VP, Quant Developer

Quant Developer - Macro (C#) Selby Jennings has partnered with a small and elite hedge fund well known for its acumen in macroeconomic strategies. They are at the beginning of a totally greenfield project to build out a comprehensive environment for the development, deployment, and management of a systematic macro platform. The team has 3X PMs joining them...

The Quant Analytics department at Bloomberg sits within Enterprise Products and is responsible for modeling market data, pricing, and risk calculations of financial derivatives across all asset classes. Our C++ libraries are used by all Bloomberg products and services, including the Terminal with over 300,000 clients, trading system solutions, enterprise...

About the Role:Oxford Knight is seeking a talented Quant Developer to join our systematic investment team. As a key member of our team, you will be responsible for building robust and scalable trading infrastructure.Responsibilities:Collaborate with senior PM and researchers to develop high-performing trading systemsDesign and implement data ingestion, model...

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...

MM Crypto Quant Location: Hybrid - NYCA top Quantitative Trading Firm is looking to onboard an experienced MM Trader to join their Crypto team. This firm is actively building out their systematic quant research & trading MM department. More specifically, they are looking for experienced quantitative traders, quant PMs (quantitative portfolio managers), etc.,...

A tier 1 American Investment Bank is looking to bring on a VP level candidate to join their Model Risk team covering XVA and Counterparty Risk ModelsThis individual will be responsible for performing model validation duties across a range of XVA models including pricing and risk models across a broad range of asset classes. This individual will be exposed to...

A tier 1 American Investment Bank is looking to bring on a VP level candidate to join their Model Risk team covering XVA and Counterparty Risk Models This individual will be responsible for performing model validation duties across a range of XVA models including pricing and risk models across a broad range of asset classes. This individual will be exposed...

Quantitative Developer - Quant Trading FirmMultiple Vacancies - All Levels of ExperienceNew York - FTE - OnsiteTier 1 Salary & Bonus Compensation PackagesOur leading Quant Trading client is seeking Quant Developers of all levels of experience with multiple vacancies.In this position, you will work with a team of researchers to develop and maintain the...

I am partnering with a global $4bn AUM Hedge Fund that has delivered exceptional returns in 2024. Building on this success, and driven by market optimism surrounding the election and rate cuts, the firm is aggressively expanding its prime/financing function to prepare for increased flow in the coming year. As a result, the Group Head of the team-a seasoned...

A $9bbn Quant Hedge Fund in NYC is looking for an Execution Quant Researcher to drive PnL across various Systematic Equity PMs on their platform. The QR will join a well-established team and partner with several PMs to improve PnL within their portfolios via market impact/portfolio analysis/trading intelligence, short term alpha via execution, liquidity...

MM Crypto Quant Location: Hybrid - NYCA top Quantitative Trading Firm is looking to onboard an experienced MM Trader to join their Crypto team. This firm is actively building out their systematic quant research & trading MM department. More specifically, they are looking for experienced quantitative traders, quant PMs (quantitative portfolio managers), etc.,...

Your role Are you passionate about delivering building robust and scalable core Java server systems and are you motivated to deliver real business value? If so, we are looking for someone like you to help us • sit within the Global Markets principal e-trading business (covering FX, PM, Rates, Credit and Equities) and develop next generation algorithmic...

A tier 1 American Investment Bank is looking to bring on a VP level candidate to join their Model Risk team covering XVA and Counterparty Risk ModelsThis individual will be responsible for performing model validation duties across a range of XVA models including pricing and risk models across a broad range of asset classes. This individual will be exposed to...

A tier 1 American Investment Bank is looking to bring on a VP level candidate to join their Model Risk team covering XVA and Counterparty Risk ModelsThis individual will be responsible for performing model validation duties across a range of XVA models including pricing and risk models across a broad range of asset classes. This individual will be exposed to...

Job Title: Quant Developers (Data Scientist / Quant / Python / Apache / Spark / AWS) Duration: 6+ Months Location: Hybrid/Midtown New York City or Austin, TX 3 days a week. Rate: $55-65/hr on W2 or $65-75/hr on C2C We are seeking two mid to senior Quant Developers with extensive experience in Python, Apache, and Spark for Quant development in a Capital...

Quantitative Developer - Quant Trading FirmMultiple Vacancies - All Levels of ExperienceNew York - FTE - OnsiteTier 1 Salary & Bonus Compensation PackagesOur leading Quant Trading client is seeking Quant Developers of all levels of experience with multiple vacancies.In this position, you will work with a team of researchers to develop and maintain the...

Quantitative Developer - Quant Trading FirmMultiple Vacancies - All Levels of ExperienceNew York - FTE - OnsiteTier 1 Salary & Bonus Compensation PackagesOur leading Quant Trading client is seeking Quant Developers of all levels of experience with multiple vacancies.In this position, you will work with a team of researchers to develop and maintain the...

Your role Are you passionate about delivering building robust and scalable core Java server systems and are you motivated to deliver real business value? If so, we are looking for someone like you to help us • sit within the Global Markets principal e-trading business (covering FX, PM, Rates, Credit and Equities) and develop next generation algorithmic...

The QTD Accelerator Program is open to recent University graduates, applicants with up to 5 years' prior experience in quantitative trading or a similar field, and post-doctoral academics looking to transition into quant trading. The program is based in Austinmer, NSW, Australia. Vacancies are open for September 2025 commencement. Start dates are dependent...

The QTD Accelerator Program is open to recent University graduates, applicants with up to 5 years' prior experience in quantitative trading or a similar field, and post-doctoral academics looking to transition into quant trading. The program is based in Austinmer, NSW, Australia. Vacancies are open for September 2025 commencement. Start dates are dependent...