Quantitative Analytics: currently 382 jobs.The latest job was posted on 31 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.
Senior Quantitative Consultant – Global Finance Technology company, Beijing
It is a Global finance technology company based in North America; it is the established leader for financial derivatives analytics. Their clients are leading investment banks, asset managers and hedge funds globally.
As the business is growing very fast in Asia, now they are looking forward to a Senior Quantitative Consultant in China. You will be responsible for providing quantitative pre-sales and post-sales support to customers and partners in Asia. Provide sol…
The role will focus on Risk within Asset Management by working closely with senior management across different business lines to develop the risk management systems.
One of China’s Big Four Banks is looking for a Vice President – Risk. The Bank has over 20,000 branches across Asia Pacific, US and Europe and is known for their top-quality professionals, strong governance structure and sound management. Through solid capital strength and extensive distribution, it delivers excellent financial services to Retail and Corporate Banking clients…
Skillsforce is collaborating with our client in search of a well versed Fund Advisor in Private Banking.
The candidate should ideally have experience in quantitative finance, demonstrated experience working on projects, have experience in handling large data sets, and perform statistical and financial research on mutual funds and ETFs
Utilizes knowledge of finance and investment concepts to provide RMs with a platform of traditional investment opportunities
Primary functions include conducting quantitative and qualitative due diligence, i…
We have immediate openings for candidates with solid quantitative and problem solving skills in the Product Management, Financial Engineering Team. Our goal is to manage and maintain ownership in Misys product’s pricing, risk management, methodology and quantitative aspects in Capital Markets.
Design, specify and test pricing models and methods for pricing, hedging and risk management applications
Perform Quantitative and analytical analysis
Serve as internal expert and provide support on math, statistics and quantitative…
Our client is a Top Tier bank and due to expansion is seeking to recruit an AVP in IPV Valuations across all asset classes. Key skills: Valuation, IPV, Credit, Quant, methodology.
The primary function of the role is to manage ongoing valuation risk within the regional Fixed Income and Currencies business, providing robust challenge to front office marking practices, ensuring transparency of valuation risks to senior management, and ensuring integrity of valuation and financial reporting. The function itself ensures integrity…
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
Senior Quantitative Risk Analyst, Fixed Income-Boston, MA
A global bank in Boston is looking to hire a senior quantitative risk analyst to join the Global Treasury department. Your primary function in this role will be to support and enhance the quant analyses around the bank's fixed income risk management approach.
The risk management efforts within Global Treasury focus on the research, development, and upkeep of quantitative models and tools, spanning various treasury risk disciplines, that contribute to the firm's risk oversight and d…
USD125000 - USD160000 per annum + bonus and benefits
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.
My client is a new firm that has already begun to generate excellent returns. They're at the start of their growth curve so it is the opportune time to join. My client spun-out of a very well reputed firm and have been growing ever since.
There is little red-tape and no legacy systems to be concerned with. The nature of the firm/work is very bespoke with a greenfield feel to their projects.
They are looking for excellent Quants/Quant Devs with excellent Options Pricing/Modelling skills. Candidates should have a Tier 1 education and may co…
My client is a niche team of Machine Learners/Statisticians who work in a Research orientated team. They work on extremely large, noisy data sets with the task of extracting business useful information that is helping shape the current and future state of the whole company.
The team I am working with are supported by the whole company and apply a variety of techniques to improve the performance of the firm, optimise profits and help C-level management make informed statistically significant decisions.
Candidates will ideally have a PhD/DP…
Pension Fund Manager is seeking a Senior Market Risk Manager to report into the CRO and Head of Financial Risk Management. The successful candidate will work on a Risk Framework review initially and will work closely with the fund managers.
My client, a Pension Fund Manager has a requirement for a Senior Market Risk Manager to join the firm.
Lead market risk and the associated engagement with the Investment team and the fund managers.
From a market risk perspective, authorise and monitor on an on-going basis all market risk aspects of th…
Excellent opportunity to join a Tier 1 Investment Bank based in Canary Wharf. The opportunity is an Equity Derivatives Valuations Manager operating on a Global scale with the opportunity to build a team.
The Equity Valuation Control team is a specialist team within Product Control responsible for independent valuations, model verification and regulatory reporting. The team covers four major divisions including Cash Equity, Strategic Market Making, Prime Services and Equity Derivatives. The role is focused on managing the Valuation Govern…
We're currently looking for an Algorithmic Execution Quantitative Analyst.
• A few years working on the execution desk with experience developing trading algos.
