VP Credit ML Quant

5 days ago


Manhattan, United States Selby Jennings Full time

A Tier 1 Investment Bank is looking to expand their Credit Quant team that specifically supports their dynamic market making desk. They are looking for an experienced candidate that has experience developing and implementing models using both mathematical and machine learning methods, including reinforcement learning. This person would be responsible for coming up with ideas and strategies to help improve trading efficiency and manage the entire process from execution to risk management.

Responsibilities:

  • Develop pricing models using Monte Carlo methods and partial differential equation solvers
  • Develop and implement models into the libraries using a range of tools including C++/C#/.NET, Java, Python,
  • Directly collaborate with trading, structuring, technology and risk teams

Requirements:

  • Master's or PhD in a quantitative discipline such as Mathematics, Computer Science, Machine Learning, Physics, Operations Research, etc.
  • 4-10 years of experience in a quantitative modeling or analysis role applying machine learning techniques (especially reinforcement learning)
  • 4-10 years supporting a FI trading desk and ideally Credit (bonds, loans, etc.)
  • Strong problem-solving abilities and a solution-oriented mindset


  • Manhattan, United States Selby Jennings Full time

    Title: VP Credit Cash Algo Quant Salary: $400,000 A top leading investment bank is looking to bring on a VP Credit Cash Algo Quant to join the team. This is a growing business for the firm and the group is looking for someone with strong Investment Grade bond algo trading experience. The ideal candidate will have a strong background in ML modeling and...


  • Manhattan, United States Selby Jennings Full time

    Title: VP Equity Derivatives Quant Salary: $350,000 A top leading investment bank is looking to bring on a VP Equity Derivatives Quant to join a growing team. The group is looking for a strong VP with Monte Carlo, Numeric Implementation, GPU, and calibration experience. The ideal candidate will have a strong development background working with exotic equity...


  • Manhattan, United States Selby Jennings Full time

    A leading Investment Bank in NYC is looking to hire a VP level candidate specialized in Market Risk model development to join their Quantitative Market Risk Analytics team. This hire will report directly to the Head of Risk Analytics and be responsible for the development and methodology of Market Risk Models in relation to FRTB and other Capital...


  • Manhattan, United States Selby Jennings Full time

    Equity Alpha ML Quant Researcher | NYC A brilliant start-up hedge fund ($2BN AUM+) is seeking a highly talented machine learning researcher to join their team researching mid-frequency equity alphas. This firm is founded by a prestigious group of industry researchers who have established a highly collaborative, collegiate atmosphere within the group. The...


  • Manhattan, United States Selby Jennings Full time

    A leading Investment Bank in NYC is looking to hire a Director level candidate specialized in Market Risk model development to join their Quantitative Market Risk Analytics team. This hire will report directly to the Head of Market Risk Analytics and be responsible for the development and methodology of Market Risk Models in relation to FRTB and other...


  • Manhattan, United States Selby Jennings Full time

    An investment management firm in New York is looking to build out its credit business moving into 2025 and beyond. Throughout the first three quarters of this year, the business unit has been incredibly profitable, and as a result, they are looking to build out the robustness of it's team. More specifically, the division is looking to expand into...


  • Manhattan, United States Selby Jennings Full time

    VP Equity Derivative Quantitative Strat - NYC A Tier 1 Global Investment Bank is looking to bring on a strong quantitative strategist to join their growing Equity Derivatives team. This team interacts closely with the trading desk allowing for challenging and engaging problems with excellent business exposure. Job responsibilities include: Research,...


  • Manhattan, United States Selby Jennings Full time

    A low-profile, high-performing Quant Fund in the Greater New York City area is looking for a Quantitative Researcher to join their fund. The firm prides itself on its flat, academic and collaborative environment and has steadily built out a group of Quant Researchers and Research Engineers to bring their systematic strategies to life. After 10+ years of very...


  • Manhattan, United States Selby Jennings Full time

    VP - E-Trading Java Senior Developer About the Job Selby Jennings is working with a leading investment bank on a front office engineering hire. This team operates more like a hedge fund than a bank Team Profile We are seeking an experienced electronic trading Java senior developer to advance our market-leading options, futures, and structured market-making...

  • Senior Risk Manager

    1 month ago


    Manhattan, United States Selby Jennings Full time

    A Multi Strategy Hedge Fund in the NYC Area is hiring a Senior Risk Manager to cover their Commodities PMs. The fund has 10+ years of track record in strategies across Equities, Credit, Macro, Quant, and more; over the past few years, they've onboarded successful Commodities PMs and are continuing to grow both the Discretionary & Systematic businesses. This...

  • Sales Consultant

    3 weeks ago


    MANHATTAN PARK, United States Sysco Full time

    Company:  US1150 Buckhead Meat New Jersey (Division of Buckhead Meat Co)Zip Code:08837Minimum Years of Experience:2 YearsEmployment Type:Full TimeTravel Percentage:  Up to 75%Compensation Range:$46,000.00 - $86,300.00The compensation range provided is in compliance with state specific laws.  Factors that may be used to determine your actual rate of pay...