow it's valuations group and this includes bringing in a product team lead with a strong understanding of credit derivatives markets and experience in the valuation of vanilla and structured credit derivatives.
Leading and managing the product develop…
My client is a Global Investment Bank that is looking for VP - Reporting & Governance. The VP will work with others to implement enhancements to reporting and analysis packages for senior management plus the implementation of improved reporting and data mining tools and metrics.
The VP will work with senior management and other team members to implement enhancements to reporting and analysis packages for senior management forums and committees plus the implementation of improved reporting and data mining tools and metrics. T…
Head of Model Validation for Interest Rates, Credit and Equity Derivatives
Head of Model Validation for Interest Rates, Credit and Equity Derivatives
This exceptional Investment Bank are looking to take on a talented individual to join their Head offices to Head their Interest Rates, Credit and Equity Derivatives Model Validation team.
They are looking for a natural born leader who has experience as a manager in the past, who is able to hit the ground running with managing a growing team of their own. The candidate will enjoy a tremen…
They are looking to build out this team at multiple levels and have multiple openings, entry level, AVP, VP. This role can be located in either NYC, Boston, Birmingham, or San Francisco
I am currently working with a number of risk modelling teams looking to grow out the credit risk modelling team. This is a market leading team within globally renown companies. If you are interested in building and/or validating some of the most complex models around then this could be the opportunity for you.
They are looking to build out this team at mu…
This is very fast growing company provides a global financial network through which investors can analyse and collaborate on investments. The network makes investments transparent and banks, managers and other institutions accountable to investors.
Financial Analytics & Modelling, Fixed Income, Big Data
With strong financial backing, in over two years they have built a high calibre team from across the technology and finance sectors and are now live with the first institutions and growing rapidly to meet demand.
You should have …
Salary to £140K + Excellent Share Options + Benefits, etc.
As part of the Risk Methodology team you will be responsible for developing, delivering, signing-off and supporting advanced, regulatory-compliant quantitative risk models.
The Risk Methodology team of the Santander Holding USA (SHUSA) aims to invest in the developing, delivering, signing-off and supporting advanced, regulatory-complaint credit loss forecasting models, including, Probability of Default (PD), Loss Given default (LGD) and Exposure at Default (EAD) that are based on high dimensional data of historical loan performance of th…
A Boston Based Investment Management firm is looking for a Quantitative Portfolio Risk Analyst/Database Developer with experience in Risk Analysis, Risk Reporting, Risk and Performance Attribution and Asset Allocation.
Responsibilities include: database management, development of risk analytics, preparation and validation of Risk & Performance reports, analysis of trading strategies, and validation of risk reporting models. Candidates must have statistical modeling (Matlab/Python) skills to apply econometric analysis for forecasting and s…
A NY based Asset Management Firm is looking for a Quantitative Risk Analyst for its Economic Forecasting & Investment Analytics team.
Responsibilities include building, enhancing and supporting economic scenario models that are incorporated into the firm’s Investment Analytics and Asset Valuation models. Candidates must have a PhD in quantitative field (Econometrics strongly preferred), and demonstrated experience: working on interest rate models, developing discrete and stochastic asset pricing models, and conducting independent researc…
Perform portfolio construction and rebalancing using convex optimization techniques;
Manage, analyze and visualize large scale financial data using SQL and other database tools;
Research: Conduct original research in quantitative fields applying mathematical and financial concepts; Conduct original research on risk management strategies and empirical studies;
Perform quantitative research on financial modeling and hedging to enhance risk management;
Source research ideas from senior management, financia…
Senior PhD C++/Python Quantitative Developer/Data Scientist
Green-Field Trading Desk - Boutique Market Making Desk
Compensation: $120,000 - $165,000 plus bonus/great benefits
My client is a fast growing, boutique Market Making Firm with less than 100 employees globally. The firm was established circa five years ago and is now a firm leader in the derivatives market making and arbitrage space. The company was established i…
Compensation: $120,000 - $165,000 plus bonus/great benefits
Senior Quantitative Finance Analyst - Market Risk and Model Validation Audit London, Investment Banking Up to £130k + benefits + bonus
A Top Tier US Investment Bank is currently looking for a Senior Quant Finance Analyst to sit within the Market Risk and Model validation Audit team in their London office. This team has grown significantly in recent years and it offers great exposure to senior management within front office, market risk and quant modelling teams. This bank is dedicated to developing its employees through special training p…
My client is looking for a Front Office pricing quant who can build complex models for interest rates and fx asset classes.
The role definition:
Development of pricing models covering all the asset classes in the banks independent model validation Library framework.
Qualitative assessment and stress testing of pricing models (pricing and risk calculation, appropriateness of the models)
Participating on building a designed and unified library framework for running model risk
Development of alternative models…
A leading investments house are adding an economist to their team in the Netherlands.
A leading investments house are adding an economist to their team in the Netherlands. The role will see you conducting econometric modelling on countries that are undergoing Economic change therefore applicants will only be considered if they have a PHD/DEA (or Equivalent) in Economics with excellent strengths in Econometrics.
The ideal candidate will also have some industry experience working for either a consultancy or academic/Investment banking Ec…
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 Credit Analytics department, combined with pricing of financial derivatives (e.g FX, IR Rates, Equity EQ, Credit, Commodities) Prototyping, backtesting and benchmarking of Models and addressing the Regulators in the context of Basel III. You will interact with various internal stakeholders such as Front office, Cred…
A Computer Scientist is required to join this XVA Quantitative Analytics Team for an initial 6 month Contract in a Top Investment Bank
Our Client a Top Investment Bank has an exceptional opportunity for a Talented Computer Scientist.
The Role will Lead the expansion & next generation version of Toolset to extend the analytics capability to Front Office users desktops to provide real-time & performance optimised access to these capabilities for uniform Risk exposure
You possess an advanced development background in either C# or C++ or.NET…
One of our Top Banking Clients is seeking to expand it's team in the Portfolio Analytics Group.
You possess 2 - 3 years commercial experience, ideally in Credit Analytics with lots of Banking Book experience . With practical experience or knowledge in lending & deposits products areas and pricing would be beneficial. Experience with Basel III regulatory and liquidity matters will also be an asset as they drive the core of the return framework.
Rates CVA Quantitative Analyst required at Leading Investment Bank at VP Level
Our Top Client is seeking a Rates CVA Quant Analyst to join their Front Office in this Major Investment Banking Giant based in London.
You must have strong quant modelling experience within IR exotics and or CVA with C++ programming experience and a strong financial mathematics background.
You will be responsible for delivering pricing and risk tools for Rates & CVA desk, supporting Flow volatility and Exotics, practical delivery of working productions in a tim…
Upto £140k + Bonus + Benefits
London, England, United Kingdom
Permanent, Full time
Posted on: 22 Oct 14