Role Profile This is a manager level role reporting to the Head of Fixed income Pricing and Modeling. He or she will be responsible for supporting, enhancing, and building out Yield Book’s advanced analytics and supporting
Job Title: Quantitative Researcher Department: Global Markets Location: New York Corporate Title: Associate/Vice President The pay range for this position at commencement of employment is expected to be between $175,000-$250,000 per year* Company Overview Nomura is
Quantitative Developer - C++ Infrastructure for Quant Analytics Location New York Business Area Product Ref # 10051690 Description & Requirements The Quant Analytics department at Bloomberg sits within Enterprise Products and is responsible for modeling market data, pricing,
At U.S. Bank, we’re on a journey to do our best. Helping the customers and businesses we serve to make better and smarter financial decisions and enabling the communities we support to grow and succeed. We
DESCRIPTION: Duties: Collaborate with business owners to formulate quantifiable goals and advise on strategies and experimentation to achieve business goals. Execute KPIs, trend analysis, dashboards and analyses including segmentations, optimizations and other techniques to improve business
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,
We are seeking a highly skilled quantitative professional at the VP/SVP level to join our Equity Derivatives Quant team. This individual will focus on model development and related quantitative aspects of the equity derivatives model library for
DESCRIPTION: Duties: Conduct independent testing and develop benchmark models to serve as reference points for model performance. Mentor and train junior team members, sharing best practices and supporting their professional development. Evaluate risk associated with advanced
About Man Group Man Group is a global alternative investment management firm focused on pursuing outperformance for sophisticated clients via our Systematic, Discretionary and Solutions offerings. Powered by talent and advanced technology, our single and multi-manager
As a Quant Investment Associate, you will be the analytical engine behind our Fixed Income platform. You will not only build the models but also interpret the data to provide strategic recommendations on portfolio construction, tactical asset
M&A Quant Advisory Vice President - Investment Banking The M&A Quant Advisory team is an integral part of the Goldman Sachs Mergers & Acquisitions (M&A) advisory business, responsible for developing quantitative models and technologies to solve complex business
Job Title Vice President, Quantitative Modeling within the Corporate Sector Financial Analysis Data Science CoE Job Description The Financial Analysis Data Science Center of Excellence (CoE) is seeking a dynamic leader with a strong analytical and
THE ROLE We seek a seasoned Credit Quant. You will work in a collaborative environment alongside traders, quants and seasoned software engineers. You will gain exposure to numerous teams across time zones and have the chance to grow
Securities Finance Quant Trader, AVP Working at Citi is far more than just a job. A career with us means joining a team of more than 230,000 dedicated people from around the globe. At Citi, youll have
Electronic FX Trader At U.S. Bank, were on a journey to do our best. Helping the customers and businesses we serve to make better and smarter financial decisions and enabling the communities we support to grow
Securities Finance Quant Trader, AVP Working at Citi is far more than just a job. A career with us means joining a team of more than 230,000 dedicated people from around the globe. At Citi, youll have
M&A Quant Advisory Vice President - Investment Banking The M&A Quant Advisory team is an integral part of the Goldman Sachs Mergers & Acquisitions (M&A) advisory business, responsible for developing quantitative models and technologies to solve complex business
Vice President, Rates Desk Quant Location: New York, NY (midtown) Schedule: 4 days onsite, 1 day remote Key Responsibilities: Develop and support pricing, risk & analysis tools for the interest rate derivatives S&T desk Assist S&T desk
Quantitative Research Analyst Our client, a successful asset management firm, is seeking an experienced Quantitative Research Analyst to join the Portfolio Rates Analytics team based in Newport Beach. This position will help advance the global development
Quant Risk Management - Internship - Year Round CME Group is currently looking for a Quant Risk Management year-round intern. This candidate will assist the Quant FnO team on day-to-day activities in support of development, analysis, and back-testing of