Quantitative Analytics: currently 615 jobs.The latest job was posted on 27 Feb 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.
Boston Investment Firm is seeking a Quantitative Developer.
Quantitative Developer will work closely with portfolio managers and operations staff to build applications and quantitative data analysis tools in Java, R and SQL.
Bachelor degree or higher in Computer Science
4+ years professional software development experience
3+ years professional Java programming experience
2+ years professional SQL experience
It’s what drives us. More than a claim, this describes the way we do business. We’re committed to being the best financial services provider in the world, balancing passion with precision to deliver superior solutions for our clients. This is made possible by our people: agile minds, able to see beyond the obvious and act effectively in an ever-changing global business landscape. As you’ll discover, our culture supports this. Diverse, international and shaped by a variety of different perspectives, we’re driven by a …
Data scientist who uses a wide range of machine learning, analytical, visualization and programming tools to uncover financial signals in structured and unstructured data sets.
Solutions oriented, goal driven analytical person who likes to work on teams and get things done.
Strong analytical background in mathematics statistics and machine learning
Ability to understand and discover new insights in large structured and unstructured data sets
Proficiency in SQL,…
I have a number of exciting opportunities with Tier One Investment Banks for talented Risk Managers looking for a role with obvious career progression and exposure to senior stakeholders.
These roles involve applying key risk metrics to some of the largest and most complex derivative portfolios worldwide. Candidates will be expected to be able to explain portfolio shifts with clarity and accuracy to senior stakeholders looking for a more substantial explanation of the potential risks to the bank's capital position. Candidates will be expe…
+++ High Calibre Quantitative Analyst - Statistical Focus +++
My client - a Tier One Investment Bank - is looking for high calibre Quantitative Analysts to join their Front Office Statistical Modelling team. The team have a variety of responsibilities, but predominantly, their role is to contribute to the research and development of cross functional analytics and models for implementation across the bank.
The team present their findings to various stakeholders throughout the bank - so candidates are expected to bring both technical and so…
Energy Economist – Top-Tier Management Consultancy based in Central London - £60,000-£80,000
The UK’s most aggressively growing Management Consultancy is looking to bring in a talented Energy Economist with a demonstrable Project Management experience to support a very strong project pipeline and very ambitious growth strategy with the UK and European Energy market.
With an industry-renowned internal culture of highly professional, ambitious and dynamic Consultants, this Energy and Utilities practice has gone from strength to strength ove…
My client, a Tier One Investment Bank, is looking for a quantitatively focused risk manager to come and lead the development of a stress testing methodology across business areas.
With changes in market and counterparty credit regulation, it can be seen that there are overlapping themes which will need to be managed in a consistent way. Regulatory stress testing is now central to the way that the banks are and will be assessed. The development of stress test methodology needs to be done in a coherent way across the Traded Risk portfolio.
Our client is a Tier 1 Investment Bank , currently they seek to add Credit Risk Manager to their Risk team, based in Zurich.
Leadership of the team responsible for development and maintenance of the stress testing engine including periodic production of stress reports
The challenge to drive methodological developments of the stress testing framework and communicate the results effectively into the organization
Interaction with regulators, internal & external audit and senior CRM management
Co-ordination of a wide ran…
Fantastic opportunity for a PhD graduate to join Citi as a Data Scientist working across the Front Office function with a focus on large data set analytics.
* Cross asset eTrading data analysis
Each ICG business has developed electronic and automated trading systems. These systems span a wide range of different trade frequency, volume and product liquidity. Each system stores large amount of tick-by-tick price and trade data, which the teams have leveraged to develop product specific systems.
My Client a leading Financial Institution (London) is looking for a Market Risk Analyst to join their traded Equities department.
The successful applicant will have the opportunity to be part of the market risk team for Equities with additional credit risk elements to the role; such as exposure management and default management. The candidate will get the opportunity to review and set policies, use pricing and margin models, curve building methodologies, review stress scenarios, back-testing of algorithms and compare portfolios against ri…
Opportunity to work for an established fund of hedge fund business as a risk analyst. Centred around improving and developing an existing risk platform so as to be able to concentrate more at the fund level and work alongside the front office.
Preparation and analysis of monthly portfolio risk reports and portfolio risk exposures
Assess currently invested underlying managers risk exposures and analyse realized performance relative to simulated expected returns
Support the investment team in analysing…
An exciting opportunity has arisen with a leading financial institution for a role in the Benchmark and Index Control Methodology Team. This is a challenging role, which involves providing insight, surveillance and deep understanding of the data underpinning the Bank’s participation in benchmarks and indices.
Providing quantitative and qualitative reviews of the benchmark and index determination methods of the Front Office
Validating the determination methods for their compliance with the relevant internal and e…
A leading Proprietary Trading firm in downtown Chicago is looking to hire an experienced Researcher for their newly created Fixed Income team.
