Quantitative Analytics: currently 400 jobs.The latest job was posted on 25 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.
Market Risk Model Review Expert Required at Leading Investment Bank
My Client is seeking a Market Risk Model Review Expert to join their Market Risk Management Division.
You possess 5 - 10 years experience with detailed knowledge of Market Risk and ALM Asset Liability Models, you will evaluate, design, calibration, operation,, validation, usage, reporting and governance. You will advise risk teams on using the mostr appropraite quantitative estimmation and stress testing methodologies. Strong Regulatory knowledge required Basel II Basel I…
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…
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…
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…
Global Investment Bank is looking to add a candidate to their Corporate Treasury Group to support treasury analytics and ALM reporting.
Support development of Ad-Hoc Treasury analytics and ALCO reporting to further enhance measurement framework and controls of liquidity risk, interest rate risks and capital
Support the revamping of ALM (Asset Liability Management) reporting processes, ensuring timely delivery and quality control of various ALM reports
Support strategic initiatives and monitor complia…
Global financial firm is looking to add an experienced Risk Manager to their Valuation Review Group.
This person will be responsible for creating customized portfolio risk reports and risk measures Interest Rate Derivatives and other Structured products. The successful candidate will provide the daily valuation of client portfolios by maintaining market data, valuation models and risk measures; Explain, review and validate custom risk measures to clients (trader Greeks, performance attribution measures, factor analysis); Participate in st…
We are looking for a motivated and experienced research analyst (quant / modelling skills
Senior Analyst Trend Spotting The Trend Spotting Team is an exciting new unit created at the highest level in the organization to provide data-based, independent, forward looking, quantitative analysis to help position Swiss Re's underwriting and improve costing. We are looking for a motivated and experienced research analyst (quant / modelling skills), ideally in combination with Swiss Re LoB / UW expertise, to assist in spotting external trends and…
We are working with the Index Arbitrage desk of a global financial institution to appoint a junior quantitative trader. The desk trades across cash and delta one / ETF products and applies advanced statistical and machine learning techniques to identify and capture alpha.
The desk is comprised of traders, quant strategists and technologists trading across global equity markets. Due to growth they are seeking to appoint a junior quantitative trader in their NY office. The role will combine developing quantitative trading signals and active…
Tier.1 bank is seeking to add a credit quant to support the Collateralised Loan Obligation (CLO) business. They are one of the biggest credit traders on the street and are revamping their CLO models and platforms for 2015. This role will play a key part.
The CLO business is committed to revamp their quantitative models and infrastructure in 2015 and as part of this investment they need to hire an additional quant analyst to join an existing team of four sitting directly on the CLO desk. This is a highly complex business area with a world …
systematic trader with shorter term to high frequency trading experience needed for a top ranking high frequency trading hedge fund in London, with affiliate in NY. highly competitive base salary + P&L performance bonus.
A well-established systematic trading firm with co-location to various major exchanges across US, Asia and Europe, is actively looking for talented systematic trader/ quant strategiest with minimum two years recent experience to join their trading groups in London and the US. The firm has been investing heavily in the tra…
The opportunity to further develop and influence the Credit Suisse risk management solutions on investment product and portfolio level - used in the context of investment suitability
The possibility to grow into a job profile which is supported by regulatory needs
A challenging position in an international and experienced team with investment management and client advisory expertise
Responsibility for the further development of quantitative risk management solutions on investment produ…
Tracing our roots to 1928, Wellington Management Company, LLP is one of the world's largest independent investment management firms. With US$904 billion in assets under management as of 30 June 2014, we serve as a trusted adviser to institutional clients and mutual fund sponsors in over 50 countries. Our innovative investment solutions are built on the strength of proprietary, independent research and span nearly all segments of the global capital markets, including equity, fixed income, multi-asse…
Global Financial Firm is looking for an experienced candidate to join their Model Control Group.