Provide general technical support for quantitative research and trading, especially in the development of execution algorithms for US and global equities.
• Must have strong programming skills (C++/Unix)
• Prefer PhD, but will consider a MS in Math, Finance, or Computer Science
Looking for a Quantitative Developer who will employ a variety of mathematical, programming and analytical skills in performing data analysis and quantitative model implementation. The ideal candidate will be a strong programmer first with a reasonable comfort level understanding and implementing advanced mathematical algorithms second.
The primary purpose for the position is to assist senior quantitative analysts in implementing new projects and supporting existing applications within a high-frequency, proprietary trading system.
Quantitative Trading firm seeks Quantitative developer who will employ a variety of mathematical, programming and analytical skills in performing data analysis, mathematical research and quantitative model implementation. The primary purpose for the position is to assist senior quantitative traders in implementing a variety of projects.
Knowledge of statistics, options/derivatives and options pricing models
Strong C++/STL programming (Linux environment) a must.
Experience with SQL and Excel.
Expertise with C#, tbb and optimization involvi…
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…
Head of Counterparty Credit Risk Quantitative Analytics required at this leading Investment Bank
CCR Quant Analytics Head required at Leading Investment Bank. You will be in charge of a small team of Quants.
Your key responsibilities will include CCR Quant Modelling, CVA Model Validation, PFE Credit Exposure Quantification and the maintenance of their IRC Incremental Risk Charge model.
You possess thorough knowledge of Counterparty Credit Risk Models functionality and ideally have an understanding of Collateral Agreements, Default process…
Capital Management CVA Quantitative Analyst based in Zurich
Credit Value Adjustment,Capital Management Quant Analysts required at this Global Investment Banking giant.
You will join the Front Office CVA Analytics team to supporting the XVA Trading Team including FX & Equity.
You will be responsible for the Risk Control Function including FX Modelling & Basel II Basel III regulations, Regulatory Analytics, document review of Collateral Agreements and their Model impact on the Library.
Ideally you will have a background in FX from a Front …
C++ C# Quantitative Developer Contracting required at this leading Bank
C++ C# Quant Developer urgently required at this Top Investment Bank based in London. You will join the CVA Quantitative Analytical team.
You will design, architect and build the framework and be responsible for building out the new CVA Models within the Quantitative Analytics Library
Possessing key library development expertise, pricing in any Asset Class, ie Credit Derivatives. Equity, Equity, Interest Rates, IR, FX, Fixed Income, CVA, FVA etc plus previous refactor…
This Global Investment Bank seeks to recruit a Model Validation Quant in Hong Kong or Singapore. You will review derivative pricing models used by front office (Risk and P&L computation) and provide assistance on all model related issues!
Leading Global Investment Bank, Hong Kong or Singapore
Conduct model validation of relevant instruments
Liaise with quant developers to facilitate speedy approval of new models
Assist market risk on trade approvals and finance on price verification methodologies
S&P Credit Ratings Excellence Development (CRED) Programme
The S&P Credit Ratings Excellence Development (CRED) Program is a three-year training & development program commencing in August 2015. The Program seeks to attract high achievers from a diverse pool of undergraduate institutions. Participants will be expected to work well within a team and demonstrate exceptional learning agility, creativity, and problem solving ability.
Credit Risk Manager - "Credit Risk", "Investment Risk", Credit, Liquidity, reinsurance, Insurance, Actuarial, Quantitative
Credit Risk Manager - Our Financial Services client in London is looking for a Credit Risk expert from an Insurance background to work closely with the Head of Investment and Solvency Risk. The successful candidate will establish the vision and direction of the Investment Risk function, acting as …
Do you see yourself doing more than a Graduate Programme? Making a choice than opens you up to many more opportunities? Challenging what’s gone before to shape the future of global banking?
Then you see yourself joining us here, where the doors are open year round to new opportunities and the talented people needed to realise them.
Here at Societe Generale, we offer many more routes to success than the traditional Graduate training programmes. Our opportunities are available all year round. They are flexible and unlimited. You won’t be a…
HSBC is one of the largest and most trusted banking and financial services organisations in the world.
With an international network extending to 6,300 offices in 75 countries and territories, we combine in-depth local knowledge with unmatched global reach to provide a comprehensive range of services to millions of customers.
We currently have a number of exciting new analyst opportunities available across our Global Investment Banking business, assisting with the origination and execution of corporate advisory and capital raising transac…
London, England, United Kingdom
Permanent, Full time
Updated on: 30 Oct 14