Chicago Financial Search, Inc. | Quantitative Modeler

Quantitative Modeler / Data EngineerNew York, New York – Hybrid – 4 Days Onsite and 1 Day OffsiteAbout The Role:10 Billion AUM Hedge Fund, we are committed to developing state of the art models and technology, driving our investment and risk management decision making processes. This platform is driven by cutting-edge, cloud-based data & ML solutions. We...

We are looking for an exceptionally skilled Quantitative Developer to join our Chicago team. In this role, you’ll leverage your technical expertise and market knowledge to drive the development and optimization of cutting-edge trading strategies. This position offers a dynamic, fast-paced environment, where you’ll collaborate closely with quants,...

We are looking for an exceptionally skilled Quantitative Developer to join our Chicago team. In this role, you’ll leverage your technical expertise and market knowledge to drive the development and optimization of cutting-edge trading strategies. This position offers a dynamic, fast-paced environment, where you’ll collaborate closely with quants,...

We are looking for an exceptionally skilled Quantitative Developer to join our Chicago team. In this role, you’ll leverage your technical expertise and market knowledge to drive the development and optimization of cutting-edge trading strategies. This position offers a dynamic, fast-paced environment, where you’ll collaborate closely with quants,...

Job SummaryDV Trading, a leading financial services firm headquartered in Chicago, is seeking a highly skilled Quantitative Developer Specialist. As a key member of our team, you will be responsible for developing advanced pricing models and risk management strategies for commodities.We are offering a competitive salary of $160,000-$200,000 (USD) +...

The Quantitative Financial Analyst 2 is a key member of the Treasury team, advancing Flagstar’s understanding of its customers, balance sheet, and risk exposures. The Analyst uses advanced quantitative and technical skills to produce insightful reporting, analysis, and recommendations that enables sound and profitable risk management and strategic...

The Quantitative Financial Analyst 3 is a key member of the Treasury team, advancing Flagstar’s understanding of its customers, balance sheet, and risk exposures. The Analyst uses advanced quantitative and technical skills to produce insightful reporting, analysis, and recommendations that enables sound and profitable risk management and strategic...

Credit Algo/ETF Quant (Director/senior VP) (New York Based)We are seeking 2 experienced Quants, one for the Credit Algo, & one for ETF for 2 senior roles within an existing team to lead the development and implementation of quantitative models and algorithmic strategies for credit and ETF trading. This position requires a deep understanding of quantitative...

Credit Algo/ETF Quant (Director/senior VP) (New York Based)We are seeking 2 experienced Quants, one for the Credit Algo, & one for ETF for 2 senior roles within an existing team to lead the development and implementation of quantitative models and algorithmic strategies for credit and ETF trading. This position requires a deep understanding of quantitative...

A Senior Financial Assets Modeler is responsible for leading the design, build and operation of compliant quantitative models and producing analytics for current expected credit loss (“CECL”), macroeconomic scenarios (“Stress Testing”), and portfolio (“Loan Concentration”) credit risk. Design and assist with the integration of all applicable...

A Senior Financial Assets Modeler is responsible for leading the design, build and operation of compliant quantitative models and producing analytics for current expected credit loss (“CECL”), macroeconomic scenarios (“Stress Testing”), and portfolio (“Loan Concentration”) credit risk. Design and assist with the integration of all applicable...

A Senior Financial Assets Modeler is responsible for leading the design, build and operation of compliant quantitative models and producing analytics for current expected credit loss (“CECL”), macroeconomic scenarios (“Stress Testing”), and portfolio (“Loan Concentration”) credit risk. Design and assist with the integration of all applicable...

I am working with a Tier-1 Systematic Trading firm looking to bring on Quantitative Developers on a permanent basis. Responsibilities: Design and develop infrastructure for trading and research Create high-performance components for both live trading and simulations Build tools to manage key aspects of quantitative trading (e.g., data pipelines, modeling,...

Company Overview:We are a leading provider of data analytics and reporting services to the investment management industry.Salary: $120,000 - $180,000 per yearJob Description:This is an exciting opportunity for a highly skilled Quantitative Financial Analyst to join our team at Analytic Recruiting Inc.As a Quantitative Financial Analyst, you will be...

Job Description:At Bank of America, we are guided by a common purpose to help make financial lives better through the power of every connection. Responsible Growth is how we run our company and how we deliver for our clients, teammates, communities and shareholders every day.One of the keys to driving Responsible Growth is being a great place to work for our...

About the RoleJoin a dynamic team of investment professionals at Ashton Lane Group, Inc. as a Quantitative Investment Analyst. This exciting opportunity will see you supporting the development of quantitative fixed income and multisector tools and frameworks, directly contributing to asset allocation decisions.Main Responsibilities:Develop and implement...

Position: Quant Modeler/Researcher/Analyst - Agency Prepayment ModelingLocation: New York (Hybrid)Firm: Structured Products Hedge Fund Overview:A leading structured products hedge fund is seeking a talented Quant Modeler/Quantitative Researcher/Analyst with 1-4 years of experience to join our dynamic team. The ideal candidate will have a strong focus on...

Position: Quant Modeler/Researcher/Analyst - Agency Prepayment ModelingLocation: New York (Hybrid)Firm: Structured Products Hedge Fund Overview:A leading structured products hedge fund is seeking a talented Quant Modeler/Quantitative Researcher/Analyst with 1-4 years of experience to join our dynamic team. The ideal candidate will have a strong focus on...

Fintech Startup | Senior Quantitative Developer Selby Jennings is partnered with an up-and-coming prime brokerage startup, one of the only offerings to service both traditional and digital assets. The firm is on a mission to become the leading global credit network for institutional investors. Currently, they are looking for a Senior Quantitative Development...

10 Billion AUM Hedge Fund, we are committed to developing state of the art models and technology, driving our investment and risk management decision making processes. This platform is driven by cutting-edge, cloud-based data & ML solutions. We are looking for a highly motivated and talented Quantitative Software Developer / Credit Modeler with a strong...