Quantitative Analytics: currently 492 jobs.The latest job was posted on 25 Nov 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.
The CIA's Directorate of Intelligence (DI) seeks economists to assess foreign economic, trade, and financial issues that affect US security interests.
*Higher starting salary possible depending on experience level.
The CIA's Directorate of Intelligence (DI) seeks economists to assess foreign economic, trade, and financial issues that affect US security interests. They work closely with political, leadership, and military analysts throughout the Intelligence Community to produce written intelligence papers and briefings for US policymakers…
The Resource Analyst provides input to strategic/programmatic guidance to CIA customers; assisting with the analyses and preparation of supporting documentation for budget exercises and/or supplemental or reprogramming exercises.
We are looking for individuals who are self-motivated, bright and forward-leaning seeking a unique opportunity. Candidates should have excellent writing skills and demonstrate an understanding of the relevance of analytical results, including historical trends and significant findings in constructing budget submi…
High Frequency Trading firm are looking to hire a quantitative developer to be based in their London office.
You will be responsible for coding and maintaining algorithms that trade financial instruments. This role will challenge your technical savvy working across all aspects of the algorithms; system level through specific strategy code.
You will work closely with traders and quantitative analysts to understand the business needs of the technology to ensure the system is ideally built for the problem at hand.
You will own all a…
Leading Investment Bank in New York are looking to hire a quant futures researcher .
To improve and enhance their Market Neutral Desk, they are looking for a quantitative strategist who can bring in some fresh ideas and develop and implement medium/low frequency strategies. The role involves designing, trading and implementing statistical arbitrage strategies. You will work closely with the Portfolio Manager of the Market Neutral team along with the Director of research, making this an ideal opportunity to learn from a r…
Leading Chicago based fund are looking to recruit junior developers who have strong programming skills and some experience .
~~The experience does not need to be from this industry, but it would be helpful.
They are currently interested to talk to highly technical individuals who come from a programming background and are interested in applying their technical knowledge and techniques within the trading environment. No financial experience is required as long as the candidate holds excellent Computer Science knowledge as well as hi…
Leading Investment Bank Hiring Senior VP to run the Markets Electronic Trading ( fixed income ) team in Mumbai .
Your mandate will be to run the Markets Electronic Trading ( fixed income) team . You will be responsible for designing and implementing algorithmic trading strategies, into which clients can invest. The group has had tremendous success in the past few years and has steadily improved the team with some of the most talented people in the market. You would be exposed to both FX and FI in this role.
Your role will involve…
Leading International fund are looking to hire several junior PhD quantitative analysts to start work in 2014/ 2015 . Location wise, you can be based in New York, London or Geneva.
Your role will involve:-
Alpha research – understand varied and complex data sets, looking for ideas that can form future trading strategies or improve existing ones.
Operational – Get involved in the day-to-day quantitative operational tasks – risk management, portfolio construction, parameter changes, reacting to market events.
Strategic build …
Global Hedge Fund is looking to hire medium frequency quant traders onto their prop desk based in London in the latter half of 2014.
You will work alongside recognized industry experts on all aspects of medium frequency electronic trading. They are looking for quant traders who can research, design and implement and run their own strategies. The main bulk of what this fund covers is high frequency prop trading but they are interested in expanding into the medium frequency space now. The infrastructure they have is second to none.
ANALYSTE, SOUTIEN ANALYTIQUE OPÉRATIONS ET TECHNOLOGIES DE L’INFORMATION (Réf. : 14-196)
Profitez d’un milieu de travail unique et stimulant :
Un bureau d’affaires ultramoderne sur les plans architectural et environnemental
Des outils de travail à la fine pointe de la technologie
Des professionnels qualifiés, travaillant au sein d’équipes dynamiques et compétentes
Des services variés et accessibles, favorisant l’équilibre entre travail et vie personnelle
Relevant du directeur, Soutien analytique – placements privés, l’analyste sup…
Quantitative risk modeling for a large financial firm
Build and refine Basel-II compliant scorecards and models for measuring obligor risk
Work under the guidance of the reporting manager during the model development process
Actively participate in all stages of model development from data collection, model building, model validation, testing and calibration
Develop comprehensive model documentation that stands up to the banks and regulatory standards
Understanding technical issues in econometric and statistical modeling…
Provide derivatives hedging solutions within the variable annuity hedging team
Take ownership of onboarding new funds on the variable annuity platform by conducting fundamental analysis and multi variable regression analysis and other statistical analysis in R, Matlab and running back-testing algorithms to quantify P/L. Help develop appropriate fund benchmarks.
Collaborate with stakeholders including Pricing & Product Teams, Asset Liability Management (ALM) Team, Funds Management, Investment Teams, etc.
Help improve curr…
Risk analysis and reporting for a large commercial bank
Analysis & Reporting of monthly the balance sheet’s interest rate risk and liquidity risk position to senior management with clear explanation of key drivers for changes in risk profile
Develop models, validate existing models and perform benchmarking, stress testing, and scenario analysis
Research and implement best practices to model securities, derivatives, and financial assets
Assess and quantify model risk according to regulatory and internal policy guidelines
Provide pricing & valuations coverage within a Global Investment Bank
Independently verify and report on the accuracy of market parameters used in the preparation of the fixed income P&L and Collateral Valuation (IPV - Independent Price Verification).
