Quantitative Analytics: currently 560 jobs.The latest job was posted on 30 May 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.
Looking for a Data Scientist with proven track record in big data analysis/research; Excellent growth potential; Candidates coming from commercial/retail industry with no banking background are also welcome; A truly unique and high-profile role
The Data Scientist will be part of the front office trading desk. You will work with huge amounts of data (generated on a daily basis) and leverage other internal data points to provide enhanced market color and improve processes. You will leverage your expertise to research data across the entire …
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
Rates Independent Price Verification Analyst
This internationally leading US Investment Bank is looking to open its doors to a talented IPV Analyst with strong knowledge of either Equity/FX/Interest Rate products.
They are offering the opportunity to provide cutting edge training to the candidate in order to fast-track them to senior managerial hires.
The candidate will be joining one of the internationally leading Price Verification Groups (PVG) which is responsible for providing independent verification as t…
If interested, email resume to firstname.lastname@example.org, or call Matt at 212-244-4220.
My client, a global financial firm, that handles more than 1.5 trillion payments per day, is seeking an Analyst to support the firms Systemic Liquidity Risk Management program. Your main responsibility will be to assist in executing and assessing simulation stress testing, as well as perform monitoring of CHIPS and market data. This is a brand new team at the firm, you will have the opportunity to join at the ground floor of a brand new product.…
Technology-driven start-up financial firm specializing in Data Analytics is currently seeking a talented Python Developer to become a key player in the company’s future.
The ideal Python Developer will be more than a talented Developer but a true problem solver and a simple solution finder. Beyond one’s ability to contribute code to a project, the firm is in search of an individual to apply a rare mix of technical approach, creative vision to problem solving, and an unquenchable thirst to improve intellectually and grow your skillset.
Advisory Services firm seeks multiple Quantitative Analysts to join a Risk Management practice that is in massive growth mode! Join the team tasked modeling, validating and implementing quantitative pricing and risk measurement models. Opportunities available in San Francisco, Chicago, and McLean.
Advisory Services firm seeks multiple Quantitative Analysts to join a Risk Management practice that is in massive growth mode! Join a highly analytical team tasked with modeling, validating and implementing quantitative pricing and risk measure…
Company: Canada Pension Plan Investment Board
Position: Associate, Global Tactical Asset Allocation
Position Type: Permanent, Full-Time
Business Address / Location of Role: 1 Queen Street East, Suite 2500, Toronto, Ontario, M5C 2W5
Compensation: We offer competitive compensation with bonus commensurate with industry standards.
Benefits: We offer health, dental, life insurance, short and long term disability, accidental death and dismemberment, a registered pension plan, employee & family assistance program, time off, m…
We are an expanding, technology-driven proprietary trading firm based in beautiful Lake Tahoe, San Francisco’s premier getaway destination. We are seeking highly motivated and talented individuals to work on the most challenging engineering problems in high-performance computing, big-data analysis and hardware-software co-design.
Degree (Bachelors or higher) in Computer Sciences, Physics, Applied Sciences, Math, and Engineering from a top university
3.5 GPA Minimum
C++ and object oriented programming
A global Investment Bank is currently seeking software developers for their Core Engineering team in London.
Senior Software Developer – C++ - HFT Global Investment Bank – London
Role: Senior Software Developer
Salary: £100,000 - £130,000+
A global Investment Bank is currently seeking software developers for their Core Engineering team who are excited to design in-house trading systems that are robust, resilient, and blindingly fast. These systems enable the firm to execute algorithmic trading strategies based on patte…
£100000 - £150000 per annum, Benefits: Excellent benefits package
HSBC is one of the largest banking and financial services organisations in the world. With an international network extending to 6,300 offices in 75 countries, we combine in-depth local knowledge with unmatched global reach to provide a comprehensive range of services to millions of customers.
Owns the effective implementation and on-going enhancement of the Group Operational Risk Capital Model, and supporting Scenario Analysis and Stress Testing processes; all key components of HSBC’s Group-wide operational risk framework.
We are a New York City based macro hedge fund.
We are looking for an experienced Quantitative Analyst to research and develop new trading strategies. The ideal candidate will be a mid-level professional who has at least 2 years of working experience.
Research and analyze market data to reveal underlying patterns, correlations and trends.
Help build and maintain our trading infrastructure dedicated to our strategies
Desired Skills and Experience:
Graduate degree, …
A leading Hedge Fund business requires a Front Office based, quantitative risk analyst to work closely with the portfolio managers. Key responsibilities include developing tools (VBA), pricing exotics and risk managing complex derivative products across different equity strategies (Macro, Event Driven, Long/Short Cash Equity, Volatility)
The ideal candidate will have previous experience of working in the Risk Management function of a major asset management, fund management or investment management institution. Working in a Front Office fa…
This team is responsible for validating and approving pricing models and works closely with Front Office offering quantitative expertise on Risk Modelling and Derivatives Pricing for Corporate Markets Risk. Product coverage includes Interest Rate and / or Credit derivatives models
An experienced Quantitative is required to work in the Model Validation team and play a major part in the delivery of Model validation team objectives. These include:
Responsibility for testing and approving derivatives pricing models across interest rate …
My client is a Leading Global Bank looking for a highly technical Risk Manager to drive the development of stress testing methodology and lead the implementation of innovative stress-testing solutions across regional teams covering all Market Risk, Credit Risk and wholesale lending & trading activities.
