Risk Quant

A Global Commodity Trading Firm is hiring a Risk Quant to support the Energy Trading team in NYC. This hire needs to have some direct experience covering North American Power (any ISO) and/or Natural Gas markets. It's a growth role for a rising junior/mid level candidate, and a great opportunity to work with one of the most well established trading firms in...

Position: Financial Risk Quant AnalystLocation: Chicago, Illinois; Jersey City, New Jersey; New York, New YorkOverview:At Bank of America, our mission is to enhance financial well-being through meaningful connections. We prioritize Responsible Growth, which shapes our operations and our commitment to clients, colleagues, communities, and shareholders.We...

An elite Multi Strat Hedge Fund is hiring an Equity Risk Quant Researcher to join their team in New York.This team covers portfolio construction, hedging and optimization, risk factor model development, and factor research for fundamental equity investment teams. It is a broad mandate, but the overall mission of the group is to develop a quantitative...

An elite Multi Strat Hedge Fund is hiring an Equity Risk Quant Researcher to join their team in New York.This team covers portfolio construction, hedging and optimization, risk factor model development, and factor research for fundamental equity investment teams. It is a broad mandate, but the overall mission of the group is to develop a quantitative...

An elite Multi Strat Hedge Fund is hiring an Equity Risk Quant Researcher to join their team in New York.This team covers portfolio construction, hedging and optimization, risk factor model development, and factor research for fundamental equity investment teams. It is a broad mandate, but the overall mission of the group is to develop a quantitative...

Connecting Quants Program Job Description At Barclays, we’re committed to continuing to build a diverse, equitable, and inclusive workplace. We believe that when we make our organization inclusive and equitable, we can make the most of the different backgrounds, perspectives, and experiences of our colleagues and better serve our customers and clients. One...

A leading Multi-Manager Fund in NYC is actively seeking a Macro Quant Researcher to join one of their established Systematic PMs in NYC. The PM has cemented themselves as one of the top-performing within the fund over the last few years and is looking for someone who can assist with researching and implementing novel strategies within the macro space. The...

Job Title: Quant Risk ModelerLocation: New York (Onsite)Requirement:7-10 years’ experience in BFS analytics, with 5+ years’ experience in Risk and PPNR ModelingExperience working on CCAR PPNR models is preferred.5+ years’ hands-on experience on model development and validation using various statistical techniques including time series...

Description:Location - Charlotte or NYCWe need Data experts that have experience building out a data environment to be used by quant modelers. Need to be an expert at identifying appropriate sources for the data. Data will be in the following areas: Interest Rate Risk (IRR) space, Liquidity Risk, and LCR and treasury capital space, Balance Sheet Risk models...

Quant Analyst - XVA Analytics New York, NY Posted May 30, 2024 - Requisition No. 125694 Bloomberg’s Quantitative Analytics team is responsible for the design and implementation of modelling analytics that support client pricing and risk management solutions for financial products across the entire suite of Bloomberg products and services,...

Defi Quant Role – A Pioneering Opportunity in Decentralized FinanceA leading decentralized exchange, known for its innovative approach in offering unlimited leverage on any asset without liquidation, counterparty risk, or reliance on oracles, is currently on the lookout for a distinguished Defi Quant. This position offers a highly competitive compensation...

Defi Quant Role – A Pioneering Opportunity in Decentralized FinanceA leading decentralized exchange, known for its innovative approach in offering unlimited leverage on any asset without liquidation, counterparty risk, or reliance on oracles, is currently on the lookout for a distinguished Defi Quant. This position offers a highly competitive compensation...

Our Client's Automation & Analytics team consists of physicists and mathematicians who built their careers with major asset managers, hedge funds and broker dealers across Equities, Fixed Income and FX trading. They create advanced trading tools and to make the markets more efficient. The innovative decision support tools and state-of-the-art quantitative...

Job DescriptionJob DescriptionJob Title: Quant ModelerLocation: New York, NYJob Description:We are seeking an experienced Quant Modeler to join our team, specializing in the development of CCAR PPNR models, including interest, non-interest, income, and expense models. The ideal candidate will have a strong statistical background, extensive experience in time...

Job Purpose: The objective of this role is to assess, articulate, and elucidate the counterparty exposure associated with derivatives, thereby aiding the risk management and business decision-making processes. This will involve utilizing proprietary models and tools to compute counterparty credit exposure, such as Potential Future Exposure. The position will...

Role:-   Your role will involve using machine learning to implement quant trading strategies in the global equity markets .   Requirements:-     PhD from a  top tier university with a focus on Statistics / Applied Math / Computer Science / Machine Learning & AI / Engineering. Strong Python skills for conducting research Programmer with strong hands-on...

Role Overview: We are in search of a dedicated Quantitative Researcher/Trader to be our #2 Quant, playing an instrumental role in shaping the direction and success of our fund (6 year track record) This is a rare opportunity for mid level Quants to work alongside a seasoned fund manager, and former PM for 2 multi-billion dollar funds. Compensation includes...

Salary: Up to 200k base + bonus Location: New York or London Summary One of the world's largest hedge funds using innovative and cutting-edge technology, where data is fundamental to the investment process. Central Risk is a key initiative for the firm, and this Quant Developer role offers the opportunity to design and build a next-generation risk...

Salary: Up to 200k base + bonus Location: New York or London Summary One of the world's largest hedge funds using innovative and cutting-edge technology, where data is fundamental to the investment process. Central Risk is a key initiative for the firm, and this Quant Developer role offers the opportunity to design and build a next-generation risk...

Job DescriptionJob DescriptionRole Overview: We are in search of a dedicated Quantitative Researcher/Trader to be our #2 Quant, playing an instrumental role in shaping the direction and success of our fund (6 year track record) This is a rare opportunity for mid level Quants to work alongside a seasoned fund manager, and former PM for 2 multi-billion dollar...