Quantitative Analytics: currently 402 jobs.The latest job was posted on 23 Sep 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.
Independent Price Verification IPV Quant required at Leading Consultancy
You will join this Valuation Team within Risk and Regulation Advisory Services as a Quantitative Valuations Analyst. Covering All Asset Classes, you will provide quantitative support to Audit, including valuation of complex derivatives, model risk reviews. You will build pricing Models including IR, CD, Equity & Commodities for a host of Top Tier Investment Banks. You will develop internal model risk controls and benchmark best practice.
In this Quantitative Team you…
CVA Quantitative Analyst - urgently required at Global Financial Institution based in New York, USA
CVA Quant Analyst required at this leading financial Institution. You will require at least between 2 years CVA/Counterparty Analytics Modelling experience in a front office environment.
You will be responsible for development and implementation of Complex CVA Credit Value Adjustment Models, pricing CVA for derivatives and vanilla products. You will gain extensive exposure to IR and FX models , utilising your knowledge on American Montecarl…
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 …
Junior CVA Quantitative Analyst required at this Leading Investment Bank
My client is seeking a Junior CVA Quant Analyst to join the Front Office of this Global Investment Banking Giant.
You possess a fantastic academic record with a minimum of a MSc (preferably a PhD) in a Financial Mathematics or Physics discipline (or similar) at a Leading University.
You will Implement complex CVA Models, maintain and upgrade their Quant Analytics Library & provide key quantitative measures accross all asset classes to meet new regulators requirement…
Counterparty Credit Risk Quantitative Analyst required at this Leading Investment Bank
CCR Quant Analyst required at this Leading Investment Bank. You will be responsible for Modelling Counterparty Credit Exposure in their Credit Analytics department, combined with pricing of financial derivatives (e.g FX, IR Rates, Equity EQ, Credit, Commodities) Prototyping, backtesting and benchmarking of Models and addressing the Regulators in the context of Basel III. You will interact with various internal stakeholders such as Front office, Credit O…
Market Data Analyst- Market Data, Real Time, Financial Services, Collections Feeds £30,000-50,000 + Bonus and Benefits Package Central London Market Data Analyst - Market Data, Real Time, Feed Analyst, Collections Feeds, Real-Time, Financial Services, Banking.
Market Data Analyst- Market Data, Real Time, Financial Services, Collections Feeds
£30,000-50,000 + Bonus and Benefits Package
Market Data Analyst - Market Data, Real Time, Feed Analyst, Collections Feeds, Real-Time, Financial Services, Banking, Data Normalization …
GBP30000 - GBP50000 per annum + Bonus and Benefits Package
Global Financial firm is looking to add an analyst responsible for Data Analytics and Metrics reporting.
The ideal candidate will possess strong leadership, communication, project management skills, and a thorough understanding of applied statistics - using SAS as the primary analysis tool. Candidate must be a team player and possess significant hands on experience managing and conducting complex analyses with proven ability to influence people across all levels of the organization.
• Perform various analyses r…
C++ Quantitative Developer - Tier 1 Investment bank - London I am working with a Tier 1 Investment bank in London who are specifically looking for an expert senior C++ Quantitative developer to join their Global Quantitative Analytics team.
C++ Quantitative developer – Tier 1 Investment bank - London
I am working with a Tier 1 Investment bank in London who are specifically looking for an expert senior C++ Quantitative developer to join their Global Quantitative Analytics team. The group work across all asset classes (Interest Rates, Equi…
£100000 - £130000 per annum, Benefits: Discretionary/Performance related
This is an opportunity to join a very successful hedge fund specialized in quantitative trading and alternative investments. The ideal candidate should possess excellent C++ programming skills as well as keen interests in trading and operational issues.
Duties will consist of:
Create software for back testing research, live trading applications, and interface using vendors’ APIs
Assist with analysis, programming, and maintenance of real-time trading systems
Analyze and debug system problems
Must have experience with real time, multithrea…
Our client, a large banking organisation is looking for two strong candidates to join a risk modelling team. The roles can be based out of Cardiff or Stockport offices.
Senior Manager within Risk Modelling.The main purpose of the role will be to support the Senior Manager, Risk Modelling in relation to key project activities that need to be undertaken due to the change in regulator for consumer credit activity.
The key roles and responsibilities are as follows:
- To review FCA handbook and other publications and establish which are rele…
We are currently seeking a Quantitative Analyst to join our Portfolio Management Analytics (PMA) Validation team in Budapest, Hungary.
ABOUT MSCI Inc.
MSCI Inc. is a leading provider of investment decision support tools to investors globally, including asset managers, banks, hedge funds and pension funds. MSCI products and services include indexes, portfolio risk and performance analytics, and ESG data and research.
The company’s flagship product offerings are: the MSCI indexes with approximately USD 8 trillion estimated to be benchmarked…
PhD C++/Python Quantitative Developer/Data Scientist
Green-Field Trading Desk - Boutique Market Making Desk
Compensation: $120,000 - $165,000 plus bonus/great benefits
My client is a fast growing, boutique Market Making Firm with less than 100 employees globally. The firm was established circa five years ago and is now a firm leader in the derivatives market making and arbitrage space. The company was established in Chica…
Compensation: $120,000 - $165,000 plus bonus/great benefits
Morgan Stanley is a leading global financial services firm providing a wide range of investment banking, securities, investment management and wealth management services. The Firm's employees serve clients worldwide including corporations, governments and individuals from more than 1,200 offices in 43 countries.