The team measures and monitors globally credit and market risks arising from lending and trading activities as well as credit approval for large corporate, financial institution and sovereign exposures. This role covers a larg…
My client, a leading Global Bank, requires a Quantitative Risk Analyst to join their growing Risk Analytics function within their Wholesale Markets business. You will ideally have experience working in a technical risk role focused on stress-testing, wholesale-risk-models, ICAAP, concentration risk analysis or portfolio analytics.
Risk analytics is a highly technical and fast-developing area due to the regulatory pressure of Basel 2, 2.5 and 3, the accounting pressures of IFRS 9, and the ever increasing demands on banks to pr…
Credit Risk Modeller- top tier global financial institution-central London. The role will be reporting directly into the head of credit risk and play a key part in the firms global risk presence.
Develop and maintain the firms global credit risk portfolio and act as a key player in supporting and teaching other business members on relevant matters.
Previous credit modelling experience is required
Model Validation and development
Risk forecasting experience required
Be a key point of contact for all internal and…
£70,000-85,000 base + bonus and executive level benefits package
A leading global commodities trading firm is looking for a senior quantitative analyst to work in their London based energy trading business.
• Validate models built in Python by the Quantitative Development team that include: storage, fixed/indexed swing options, interconnectors, tolling and option pricing models using the latest published research. Model validation involves: independent derivation of pricing methodology, prototyping, code review and documenting the results.
• Contribute to the development of a Python based Risk validati…
£90,000-110,000+ front office bonus and addtional benefits
A leading global multi strategy hedge fund is looking for a head of risk analytics for their global business to be based London.
Main responsibilities will involve:
• Providing overall exposure calculations (aggregation / collateral modelling), back testing methodology, on-boarding new trade types to the regressor framework
• Improving the modelling sophistication
• PhD in Maths / Physics or relevant topic (or potentially a good MSc)
• Strong stochastic calculus, coding in C++ and preferably in Python
• Good knowledge of …
£170,000- £200,000 base + bonus and additional benefits
My successful, global client is looking for a PhD/MSc level quant to join their cross-asset team.
My client is looking for a candidate who has graduated (or is soon to finish) from their PhD/Masters course. Subjects should be numerical by nature and from TOP TIER institutions. As well as a strong academic profile, candidates should also have strong OO programming skills - any languages considered.
The successful candidate will have the opportunity to be trained and work alongside a prestigious quantitative team, managed by a hands-on prof…
For our client, an international bank with a global reach, Swisslinx are looking for a Qaunt Analyst with in depth knowledge of market risk to work on a critical regulatory initiative in Zurich. This is a 9 month contract with a strong chance of renewal/internalization.
Market and Liquidity Risk Management (MLRM) is looking for a Quantitative Analyst to support the Risk Methodology team in Zurich. The team is located in London, New York and Mumbai and is part of the Quantitative Analysis group which is responsible for developing the metho…
Quant Development opportunity at leading risk management software provider
Working on behalf of a leading financial software provider, Harvey Nash is looking for an experienced Quant Analyst/Developer to join an established quantitative development team. The role is fairly diverse, covering structured products pricing model research, the C++ model library development, the derivatives pricing investigation, and liaising with the pricing specialist team on a project basis.
Requirements for the position:
* MSc or PhD in a highly quantitati…
Job Requisition Number:45646
What's the role?
Are you passionate about the financial markets and excited by the prospect of creating customized solutions for the world's leading financial professionals? If so, join our comprehensive training program for entry level Analytics Representatives in our Sales and Analytics group, a key part of our Financial Products business.
Analytics Representatives are integral to the Bloomberg Help Desk, taking questions from clients who use our state-of-the-art Bloomberg Terminal, al…
Job Requisition Number:45604
The Global Core Product Training (GCPT) Team designs, implements, and supports the core curriculum for Bloomberg Analytics and Core Terminal Sales. The team works in a fast paced, highly innovative environment playing a critical role in producing Reps whose smarts and financial markets savvy set Bloomberg well above its competition and provide our customers with the highest possible customer service. The team also designs and delivers programs that build the necessary sales, communication …
Job Requisition Number:45002
What's the role?
Are you excited to learn all about the financial markets and become an expert capable of creating customized solutions for the world's leading financial professionals? If so, join a team in which you can put your knowledge into action and make a difference with some of the most sophisticated financial institutions in the world. Our new, comprehensive 2 year rotational program will prepare you with technical, analytical and client facing skills needed in today's dynamic bu…
New York, NY, USA
Permanent, Full time
Updated on: 29 May 15