We are seeking a proven leader in market risk analytics to drive the design, development, and implementation of our next-generation bond analytics library. This role will be pivotal in transforming our fixed income risk management capabilities,
Hudson River Trading (HRT) is seeking a Quantitative Researcher focused on Treasury Optimization and Research to join our PostTrade team. In this role, you’ll work closely with our Funding, Finance, and Treasury Engineering teams to develop
Virtu is an industry-leading financial technology firm that operates both proprietary trading and client-facing businesses in the global financial marketplace. Our cutting edge, proprietary technology is core to everything we do. We trade in over 35
Are you looking to apply your quantitative skills in a high-impact, front-office environment? Citi’s XVA Quantitative Analytics team is seeking an AVP-level Quant to help shape and deliver pricing and risk models across our global Rates business.
Requisition ID: 266766 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,
Be an integral part of an agile team thats constantly pushing the envelope to enhance, build, and deliver top-notch technology products. As a Python Senior Lead Software Engineer- Fixed Income Systematic Portfolios at JPMorganChase within the Asset
We are seeking a motivated and detail-oriented Equity Derivatives Risk Quant at the Associate Level to join our Equity Risk Analytics team. This role is well suited for candidates with a strong quantitative background, solid programming skills,
Company Description Farther is a rapidly growing RIA that combines expert advisors with cutting-edge technology - delivering a comprehensive, tailored wealth management experience. Farther’s founders are leaders and innovators from the private wealth industry who possess
Job Description Purpose of the role To design, develop, implement, and support mathematical, statistical, and machine learning models and analytics used in business decision-making Accountabilities Design analytics and modelling solutions to complex business problems using domain
The Quantitative Portfolio Manager is responsible for overseeing the performance and risk management of Tax-Advantaged Long/Short (L/S) Separately Managed Accounts (SMAs). Core responsibilities include monitoring portfolio performance, diagnosing drivers of returns and drawdowns, and working closely
Bring your expertise to JPMorgan Chase. As part of Risk Management and Compliance, you play a crucial role in maintaining JPMorgan Chase’s strength and resilience. You help the firm grow its business in a responsible way
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
Blackstone is the world’s largest alternative asset manager. Blackstone seeks to deliver compelling returns for institutional and individual investors by strengthening the companies in which the firm invests. Blackstone’s over $1.3 trillion in assets under management
Do you want your voice heard and your actions to count? Discover your opportunity with Mitsubishi UFJ Financial Group (MUFG), one of the world’s leading financial groups. Across the globe, we’re 150,000 colleagues, striving to make
At Tanius we have a high standard. Our people come in each day ready to work hard, adapt to new challenges, and find solutions. We are looking for motivated individuals to develop and test new trading
O’Shaughnessy Asset Management (OSAM) is part of Franklin Templeton, a forward-thinking asset manager that has built its success through powerful partnerships. We leverage cutting-edge strategies and deep insights to unlock opportunities for long-term wealth creation. Our
Quantitative Portfolio Manager The Quantitative Portfolio Manager is responsible for overseeing the performance and risk management of Tax-Advantaged Long/Short Separately Managed Accounts (SMAs). Core responsibilities include monitoring portfolio performance, diagnosing drivers of returns and drawdowns, and
Quantitative Researcher Invesco is seeking a Quantitative Researcher to join its Capital Markets Systematic Trading Research team, where they will help generate trading insights and improve execution outcomes across global markets and asset classes. The role
The Structurer is a strategic professional who stays abreast of developments within own field and contributes to directional strategy by considering their application in own job and the business. Recognized technical authority for an area within
The Role We are seeking an exceptionally skilled Risk Manager to serve as a key member of our DMFI Credit team based in New York City. We are looking for someone with 5-10 years of experience