As a market leader, the talent and passion of our people is critical to our success. Together, we share a common set of values rooted in integrity, excellence and strong team ethic…
Eine herausfordernde und vielseitige Controlling/Financial Analyst-Funktion mit Fokus auf einen erfolgreichen Emerging Market
Einbindung in ein professionelles, internationales Team und Zusammenarbeit mit diversen Fachbereichen der Credit Suisse Group
Konzeptionelle Aufarbeitung komplexer Fragestellungen und Erarbeitung/Implementation adäquater Lösungen
Opportunität Führungsverantwortung zu übernehmen
Unterstützung oder Leitung von Finanzprojekten zur Erhöhung der Transparenz und
My Client has an expanding Quant team covering Wholesale Credit Risk Modelling and is looking to take on candidates across various levels.
The team mandate is the development and maintenance of the Bank's models for assessing PDs, LGD and EAD and associated credit portfolio models for both Investment Banking and Corporate portfolios. The team is responsible for both modelling and development of appropriate Credit Risk models.
The successful candidate will have:
PhD or equivalent in Finance, Economics, Statistics or Econometrics.
Please quote the reference (ref: EF/RM/GRM) in the application.
Review and update operational risk management policies. Ensure the Group risk policies and practices are in full compliance with the regulatory requirements
Review operational risk incidents reports. Liaise with relevant parties to ensure that errors are rectified and effective controls are put in place to mitigate similar risks in future
Liaise with all departments to develop business continuity plans and conduct regular BCP drill exercises, and update the Group mas…
We provide attractive remuneration package and fringe benefits for the right candidate.
The Company: Our client is a boutique wealth management company, highly recognised and fantastic reputation. Seeking a Senior Collectives Investment Research professional.
The Senior Collectives Research Analyst will provide global analysis for the front office investment managers and their private clients. The individual will be highly experienced in doing the investment research themselves and working closely with the CIO, operating at a senior level. The role will be very autonomous.
The Investment Research professional wil…
Awalee Consulting est une société de conseil spécialisée dans les métiers de la Finance de marché, et qui intervient plus particulièrement dans les univers risque et front office. Nous recherchons des QUANT...
Dans le cadre de notre développement, nous recherchons des consultants désirant évoluer dans un environnement dynamique et collaboratif, et souhaitant s’investir dans des projets à forte valeur ajoutée au cœur des plus grandes BFI de la place.
Au sein d’une grande banque d’investissement, vous serez intégré au sein des éq…
If interested, please email resume to firstname.lastname@example.org
Premier Investment Management firm is seeking an IT Strategy Manager to work with the Fixed Income team developing a technology strategy that supports new business goals. This system is a highly complex technical environment and plays a critical role in ensuring flawless execution on the trading front. You will have the ability to provide thought leadership, or enhanced capabilities by leveraging knowledge and experience within IT architecture and strategy.
I am working directly with the hiring manager of a global industry leading firm on an important and highly visible CMBS Analyst/Modeling opportunity. If interested, please email resumes to email@example.com
Responsible for all phases of product, including collateral, maintenance of models, reverse engineering and interaction with underwriters, issuers, trustees and product developers.
Actively work with CMBS issuers, investors, trustees and servicers to create and maintain complex financial models which become part of …
Our investment Bank client is looking for a Senior Credit Risk Quantitative Analyst or Manager with Stress Testing expertise to manage a Quant team within Wholesale Credit Portfolio Management (10 FTE’s). Based in Melbourne Australia. The client will sponsor and relocate the right person.
Portfolios are multi-geography and covers Asia Pacific (some exposures in Europe and US). It covers the full scope of Basel 2 models (PD, LGD and EAD) and the full range of portfolios (from country, sovereign, Large Corporate, MMEs, SMEs, Private Banking…
My successful, global client is looking for a PhD level quant to join their team with a cross-asset coverage.
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 h…
ITS City is seeking eFX quant analyst to join a prestigious high frequency quant trading group at a tier 1 Investment Bank
Your experience can be in high frequency FX spot only, or if it extends to FX options then that is a distinct advantage.
You must have:
Solid numerical educational background from a top University with a DEA/PhD
Minimum of 1 years commercial experience of working in a HFT, eFX group as a quant analyst
Position can hire up to SVP level, so there is scope for a senior hire
An intuitive mind, coupled with excellent produ…
Reporting to Singapore Chief Risk Officer and managing a team, you will perform ALM function, measure and monitor liquidity risk, interest rate risk and foreign exchange risk of the Banking book of the Branch.
• Major Regional Bank
• High Growth Phase
• Asset Liability Management
This premier bank has clear growth strategy for the region. It is recruiting a dynamic Singapore Head of Risk Management, Non-Traded for its growing business in Singapore.
Reporting to Singapore Chief Risk Officer and managing a team, you will perform the ALM fu…