The Quantitative Trader for the Equities Central Risk Book is responsible for overseeing the Central Risk book, generating revenues, and managing book risk. This role involves developing and implementing quantitative strategies, improving risk models, and coordinating with various
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
About the Position We are looking for Quantitative Researchers to help us build models, strategies, and systems that price and trade financial instruments. You’ll work side by side with experienced researchers who are committed to teaching, guiding,
Jump Trading Group is committed to world class research. We empower exceptional talents in Mathematics, Physics, and Computer Science to seek scientific boundaries, push through them, and apply cutting edge research to global financial markets. Our
Job Description: The Energy Quantitative Research team, part of the Quantitative Trading and Research organization, develops the valuation models, analytical tools, and risk infrastructure that underpins the global energy trading business. We partner closely with Trading, Structuring, Sales,
Job description: The Commodities Quantitative Research teams mission is to develop and maintain mathematical models, methodologies and infrastructure to value and hedge financial transactions ranging from vanilla flow products to complex derivative deals, and to provide analytical
Role Summary The Quantitative Researcher combines advanced AI and quantitative investing techniques to enhance and support our fundamental investment process. Working alongside experienced analysts and portfolio managers, this role will help deliver innovative, data-driven insights that inform better
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
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,
Bring your expertise to JPMorgan Chase. As part of Risk Management and Compliance, you are at the center of keeping JPMorgan Chase strong and resilient. You help the firm grow its business in a responsible way
Posting description At JPMorganChase, we’re building the next generation of AI-powered workflow automation. This is a hands-on role for someone who thrives on ambiguity, ships quickly, and is energized by hard technical challenges. Job Summary As
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 Description: Job Title: Quantitative Strategist – Rates Intraday Risk Corporate Title: Vice President Location: New York, NY Overview As a Quantitative Business Analyst in the Intraday Risk platform team, you will be delivering Intraday Risk and P&L
Are you ready to apply your programming skills to the dynamic world of finance? As a Desk Strategist for our Agency Mortgage Desk, youll work with a team of experts to address exciting challenges in the
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
At EY, we’re all in to shape your future with confidence. We’ll help you succeed in a globally connected powerhouse of diverse teams and take your career wherever you want it to go. Join EY and
Who We Are Cross River builds the infrastructure behind the world’s most innovative financial products. Our technology and capital solutions power payments, cards, lending, and digital asset capabilities that move money safely, instantly, and inclusively —
Opportunity: AVP Quantitative Risk Analyst Salary Range: $140,000 to $185,000 Job Posting End Date: July 10, 2026 We’ve Got You Under Our Wing We are the duck. We develop and empower our people, cultivate relationships, give back
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
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