Enterprise Risk Modeling – Cross Asset Quant.
1 week ago
Enterprise Risk Modeling – Cross Asset QuantPrincipal ResponsibilitiesDevelop of cross-asset analytics across all MLP strategies, supporting the Office of the CIO across Firm-wide initiatives Leverage multi-asset class risk and pricing analytics framework to develop insights using rich datasets. Contributions to the development of multi-asset class content generation, as well as centralized visualization tools for the platformIntegrate and utilize AI tools (e.g., Python libraries like TensorFlow/PyTorch, AI-powered coding assistants) to enhance risk analysis, testing, and implementation.Post initial model development work, coordinate with relevant Technology departments to ensure changes are deployed into to productionQualifications/Skills RequiredHands on experience developing and maintaining risk and/or pricing modelsThe candidate should have a degree in a quantitative major: Computer Science, statistics, mathematics, engineering, and professional experience of 2+ years in a quantitative role in a financial organizationKnowledge of mathematical and statistical analytics tools: estimation of linear models, dimensionality reduction techniques e.g. Equity Factor Models, Principal Component Analysis, etc.Sense of responsibility and integrity. Intellectual curiosity and entrepreneurial mindset. Willingness to work and have fun in the process.Good presentation and communication skills, experience in either preparing or participating in presentation for senior management-style meetings.The estimated base salary range for this position is $160,000 to $250,000, which is specific to New York and may change in the future. Millennium pays a total compensation package which includes a base salary, discretionary performance bonus, and a comprehensive benefits package. When finalizing an offer, we take into consideration an individual’s experience level and the qualifications they bring to the role to formulate a competitive total compensation package.
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Enterprise Risk Modeling
2 weeks ago
New York, United States Millennium Management Corp Full timeEnterprise Risk Modeling - Cross Asset Quant Principal Responsibilities Develop of cross-asset analytics across all MLP strategies, supporting the Office of the CIO across Firm-wide initiatives Leverage multi-asset class risk and pricing analytics framework to develop insights using rich datasets. Contributions to the development of multi-asset class content...
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Enterprise Risk Modeling
5 days ago
New York, NY, United States Millennium Management Corp Full timeEnterprise Risk Modeling - Cross Asset Quant Principal Responsibilities Develop of cross-asset analytics across all MLP strategies, supporting the Office of the CIO across Firm-wide initiatives Leverage multi-asset class risk and pricing analytics framework to develop insights using rich datasets. Contributions to the development of multi-asset class...
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Enterprise Risk Modeling – Cross Asset Quant
2 weeks ago
New York, New York, United States Millennium Full time $160,000 - $250,000Enterprise Risk Modeling – Cross Asset Quant Principal ResponsibilitiesDevelop of cross-asset analytics across all MLP strategies, supporting the Office of the CIO across Firm-wide initiativesLeverage multi-asset class risk and pricing analytics framework to develop insights using rich datasets. Contributions to the development of multi-asset class...
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Enterprise Risk Modeling
7 days ago
New York, NY, United States Millennium Management Corp Full timeEnterprise Risk Modeling - Cross Asset Quant Principal Responsibilities Develop of cross-asset analytics across all MLP strategies, supporting the Office of the CIO across Firm-wide initiatives Leverage multi-asset class risk and pricing analytics framework to develop insights using rich datasets. Contributions to the development of multi-asset class...
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Senior Enterprise Risk Quant Analyst
2 weeks ago
New York, New York, United States Mutual of America Financial Group Full timeMutual of America Financial GroupJob Title:Senior Enterprise Risk Quant AnalystLocation:New York, NY (Hybrid)Who We Are:At Mutual of America Financial Group, we help people build the assets they need to achieve greater financial security. Our Company is built upon a solid foundation of integrity, excellence, and social responsibility. We were founded in 1945...
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Portfolio Research
1 week ago
New York, NY, United States Selby Jennings Full timeA top multi-strategy hedge fund in New York is seeking an experienced quant developer, desk technologist, or risk quant for their centralized Portfolio Research team. The fund manages ~$60b in assets, running fundamental and quantitative strategies across equities, fixed income, bonds, commodities, etc. The Portfolio Research team owns all performance...
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VP - Market Risk Quant
6 days ago
New York, United States Selby Jennings Full timeA Tier-1 American 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 is a premier Risk Analytics function that is widely considered to be the top performing on the street. This hire will report directly to the Head of Risk Analytics and be...
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Model Risk Quant Developer New York NY Hybrid
2 weeks ago
New York, United States FinTrust Connect Full timeModel Risk Quant Developer New York NY Hybrid FinTrust Connect New York NY Hybrid Share Your Resume and Build Your Future! Join our Talent Community for New York. Demand is strong for Python first quant developers who partner with model risk and validation teams to productionize libraries, automate back tests, and support SR 11 7 driven testing and...
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New York, United States FinTrust Connect Full timeModel Risk Quant Developer New York NY Hybrid FinTrust Connect New York NY Hybrid Share Your Resume and Build Your Future! Join our Talent Community for New York. Demand is strong for Python first quant developers who partner with model risk and validation teams to productionize libraries, automate back tests, and support SR 11 7 driven testing and...
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VP - Market Risk Quant
1 day ago
New York, NY, United States Selby Jennings Full timeA Tier-1 American 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 is a premier Risk Analytics function that is widely considered to be the top performing on the street. This hire will report directly to the Head of Risk Analytics and be...
