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Portfolio Analytics Manager
The Portfolio Management group within this top tier UK corporate bank requires an experienced quantitative analyst to help develop the business’ analytic capabilities when making strategic credit decisions. This involves development of a suite of tools to understand, optimise and monitor the bank’s asset portfolio. More specifically you will drive better understanding of how credit risk modelling impacts economic capital calculations, develop the use stress testing in sectoral reviews, improving the efficiency of pricing and capital allocation. Candidates need expert knowledge in economic Read more […]
PhD/MSc (Ivy League) Analyst – Associate Level Quantitative Research, Desk Quant – Tier One Investment Bank
JOB DESCRIPTION A leading tier one investment bank in New York is looking to bring onboard an exceptional PhD or Master’s level Quant within their front office analytics division. Candidates with less than 2 years’ experience are of particular preference. This is an exceptional opportunity for any junior/entry level quants with impressive academia that are looking to break into the quantitative sphere. Location: New York, USA The role: Detailed review of front office pricing models Developing and implementing derivatives pricing models Chance to work on a variety of complex models Working Read more […]
Commodities Market Risk – Leading Commodities Institution – Energy, Metals and Agriculture Products – Quantitative Analysis
JOB DESCRIPTION The role: Risk modelling for energy, metals and agricultural products Develop and build quantitative risk models from scratch, while enhancing current models Working closing with originators for risk/return optimization profiles Create and develop portfolio management tools, risk metrics and quantitative analytics Support daily trading platform and senior commodities originators Requirements: 2-4 years of relevant experience in market risk modeling in the commodities space Programming knowledge in R, C#,VBA, SAS, SQL Excellent quantitative skills and academics from ivy league Read more […]
Quantitative Trading Strategy Team Lead-Boston,MA
One of the top hedge funds in Boston is looking to add a skilled quantitative algorithmic trading strategist to its trade strategy team. In this role, you will work closely with the portfolio managers and traders and be responsible for the research and development of the quantitative trading strategies that will be used across the entire firm. You will be in charge of the research and development of pre-trade and post-trade analytics models and will collaborate with other thought leaders in the firm to help design the strategy behind trade monitoring tools. Additionally, the person in this role Read more […]
Senior Quantitative Risk Management Associate
The Senior Quantitative Risk Associate will be responsible for developing Risk/Pricing Models that evaluate counterparty exposures to the Clearing House. These include models related to Pricing, Value-at-Risk, Stress Testing, Liquidity, Regulatory Capital, and also developing tools for Portfolio Analytics (Sensitivities, Risk Reports, Margin Coverage, etc.). This senior associate will also work to develop strategies to perform back-testing to ensure the adequacy of margin coverage and model assumptions. In terms of the asset classes, this role would fit someone with at least 4+ years’ of risk or Read more […]
Client Analytics Vice President
BlackRock Solutions (BRS) supports the investment process through the development, deployment and support of our enterprise investment management platform (Aladdin®), which is utilized by executives, portfolio management, risk management, and operations teams. BRS provides strategic advisory and enterprise investment system services for our clients with portfolios totaling over $13 trillion. Our diverse client base is internal and external. Internally, we provide the technical and analytical support to BlackRocks’ portfolio managers. Our external coverage includes portfolio managers, Read more […]
Equity Derivatives/Fixed Income Rates Quantitative Developer (VP) -Investment Bank
Responsibilities: To comprehend quantitative frameworks and apply the models to their trading activities Contribute actively to the quantitative team in developing trading applications, models, and frameworks Provide on-going support to the Asia Pacific team in identifying creative solutions to quantitative challenges Work within the analytics library to implement necessary modifications and extensions Build and maintain Asian databases for model back-testing Design and backtest forecasting models and trading strategies Develop pricing model using C++ Calibrate and forecast volatility and correlations Read more […]
Deloitte, Senior Manager, Data Analytics, Forensic Technology
Role descriptionThis is your opportunity to join Deloitte’s growing Forensic Technology team. This team is a national practice dealing with a variety of global fraud, corruption and regulatory investigations. The Forensic Analytics team is a global group of specialists that can help capture, manage and analyse large and disparate data sets in order to support commercial investigations and complex litigation. We combine our forensic accounting and investigative skills with state of the art computer labs, cutting-edge technology and advanced data analytics to offer innovative solutions to our clients’ Read more […]
PhD/MSc Quantitative Researcher – Globally Leading, Multi-strategy Hedge Fund
JOB DESCRIPTION A globally leading multi-strategy hedge fund is looking to hire a number of exceptional quantitative researchers to join their newly formed Bangkok office in Thailand. Candidates will partake in high-level analytical research of financial markets large data sets to help develop trading strategies on behalf of portfolio managers. Candidates must have a clearly strong interest in financial markets with exceptional academia to match. This is an unparalleled opportunity for any junior/entry level quants with impressive academia that are looking to break into the quantitative sphere. Read more […]
Bloomberg Quantitative Researcher
Bloomberg Quantitative ResearcherJob Requisition Number: 38357United StatesNew York – USAThe Role:The Quantitative Researcher will report to Bruno Dupire and will be responsible for innovative research across many disciplines including: derivatives, electronic trading, asset allocation, forecasting methods, and visualization tools. The individual will focus heavily on financial modeling and prototyping.Qualifications:- Strong knowledge of statistics and derivatives.- Strong knowledge of stochastic calculus and numerical methods.- Experience with Matlab programming and Python programming.- Masters Read more […]