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Quantitative Developer Job
Quantitative DeveloperJob Requisition Number: 37059United StatesNew York – USAThe Role:We seek a strong Quantitative Developer for a team producing high quality, Financial Modeling software for the financial markets based in New York. We have a comprehensive and innovative product employing “cutting edge” solutions and technologies. The candidate will be working within a team of approximately 20 Quantitative Analyst and Computer Scientist professionals developing software libraries implementing numerical analysis applied to the valuation and risk management of derivative securities. The role demands Read more […]
Quantitative Risk Analyst
Responsibilities:Calculate Counterparty Exposure on derivative products across all markets/asset classes.Actively participate in further development of Counterparty Analytics tools infrastructure.Develop/create models/spreadsheets for exposure calculation.Advices on credit risk mitigation and explain counterparty risks to sales, trading credit risk management.Work on ancillary /adhoc projects to further global systematic calculation of derivatives’ counterparty risk risk management process.Requirements:Masters in a math finance/ Masters in quantitative discipline with Derivatives math knowledge Read more […]
Quantitative Researcher / Market Risk Factor
World Class hedge fund, headquartered in New York City, is seeking a Quantitative Researcher for their Portfolio Analytics and Risk Group. This role involves developing and enhancing multi-factor models as part of their risk attribution and portfolio optimization process. The incumbent will work on lifecycle of model development, as well as working closely with portfolio managers and researchers within the company, as well as on a market-related or systematic standpoint, the risk and return sources in fund equity attribution model.The ideal applicant will have the following skills and experience:PhD/MS Read more […]
PhD or Masters/ MSc level Quantitative Analyst for | C++ Options pricing on Cross-assets desk| London, UK.
JOB DESCRIPTION A tier one Investment Bank in London is looking to hire an exceptional Masters/ MSc or PhD level quantitative analyst for their cross-assets front-office derivative pricing team. Candidates will focus on the development implementation of exotic models within C++ for this cross-assets team whilst liaising regularly with local traders. This is an exceptional opportunity for any junior/entry level quants with impressive academia that are looking to break into the quantitative sphere.Location: London, UK. The role:Detailed review of front office pricing modelsDeveloping and Read more […]
Quantitative Analyst- Fixed Income Products- Asset Management
Quantitative Analyst- Fixed Income Products- Asset ManagementA global asset manager is expanding their fixed income team in New York. A period of sustained growth has put the group in full expansion mode and with expansion comes diversification. An opportunity exists for an experienced quantitative analyst to join a global team in one of the largest asset managers in the world. The successful candidate will be responsible for leading and expanding a fixed income platform, primarily within Bonds and CDS, as well as having the opportunity to expand further into new asset classes. Responsibilities:Development Read more […]
Quantitative Analyst
This prestigious Asset Manager is seeking an Analytics Quant/Quant Researcher to work within the PM Analytics Group in Portfolio Management. The successful candidate will report to the Global Head of Rates and FX Analytics. Responsibilities include:* Working with traders, portfolio managers and risk management on analysis, analytics support and functionality extensions.* Suggesting ways to present complex model information in a concise and effective manner to very intelligent and often strongly quantitative, but always very busy, ‘customers’ (traders, portfolio managers, etc).* Utilizing modelling Read more […]
Quantitative Risk Analyst | NYC/Chicago
Requirements: Candidate will be using mathematical and technical skills to provide quantitative analysis and support to senior management and other risk departments. Stress testing current models and identifying any potential risks that might affect the trading products. Developing risk management tools, including enhancing existing models and designing and implementing new models. Assist in identifying financial risk issues and providing solutions Library maintenance of models to support enterprise wide risk management. Benchmark and compare results of various techniques including historical simulations Read more […]
Senior Quantitative Developer (C++/C##/Excel/VBA)
Senior Quantitative Developer (C++/C#/Excel/VBA) – Front Office FX/Fixed Income / LondonGlobal Investment Bank, City of LondonCirca £90,000 plus bonus and benefitsMy client is a Leading Mid-Sized Global Investment Bank, operating in over 40 countries worldwide. The bank has a very successful and respected global FICC trading division, with a heavy focus on cutting edge technology. The team trades a broad variety of products, with a focus on credit, bonds and FX. Through continued growth of the London Front Office Quant Team, the firm is seeking to hire a senior quantitative developer to take Read more […]
Quantitative Researcher/Data Scientist
They have shown that keen insights and innovation are imperative for creating solutions to the problems faced when profitably trading the financial markets. Across the board their emphasis is on hiring exceptional talent and look for skilled individuals with a passion for turning gigantic data sets into tangible information. Several hires over the past two years have been from Google and Facebook’s analytics teams – attracted by the complex nature of the problems faced within finance, meritocratic culture, freedom to conduct independent research, similar working environments and vastly improved Read more […]
Flow Rates Quantitative Analyst
My client a Tier 1 Investment Bank is looking for a Fixed Income Quantitative Analyst to join it’s hybrids team focusing on Flow Rates.The successful candidate will be working very closely on the build out of a new rates analytics library. You will be fundamental in the design and implementation of an Excel front-end for a C++ derivative pricing library, you will provide pricing analytics globally for vanilla rates and provide technical support for the flow trading desks.As the successful candidate, you will be expected to have the following:- PhD/ High level degree in Mathematics, Read more […]