Minimum qualifications: Bachelors degree or equivalent practical experience. 4 years of experience in product research in an applied research setting, or similar. Experience in programming languages used for data manipulation and computational statistics (e.g., Python, R,
Minimum qualifications: Bachelor’s degree or equivalent practical experience. 4 years of experience in an applied research setting or similar. Experience in programming languages used for data manipulation and computational statistics (e.g., Python, R, MATLAB, C++, Java, or
We are seeking a highly skilled and motivated Vice President to join our Credit Quantitative Trading (QT) team within JPMorgan Quantitative Trading and Research (QTR). This is a unique opportunity to be part of a global group where
City New York Job Type Full Time Country / State United States - New York Function Category Investment Banking Join us At UBS, we know that its our people, with their diverse skills, experiences and backgrounds,
About Us: Founded 20 years ago and headquartered in Chicago, the DV Group of financial services firms has grown to more than 600 people operating throughout North America, Europe and Asia. Since spinning out of a
Job Duties: Associate, Quantitative Engineering with Goldman Sachs Services LLC in New York, New York. Develop, implement, and document scenarios comprised of a broad range of economic and financial variables for businesses within the Firm. Collaborate with
City New York Job Type Full Time Country / State United States - New York Function Category Research Join us At UBS, we know that its our people, with their diverse skills, experiences and backgrounds, who
Job Duties: Associate, Quantitative Engineering with Goldman Sachs Services LLC in New York, New York. Artificial Intelligence (AI) Quantitative role on Applied AI Team. Deploy AI-based quantitative technologies to drive revenue generation and innovation within the firm. Leverage advanced
Are you ready to make an impact in Equity Derivatives trading? As a Quantitative Trading & Research (QTR) team member, you will drive innovation across the vol trading ecosystem by applying advanced data analytics, statistical modeling, and
Who We Are Goldman Sachs is a leading global participant in the commodities markets, active across a wide range of financial and physical products. We operate a fully integrated global business, offering comprehensive client services that
Minimum qualifications: Bachelors degree or equivalent practical experience. 6 years of experience in product research in an applied research setting, or similar. Experience in programming languages used for data manipulation and computational statistics (e.g., Python, R,
Goldman Sachs Asset Managements Quantitative Equity Solutions (QES) team oversees over $190BN across 48,000+ customized portfolios and a range of fund solutions. The QES team delivers bespoke investment solutions to High Net Worth, Institutional and Retail clients.
Job Duties: Vice President, Quantitative Engineering with Goldman Sachs & Co. LLC in New York, New York. Collaborate with internal stakeholders, analyzing user needs from a scenario design perspective and addressing data, model, and implementation issues. Design
Quantitative Research (QR) is an expert quantitative modelling group in J.P. Morgan, as well as a leader in financial engineering, data analytics, statistical modelling and portfolio management. As a global team, QR partners with traders, marketers and risk
About Citi Citi, the leading global bank, has approximately 200 million customer accounts and does business in more than 160 countries and jurisdictions. Citi provides consumers, corporations, governments and institutions with a broad range of financial
Quantitative Trader (Multi-Asset - New York) New York Founded 20 years ago and headquartered in Chicago, the DV Group of financial services firms has grown to more than 600 people operating throughout North America, Europe and Asia.
Jacobs Levy is seeking a Senior Quantitative Equity Researcher for our Florham Park, NJ office with a strong background in technical computing and statistics to join our research team. The team is responsible for researching all aspects
Quantitative Strategist Goldman Sachs is a leading global participant in the commodities markets, active across a wide range of financial and physical products. We operate a fully integrated global business, offering comprehensive client services that span derivatives
Job Title Location: Jersey City, NJ - hybrid 3 days a week Contract Only 2 rounds of Interviews Primary Responsibilities: Maintain and enhance in-house fixed income risk models Design and produce model performance metrics and reports
Quantitative Analyst Location: New Jersey (Hybrid 3 days/week onsite) Shift Schedule: Monday Friday (9am 5pm) Type: Contract Duration: 6 months. Pay Rate: $100/hr on W2 Primary Responsibilities Maintain and enhance in-house fixed income risk models. Design and