Review the P&L based on common standards and the responsibilities and authorities defined in the trader mandates.
In support of trading management, to monitor “local” risk limits and ensure adherence to Trader Mandates.
Administer the processes monitoring abnormal trading p…
Quantitative model validation for a large financial institution
Conduct independent validation of key models developed by the client groups. The product coverage included Interest Rates, FX and Commodity derivatives.
Ensure a thorough understanding of the models’ theoretical frameworks, business context, and implementation practices.
Oversee projects to assess soundness of modeling approaches and business assumptions: market data inputs, model calibration, risk-neutral pricing and numerical methods, market risk sensitiv…
Quantitative Analyst will be responsible for analyzing and implenting mathematical techniques for thier computerized trading strategies.
Must have Ph.D in CS, Math, Physcis and/or Machine Learning from Top University.
Someone with at least 6 months experience
Software Engineer Exciting Hedge Fund - New York Upto $100K
Software & Operations Engineer – Exciting Hedge Fund - New York
We are offering the opportunity for an energetic and motivated Software Engineer to join an established, aggressively growing Hedge Fund. Due to their continued success and profit, the team is seeking a talented C++ developer to come on board. You will be responsible for building out their development trading platform in C++. The ideal candidate will have exceptional object orientated programming ability, combined…
Tier1 Investment Bank is currently looking to add to their Model Risk function initially focusing on derivative pricing models (across all asset classes). This is an excellent opportunity to gain cross asset exposure in a pragmatic role, working closely with senior stakeholders within the business.
Tier 1 Investment Bank is currently looking to add to their Model Risk function initially focusing on derivative pricing models (across all asset classes). This is an excellent opportunity to gain cross asset exposure in a pragmatic ro…
An excellent & unique opportunity has arisen with a leading Tier 1 IB for their in-business Prime Brokerage Risk function. This role reports into the Front office, as oppose to Risk & as such my client is looking for an exceptional, pragmatic Risk Managers
An excellent & unique opportunity has arisen with a leading Tier 1 IB for their in-business Prime Brokerage Risk function. This role reports into the Front office, as oppose to Risk & as such my client is looking for an exceptional, pragmatic Risk Managers to help drive the bus…
My client is a leading Investment Bank, who is seeking to expand its derivative pricing model validation team with an experienced Quantitative Analyst who will implement pricing models to benchmark against those produced in the front office..
You must have experience of modelling and/or validating derivatives products, A background in Flow and/or Exotics Rates or Rates Hybrids products, or FX (long dated or short dated) are being considered. You will be applying advanced Quantitative techniques used in the development of complex derivativ…
Trading Group seeks an experienced, organized and numerate Python developer with experience in distributed systems design. This individual will work closely with a team of portfolio managers who trade models over a wide range of asset classes.
• Design, development, deployment and management of the python components of the team’s trading infrastructure
• Development of interfaces between the team’s trading infrastructure and market data and execution management systems
• Design and implementation of the next version of the team’s python m…
• This individual will be responsible for FIX Certification, Exchanges and Dark Pools and Client Onboarding within Equities and Algo groups.
• Integrate FIX counterparties through the Standard FIX Certification process to ensure the timely and high quality delivery of requirements
• Provide clearly written Certification outcomes to our implementation consultants
• Maintenance of documents supporting structured FIX Certification and onboarding process’.
• Management leadership and quality oversight of in-house and out-sourced FIX certi…
Our client is one of the biggest credit traders on the street. They are looking to add a technically strong quant analyst to their algorithmic trading team in New York responsible for model research and implementation.
This is an exciting opportunity to join the electronic market making/E-trading credit trading business for a large tier.1 bank. Credit Trading is experiencing a shift from voice to electronic execution and our client is investing heavily in building a world class algorithmic trading platform. As part of that growth they are…
Strong experience with C++, JAVA, object-oriented design and have had at least three consecutive successful years at a financial institution doing similar work in any business line (fixed income, equities or any type of derivatives) and have developed areas of significant technical and business expertise.
You have been exposed to some of the following: smart order routing, crossing/internalization of order flow, order management, algorithmic trading, exchange connectivity, FIX protocol, real-time market data. You are an efficient programm…
Leading US Financial Institutions – Operational Risk Management – Director, Operational Risk – Operational Risk/Credit/Compliance/Regulatory
As an expansion hire, this financial institution is seeking a leader in risk management, regulatory knowledge and modeling. We are looking for a candidate with strong communicative skills, management abilities, and comprehensive industry knowledge.
Location: Chicago, Illinois
Responsible for Operational Risk KRIs and Data Analytics
Provide guidance to business units acros…
Up to $180,000 USD base (DOE) + COMPETITIVE bonus and FULL relocation
Chicago, IL, USA
Permanent, Full time
GQR Global Markets
Posted on: 25 Nov 14