Quantitative Risk Modeling Engineer

Fintech Startup | Senior Quantitative DeveloperSelby Jennings partners with a prime brokerage startup to service both traditional and digital assets.The firm aims to become the leading global credit network for institutional investors.We are seeking an experienced Senior Quantitative Developer to join our quants team and develop new risk models and...

Galaxy USA is a pioneer in the digital asset and blockchain industry, offering a dynamic and entrepreneurial work environment. We provide a competitive salary range of $175,000-$200,000 USD per year, with opportunities for career growth and professional development. Our team is committed to building innovative solutions for institutions, startups, and...

Job DescriptionAs a Quantitative Modeling Specialist at Underground Administration, you will be responsible for developing and implementing advanced quantitative models to analyze and mitigate risk in the mortgage industry. Your expertise in C++ and knowledge of interest rate derivatives models will enable us to make informed decisions and optimize our...

Job SummaryMotivated and experienced Quantitative Analysts are sought after to join our team at Underground Administration as a Lead Quantitative Analyst. We offer an exciting opportunity to work in a fast-paced environment, where you will be responsible for implementing interest rate models, mortgage prepayment models, and derivative valuation models to...

Company OverviewGauntlet is a leading company in quantitative research and optimization of DeFi economics. We manage market risk, optimize growth, and ensure economic safety for protocols facilitating most spot trading, borrowing, and lending activity across all of DeFi.We have developed cutting-edge research that informs our risk models, alerts, and...

A leading investment bank in New York is seeking a skilled VP to join their Model Risk team covering XVA and Counterparty Risk Models.The successful candidate will be responsible for performing model validation duties across a range of XVA models including pricing and risk models across various asset classes such as Equities, Rates, FX, Commodities, and OTC...

Job OverviewMizuho Bank, Ltd. is seeking a highly skilled Quantitative Credit Risk Expert to join its team as Vice President of Analytics. In this role, you will be responsible for developing methodologies and managing analytics for stress testing, risk appetite, CECL, IFRS9, economic capital, counterparty, and credit rating models.The ideal candidate will...

Mizuho Bank, Ltd. is seeking a highly skilled Quantitative Risk Analytics Manager to join our team in the Americas region. The ideal candidate will have a strong background in credit risk modeling and analytics, with at least 5-7 years of experience in quantitative modeling for credit risk. As a key member of our Credit Risk Analytics team, you will be...

NYC Quantitative Finance PositionJob Title: Senior Quantitative Software DeveloperEstimated Salary: $140,000 - $200,000 per year.We are looking for an experienced Quantitative Software Developer to join our team in New York City. This role requires expertise in financial technology, quantitative analysis, and software development, with a focus on risk...

OverviewThe Emerging Markets Macro Strategist/Quantitative Researcher role is a key position within the pod, contributing to risk-taking activities and supporting the Portfolio Manager.About the RoleThis is an exciting opportunity for a highly skilled quantitative researcher to join our team. As a Quantitative Researcher and Risk Manager, you will work...

About Inizio Partners: A leading consulting firm providing data-driven solutions. We are seeking a skilled Quantitative Modeller to join our team.Estimated salary range $120,000 - $180,000 per annum.Job Description:We are looking for a highly motivated and experienced Quantitative Modeller to develop and apply models and statistical analysis within our...

The Tandym Group is seeking a highly skilled VP - Counterparty Risk to join their team in New York City. The estimated annual salary for this role is around $250,000. In this position, the VP - Counterparty Risk will lead counterparty credit risk analytics with a core focus on understanding PFE modeling and analyzing various modeling approaches.Job...

**About Us**DV Trading is a leading proprietary trading firm that specializes in providing liquidity to worldwide financial markets and hedging opportunities to commodity producers and users.We are currently seeking a highly skilled Quantitative Developer to join our team in Chicago. This role will be responsible for improving real-time volatility fitting...

Senior Quantitative DeveloperFintech Startup | Selby Jennings is partnered with an innovative prime brokerage startup, offering services for both traditional and digital assets. The firm aims to become the leading global credit network for institutional investors.We are seeking a Senior Quantitative Developer to join our quants team and develop new risk...

Cryptographic Risk Management EngineerWe are seeking skilled professionals to fill the role of Cryptographic Risk Management Engineer. The ideal candidate will possess strong analytical and technical skills, a passion for problem-solving, and the ability to work effectively in a fast-paced environment.Key Responsibilities:Develop and implement strategies for...

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) +...

Senior VP - XVA Model RiskWe are looking for a highly skilled Senior Vice President to join our 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 includes exposure to...

Quantitative Risk Management PositionWe are seeking a seasoned Senior Quantitative Risk Modeler to join our Risk Engineering team at Galaxy USA. As a senior member of the team, you will be responsible for building, extending, and maintaining frameworks to ensure the resilience, efficiency, and adaptability of our systems in a fast-changing market and a...

At Standard Chartered, we are seeking a highly skilled Senior Quantitative Developer to join our Front Office Modeling and Analytics Group. As a key member of our team, you will be responsible for developing and implementing cutting-edge trading, pricing, and multi-asset risk management platforms using Haskell and our in-house variant, Mu.About the RoleThe...

Company OverviewAt Elliot Partnership, we are seeking a talented Quantitative Modeling Specialist to join our team of exceptional software developers. As a key member of our technical staff, you will collaborate on challenging problems that directly impact our continued success. Our innovative approach to technology is integral to virtually everything we do,...