Quantitative Analytics: currently 419 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.
A global Portfolio Valuations division is looking to bring on an Associate into the Equity team. This team offers exposure to vanilla & complex EQ products, and the opportunity to be very business-focussed by interacting with buy-side clients.
Executing quant & analytical development of EQ deriv capabilities for the firm.
Enhancing existing pricing models, reviewing and improving methodologies & outlining and testing new
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…
The objective is to expand MSCI Index offering to fixed income indexes. This is a business manager Global role, covering all regions, in the Index Global Business Management Unit, which is the unit in charge of the management of the MSCI Index business.
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.
Our client, a leading investment bank , currently seeks a Flow Rates Middle Office Supervisor, to be based in London
Our client, a leading investment bank , currently seeks a Flow Rates Middle Office Supervisor, to be based in London
The Flow Rates Middle Office Supervisor will be responsible for:
-Supervise x5 members of staff providing SME oversight to ensure all RTB functions are completed by COB
-Provide operational oversight of a combined trading and sales middle office
-Regional oversight of operations control and governance fra…
Senior Data Scientist for Risk Analytics H/F - 4 ans d'expérience (minimum) - Editeur de logiciels - Paris, France.
Huxley Banking & Financial Services, cabinet de recrutement international spécialisé sur les métiers de la finance de marché, recrute pour l'un de ses clients, une société informatique internationale spécialisée dans le développement de logiciels financiers, un « Senior Risk Analyst - Data Scientist » de 4 ans d'expérience minimum, capable d'implémenter des modèles de valorisation de produits dérivés et de concevoir des modè…
C++ Analytics Developer , Multithreading, OO Design and Patterns, Credit Risk, Risk Engine, Product Pricing and / or Quant experience, DataSynapse, Coherence,
The successful candidate will have a proven track record as a highly experienced C++ developer. They will have worked across full software lifecycle and are familiar with software design, implementation, testing and debugging techniques. A knowledge of Windows developing environment and Windows architecture is strongly preferred.
C++ development - specifically designing…
** Candidate with experience validating risk models needed for EMEA Investment Bank **
This candidate will be responsible for independently assessing the controls for the validation of risk models. You will join a well-respected team which is looking hire talented Quant Analysts. The business relies on sophisticated risk models for key decision making and control purposes.
Therefore the business is looking for the brightest candidates who can work proactively with the business to ensure rigorous controls are in place.
Our office in London is actively looking for an experienced Quantitative Researcher to join our trading team in London to conduct research for the purpose of modeling and forecasting financial data in order to build high frequency trading models.
Jump Trading is a globally-positioned, proprietary trading firm that remains on the cutting edge of algorithmic trading. We are a privately funded company and do not rely on outside investors or private equity. With offices in Chicago, London, Singapore and most recently New York, we trade across…
Leading Quant Trading Firm are looking to hire PhD Quant Analysts to work on the trading floor based on the East Coast.
As a quantitative analyst , you will be developing , testing and implementing highly complex pricing models and technical tools for the trading desk .You will participate in back-testing, where you will evaluate changes in market activity and differences in real-world behaviour and then and utilize this knowledge to continually recalibrate and improve the models and analytics. Your role will involve practical appl…
Leading Geneva based fund are looking to hire several junior PhD quantitative analysts to start work in 2014 . They are looking to add up to 2 fresh PhD students this year.
Your role will involve:-
Alpha research – understand varied and complex data sets, looking for ideas that can form future trading strategies or improve existing ones.
Operational – Get involved in the day-to-day quantitative operational tasks – risk management, portfolio construction, parameter changes, reacting to market events.
Strategic build – Improving and …
Bulge Bracket Investment Bank is looking for a Model Validation Quant to join their Cross-Asset team based in London.
Over the last year, the team has expanded rapidly and they are now looking to bring on an experienced candidate who will be able to hit the ground running and take on a great deal of responsibility from day one.
Sitting within the risk analytics team, you will take a lead role in the review/validation of all front office IR, FX and Commodities models.
You will work on:-
Validation of the pricing models dev…
Opportunity for experienced PhD Quantitative Researchers with at least 2 years of experience to join a world leading Quant-trading group that is focused on automated market making and high frequency systematic trading respectively.
The Quant trading group now has a huge capital base and offers an exciting opportunity for applicants with relevant experience. This position is based in London.
Your role will involve working in a cross asset statistical arbitrage team where you will be working on strategy research . As a researcher in …
Leading Prop Trading Firm are looking to hire an experienced FX Quant Trader to be based in New York or Chicago.
This role will be responsible to doing a mix of trading, research, and some development of trading strategies. The role will involve maintaining, improving and developing algorithmic market making capabilities within FX.
You will be building electronic trading, market-making, order routing and hedging systems for a broad range of products traded in FX.
3-8 years of HFT FX Quant trading experience to run a…
Global Hedge Fund is looking to hire medium frequency quant traders onto their prop desk based in London in the latter half of 2014.
You will work alongside recognized industry experts on all aspects of medium frequency electronic trading. They are looking for quant traders who can research, design and implement and run their own strategies. The main bulk of what this fund covers is high frequency prop trading but they are interested in expanding into the medium frequency space now. The infrastructure they have is second to none.
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 …
Incline Village, NV, USA
Permanent, Full time
Updated on: 30 Sep 14