Applied Researcher - Proprietary Trading, Chicago
A leading Proprietary Trading firm in downtown Chicago is looking to hire an experienced Researcher for their newly created Fixed Income team. In this role you would be responsible for conducting extensive research and statistical analysis to contribute towards the development and improvement of algorithmic trading strategies. You will collaborate w…
My client is a well known global bank with a major presence in London.
The role sits within Market Risk Methodology and it's focused on developing portfolio risk models required by FRTB.
You need to be educated to MSc level as a minimum and be able to demonstrate knowledge of the regulations from Basel II, Basel II.5 and FRTB.
Strong communication, programming and mathematical skills are required.
A global U.S investment Bank is proactively seeking to hire an analyst/associate level pricing quant for their exotic equity team in London. This is an expansion hire for the group following another profitable quarter.
A global U.S investment Bank is proactively seeking to hire an analyst/associate level pricing quant for their exotic equity team in London. This is an expansion hire for the group following another profitable quarter. Those successful will be building derivative pricing models, creating prototypes & enhanc…
A globally leading buyside firm in New York is proactively looking to hire an experienced equity quant to their multi-asset derivatives team. The desk covers a wide variety of exotic derivative products, modeling within C++.
A globally leading buyside firm in New York is proactively looking to hire an experienced equity quant to their multi-asset derivatives team. The desk covers a wide variety of exotic derivative products, modeling within C++. A strong background in stochastic processes & complex equity modelling are es…
Leading US Financial Institution – Credit Risk Management – Director- Credit Risk/ Credit/ Compliance/ Regulatory
Director in Credit Risk, leading a team responsible for Credit Loss Forecasting, PPNR and Economic Capital Modeling.
This leading financial institution is expanding its Credit Risk Team and is looking to add a leader in Risk Management who is an experienced modeller and has comprehensive regulatory knowledge. The most successful candidate will lead a team of PhDs and MS quants through a comprehensive …
Up to $210,000 Base (Depending on experience)+ Competitive bonus and COMPLETE relocation
Credit Risk, Risk Reporting, Economic Capital, Credit Default, Wholesale Risk Analytics – Leading Global Financial Institution – Risk Management – Senior Vice President of Risk Reporting
As an expansion growth hire, this financial institution is seeking a leader risk reporting that can work seamlessly with directors from the front, middle and back office. In addition to having extensive experience in the financial services industry, we are searching for a candidate with both outstanding interpersonal skills and management…
Up to $200,000 base (DOE) + 20-30% Bonus + Full Relocation
A globally leading Asset Management firm in London is proactively seeking to add a Senior Associate – VP level Quant strat to their growing credit quant team. The team covers Emerging Markets & Hybrid derivative projects within a C++/Python environment.
A globally leading Asset Management firm in London is proactively seeking to add a Senior Associate – VP level Quant strat to their growing credit quant team. The team covers Emerging Markets & Hybrid derivative projects within a C++/Python environment. This is an exciting…
Our client, a market leading global hedge fund, is seeking an exceptional and experienced Algorithmic Trading Developer to join the Global Trading Technology team.
Our client, a market leading global hedge fund, is seeking an exceptional and experienced Algorithmic Trading Developer to join the Global Trading Technology team. The candidate will focus their attentions on providing clients with exceptional order execution, minimizing market impact and risk exposure, trading strategies and smart order routing.
We are looking for an…
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…
A leading quant driven asset manager is seeking to expand its systematic trend following research team with a mid to senior level hire.
A leading UK asset manager specialising in systematic trading is actively seeking a mid to senior level CTA quant researcher to join its highly regarded research team. The team is responsible for idea generation, research back testing and implementation of systematic trading strategies.
The individual will be tasked with research, designing and developing systematic trend following strat…
Credit Portfolio Analytics - Quant Analyst based in the Front Office of this Leading Investment Bank
Our client a large Investment Bank requires 1 Quantitative Analyst at Associate too AVP Level
The team provides tailored solutions & advice across their Portfolio Management Unit, maximising economic profit, improving portfolio value and liquidity, risk measurement, portfolio modelling and portfolio management and optimisation activities. You will provide loan fair valuation, intrinsic value , risk adjusted return , portfolio transfer pric…
Quant Developer with Replacement Trade Language expertise urgently required for a rolling 6 month Contract.
My Client a Top Investment Bank is seeking a very strong Quantitative Development expert to join their Front Office XVA Quant Analytics Team.
You will work on a number of challenging projects, enhancing the analytics library within the context of Distributed Monte Carlo Computation, enabling improved time to market of new models and measures with demonstrable experience with either vendor e.g Datasynapse, Platform symphony or in hou…
Upto £680 per day
London, England, United Kingdom
Contract, Full time
Posted on: 27 Feb 15