Corporate & Investment Bank (CIB) delivers a comprehensive suite of banking, capital markets and advisory solutions, including a full complement of sales, trading and research capabilities, to corporate, government and institutional clients. We focus on our
Please send CVs to [email protected] with “2027 KEPL Application” in the subject line. About Cubist: Cubist Systematic Strategies, an affiliate of Point72, deploys systematic, computer-driven trading strategies across multiple liquid asset classes, including equities, futures and
ABOUT CUBIST Cubist Systematic Strategies, an affiliate of Point72, deploys systematic, computer-driven trading strategies across multiple liquid asset classes, including equities, futures and foreign exchange. The core of our effort is rigorous research into a wide
Please send CVs to [email protected] with “2027 QD Summer Internship Application” in the subject line. When your application is received, we will consider you for all similar positions at Cubist. About Cubist: Cubist Systematic Strategies, an
The Algorithmic Trading Quant team is part of Citi Global Markets and is responsible for the research, design, implementation, and maintenance of Equities Execution Algorithms and related Trading Products offered to Citi’s institutional clients and internal
Job Duties: Vice President, Quantitative Engineering with Goldman Sachs & Co. LLC in New York, NY (Multiple positions available). Lead the development, implementation, and documentation of scenarios comprised of a broad range of economic and financial variables
The Quantitative Trading & Research (QTR) Algorithmic Execution group is looking for an associate with the focus on algorithmic execution across macro. The ATS group is one of the biggest execution algo providers. The objective is to
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,
What We Do Our quantitative strategists are at the cutting edge of our business, solving real-world problems through a variety of analytical methods. Working in close collaboration with bankers, traders and portfolio managers across the firm, their
Human Intuition. Machine Intelligence. Relentless Exploration. Exceptional trading emerges where human intuition meets frictionless experimentation. Our platform and processes enable traders to rapidly investigate ideas, identify emergent patterns, and convert insights into live strategies. This synthesis
Job Duties: Associate, Quantitative Engineering with Goldman Sachs & Co. LLC in New York, NY (Multiple positions available). Develop, implement, and document scenarios comprised of a broad range of economic and financial variables for businesses within the
Job Duties: Associate, Quantitative Internal Product Specialists with Goldman Sachs & Co. LLC in New York, New York. Serve as a product expert on Quantitative Investment Strategies, Alternative Investments, develop new quantitative investment ideas based on research, market structure
What We Do The Multi-Asset Solutions Group (MAS) within Goldman Sachs Asset & Wealth Management delivers customized portfolio solutions for institutional clients, investing across asset classes, regions, and the risk spectrum in both public and private
Join Mizuho as a Market Data Sr. Java Developer! This is an exciting opportunity where you would be part of several green field initiatives such as building dashboards for different market data sets and helping to bring
Requisition ID: 263147 Salary Range: 225,000.00 - 225,000.00 Please note that the Salary Range shown is a guideline only. Salary offered may vary based on factors, including, but not limited to, the successful candidate’s relevant knowledge,
About this role BlackRock is one of the world’s preeminent asset management firms and a premier provider of global investment management, risk management and advisory services to institutional, intermediary, and individual investors around the world. BlackRock
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
The Quantitative Trading & Research (QTR) Team design and implement trading platforms to integrate client solutions across various functions. This team contributes to the design and implementation of the algorithmic trading platforms where they integrate quantitative research and