Role Overview As an Associate Quantitative Strategist (Strat) within the Core Planning and Analysis Strats team, you will focus on two complementary mandates: (1) the design, development, and implementation of quantitative models to drive Budget Planning & Management —
Im currently working with a leading quantitative trading firm that is looking to add a Quantitative Developer to a highly collaborative research and engineering team. This role sits at the intersection of quantitative research and software engineering, offering the
About Swayable Swayable is a fast-growing AI and automated data science platform that measures public opinion and the impact of messages and advertising content on it. We are a 40-person team backed by top technology and
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,
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, MATLAB,
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,
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
Quantitative Developer - Equity Factor Model Risk Technology Millennium is looking for an exceptional individual to join the Equity Factor Risk Model Technology team, which is responsible for building and enhancing the firm’s equity portfolio analytics platform,
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
Quantitative Researcher -Data Infrastructure & Signal Development Please direct all resume submissions to [email protected] and reference REQ-29602 in the subject. Overview We are seeking a versatile quantitative researcher with strong data engineering skills to join a newly formed
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