Job Description: At Bank of America, we are guided by a common purpose to help make financial lives better through the power of every connection. We do this by driving Responsible Growth and delivering for our
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 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, and
Quantitative Developer — Elite Proprietary Trading Firm | New York, NY We are a leading global proprietary trading firm known for intellectual rigor, technological excellence, and a collaborative culture that values curiosity and first-principles thinking. Our technology
Clearwater Analytics is the leading SaaS platform for investment accounting, risk, and performance. We serve some of the world’s largest insurance companies, hedge funds, asset managers, and institutional investors. We deliver decision-ready risk analytics that bring
Senior Quantitative Developer - BQuant Location New York Business Area Engineering and CTO Ref # 10051782 Description & Requirements BQuant is Bloomberg’s cutting edge financial research and data science platform. With the tremendous growth of market data
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
About KX KX software powers the time-aware data-driven decisions that enable fast-moving companies to outpace competitors, realizing the full potential of their AI investments. The KX platform delivers transformational value by addressing data challenges related to
Quantitative Developer, C++ I Low-Latency Systems Please direct all resume submissions to [email protected] and reference REQ-29606 in the subject. Overview We are seeking a highly skilled C++ developer to architect, build, and maintain the core signal computation and
About the Role The Quant team’s goal is to deliver industry-leading analytical insights that help financial advisors and investors managing their multi-asset portfolios and utilizing alternative assets, meet their long-term investment objects. The team consists of Quantitative
Equity Finance Quantitative Strategist — VP/SVP Jefferies LLC | New York, NY | Securities FinanceThe Opportunity Join a high-impact, entrepreneurial quant team embedded directly within the Equity Finance trading desk. You will own the full lifecycle of
About the Company Gemini is a global crypto and Web3 platform founded by Cameron and Tyler Winklevoss in 2014, offering a wide range of simple, reliable, and secure crypto products and services to individuals and institutions
The financial industry is growing at a record pace, but our data providers are still stuck in the past — with cumbersome onboarding processes, complicated APIs, slow infrastructure, and expensive licensing costs. Databento is the next
Job Description: At Bank of America, we are guided by a common purpose to help make financial lives better through the power of every connection. We do this by driving Responsible Growth and delivering for our
Company Description Join the world’s largest kdb+ Consultancy where every query matters, every millisecond counts and every system you build shapes the future of data-driven finance. At Data Intellect, we thrive on solving complex data challenges
Company Description Join the world’s largest kdb+ Consultancy where every query matters, every millisecond counts and every system you build shapes the future of data-driven finance. At Data Intellect, we thrive on solving complex data challenges
In this role, you’ll make an impact in the following ways: Design and develop Python-based solutions for risk integration, orchestration, and data processing Build and manage end-to-end risk workflows including trade ingestion, compute, aggregation, and reporting
Are you looking for more? Find it here. At Wells Fargo, we believe that a meaningful career is much more than just a job. It’s about finding all the elements that help you thrive, in one
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
About this role: Wells Fargo is seeking a Lead Specialty Software Engineer in Technology as part of Commercial and Corporate & Investment Banking Technology (CCIBT). This is an exciting opportunity to join the team building next‑generation