Quantitative Analytics: currently 420 jobs.The latest job was posted on 01 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.
Exceptional PhD or postdoctoral researcher sought, with experience in a highly mathematical discipline from a world leading institution or research group.
My client is a quantitative driven hedge fund in London. Researchers within the fund develop investment ideas by finding patterns in large, noisy and rapidly changing real-world data sets, trying to extract underlying causes and effects. They apply scientific methods from diverse disciplines including Bayesian statistics, signal processing and machine learning. All of the res…
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…
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…
Hedge fund seeks new data-oriented members at both junior (0-2 years) and senior (3-5 years) levels to join its growing team. Our client manages billions of dollars of global investments and considers their cutting edge investment process and exceptional people to be their competitive advantage.
The Data Partner is part of a highly motivated, first-rate research team that is responsible for understanding, error-checking, and delivering the data necessary to drive the investment team’s decisions. As a Data Partner, you will serve as a li…
Excellent opportunity for an experienced analytics manager
At CommBank, we never lose sight of the role we play in other people's financial wellbeing.
Our focus is to help people and businesses move forward, to progress. To make the right financial decisions and achieve their dreams, targets and aspirations.
Each of us globally is dedicated to offering outstanding service, excellent advice and intuitive solutions to help our customers manage their finances in the ways they want to.
Regardless of where you work within our organisation, …
Our client manages billions of dollars of global investments and considers their cutting edge investment process and exceptional people to be their competitive advantage. They are seeking candidates who share their love of new ideas and passion for excellence.
A Portfolio Associate plays a vital role in the hedge fund’s investment engine. Some associates are responsible for the daily process of constructing our client portfolios and implementing investment ideas produced by our research department, performing analyses to ensure that each …
Growing group with management and fast-track promotion opportunities
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 multiple levels and have multiple openings, entry level, AVP, VP. This role can be located in either NYC, Boston, Birmi…
The candidate should demonstrate understanding of the financial markets and possess strong knowledge of time series analysis. Familiarity with dynamic programming and stochastic control theory, digital signal analysis and spectral methods is a plus; solid knowledge of linear algebra and numerical methods is required.
2-3+ years of relevant industry experience. An advanced degree in science or engineering.
Programming skills: Matlab, R, or Splus; C, C++, or Python; SQL database experience is highly desirable.
Market impact model…
We are an expanding, technology-driven proprietary trading firm based in the Lake Tahoe area. Started by leading industry experts, we are looking for a highly motivated, energetic individual to take the lead on our recruiting initiatives.
You will be responsible for proactively sourcing exceptional candidates, satisfying the firm's staffing needs as the company continues to grow exponentially
Identify and actively recruit qualified candidates using varied search processes
Maintain timely interviewing process and a high …
We are an expanding, technology-driven proprietary trading firm based in Lake Tahoe, San Francisco’s premier getaway destination. We are seeking a highly motivated and talented individual 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
C++ and object oriented programming
Parallel and concurrent p…
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…
My prestigious client is a successful global high-frequency algo-trading group that focus on Rates/Futures and an exciting role has come up in their Hong Kong office...
The successful candidate will be responsible for researching, designing, building and executing robust algorithms on high performance low latency systems. This dynamic role encompasses interaction with Traders, clients, developer and teams around the globe. This is very much a PnL impacting role and candidates will have the chance to work alongside some of the world’s lead…
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
Market Risk Business analyst with a strong knowledge on data modelling, stress testing and sensitivities.
Investment Banking experience.
Experience implementing systems used to calculate and report VaR, SVaR, CVA etc.
Extensive knowledge of risk technologies.
My client, a leading tier 1 Investment Bank has expressed an urgent requirement to seek out an experienced Business Analyst to provide assistance on their high profile Market Risk project, based within an area currently implementing massive transf…
quantitative, derivative, front office, investment bank, C++, build, model, C++, C#, derivative
Very unique opportunity to work within a growing Financial Services firm who deal with predominantly buy-side clients.
The firm are looking for Quantitative Analysts to build out their Analytics, focussing on the Fixed Income OTC derivative space. This will involve model development, green field work and implementation into their Java platform.
Quants will need to understand the models in a lot of detail, modelling and quant development tec…
We are partnering with a global investment bank who are seeking an AVP level Statistical Modeler to join their expanding team in New York. The team is responsible for the development, documentation and calibration of credit risk models in relation to regulatory requirements.
The AVP will develop credit risk models and manage the process via technical committees with key stakeholders. Post development, they will validate the performance and document new models for required standards.
Successful candidates with have a minimum of 3+ years o…
Senior 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 i…
Compensation: $120,000 - $165,000 plus bonus/great benefits
I have a hedge fund client looking to hire an experienced Quantitative Trader. Would consider multiple short term trading/product strategies. Must have a track record and be trading the strategy live in the market.
I have a hedge fund client looking to hire an experienced Quantitative Trader. Would consider multiple short term trading/product strategies. Must have a track record and be trading the strategy live in the market. Please contact me directly for more details: email@example.com; 515.963.0826
Oversee reviews and assessments of internally used statistical and mathematical models for business decision making. Contribute to analyses or studies on effects of different economic conditions on the company's products, assets, or investments. Collaborate on product development, risk management, financial management and capital market projects.
• Lead the analysis and assessment of both internal and vendor econometric and stochastic models used by the company to influence business decisions, assess risk and refine risk management polici…
Our client is a highly regarded asset manager who is seeking a bright and enthusiastic individual to join their growing Investment team.
The role sits in a growing global equity team which responsible for top-down and bottom-up analysis.
The main responsibilities include:
Analysing the macro and micro drivers of growth, value and quality stocks
Developing and maintaining financial models that will be a core input in the top-down and bottom-up equity process
Producing research to identify fundamental and technical drivers of countries and …
A global asset manager is seeking an experienced quantitative research analyst to join the multi asset business.
As part of the Investment Team, you will be responsible for developing and implementing research within Multi Asset portfolios
The key responsibilities include:
Providing quantitative research and development, investment solution design, portfolio construction and product analyses
Liaising with the product team to deliver investment message to clients
Working alongside Head of Investments to develop thought leadership, white pa…
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…
Top US financial services firm are looking to bring on MULTIPLE Quants into their Modelling and Model validation teams.
Our client is at the forefront of the Fixed Income markets and is looking to hire circa 6 people into their Quant divisions. These teams are highly quantitative and value strong econometric and statistical skills.
3 x Junior…
Washington D.C., DC, USA
Permanent, Full time
Selby Jennings QRF
Posted on: 30 Sep 14