Products range from plain-vanilla to the most complex structured derivative transactions, secured financing transactions, CVA/DVA/FVA. The team leverages its diverse quantitative skill set and product expertise to act as a guardian and approver of valuation methodology. The group's key clients are senior trading management and senior Finance management.
The Model Control team certifies that the Position Valuation and Risk Models developed by s…
Quantitative Strategist, VP - Interest Rate and Credit Derivatives Modeling
We are seeking a VP to head a team of 5-7 quantitative analysts/financial engineers within a growing organization. This individual will be responsible for driving all analytical functions for the desk, including pricing, risk, methodology, and operations.
- Drive the development of pricing models for vanilla interest rate and credit derivatives.
- Enhance counterparty risk metrics for hedging and portfolio optimization.
- Establish, validate, and be accountable…
$175000 - $215000 per annum, Benefits: 75-100% bonus target
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
Quantitative Developer High Frequency Algorithmic Trading- Manhattan
Quantitative Developer – High Frequency Algorithmic Trading- Manhattan
My client, a leading Investment bank seeks a talented developer who wants to make the transition into algorithmic trading. The position is targeted for an associate level hire.
The successful candidate will have experience:
Developing Trading systems
Designing execution platforms
Idea generation for algorithmic strategies
Core Java programming
The position is geared for a two year associate w…
Quantitative Analyst- New York City- Urgent Hire A successful Hedge Fund seeks a junior quantitative analyst to their team.
Quantitative Analyst- New York City- Urgent Hire
A successful Hedge Fund seeks a junior quantitative analysis to their team.
This is an excellent opportunity to move into a growing desk and to work on portfolio strategy, backtesting new strategies. The role will have a focus mainly on statistical arbitrage strategy research, programming languages (primarily C++, Matlab, SQL) The role will be reporting directly to t…
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…
Quantitative Analyst- Algorithmic Execution Systematic Trading team A tier one Investment bank seeks an associate level quantitative analyst for their algorithmic execution team.
Quantitative Analyst- Algorithmic Execution – Systematic Trading team
A tier one Investment bank seeks an associate level quantitative analyst for their algorithmic execution team. This group is an integral part of the systematic trading team in New York and is part of a division wide expansion plan for 2013.
As an associate quantitative a…
A NY Property and Casualty Insurance company is looking for an experienced risk analyst to work as a bridge between the scenario generation and catastrophe risk modeling teams and senior risk management.
The role will be responsible for identifying, interpreting, analyzing and defining the risk in the firms P&C portfolio and presenting the results to senior management. Candidates must have a deep understanding of property and casualty products, strong analytical skills and superior presentation and communication skills. Candidates who hav…
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
Database/Technology Infrastructure team of a top NY based financial firm seeks a hands-on quantitative database/python developer.
The firm is building-out its risk technology and analytics effort for the valuation and risk management of the firm’s asset/liability portfolio which includes a wide variety of life insurance products, (annuities, guaranteed rate accounts (GICs) and stable value funds that are hedged with longer duration and inflation protected assets such as MBS, CMBS, Derivatives and other structured investments. The firm is …
My client is a major asset manager based on the west coast that is looking to bring on a quantitative risk analyst.
My client is a major asset management firm based on the west coast that is looking to bring on a quantitative risk analyst. The person in this role will be responsible for developing and implementing quantitative models across a suite of fixed income instruments. Additionally, the person in this role will be responsible for more pure risk management functions, such as ad-hoc analysis and communicating risk to the front offic…
$125000 - $150000 per annum, Benefits: Lucrative bonus and benefits package
Reporting to the SVP of Enterprise Shared Services, The Enterprise Information Architect will be responsible for the overall design of FTI enterprise information architecture and development of the organization's information sharing strategy.
Reporting to the SVP of Enterprise Shared Services, The Enterprise Information Architect will be responsible for the overall design of FTI enterprise information architecture and development of the organization's information sharing strategy. Our enterprise information management framework includes d…
San Mateo, CA, USA
Permanent, Full time
Franklin Templeton Investments
Posted on: 24 Oct 14