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,
Quantitative Developer, Quantitative Strategies Please direct all resume submissions to [email protected] and reference REQ-29447 in the subject line. Millennium is a leading global hedge fund with a strong commitment to leveraging technology, data, and market innovation to drive high-quality
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 and
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, including
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 alpha
We are seeking a highly skilled and motivated Quantitative Developer to join our systematic trading organization. This role will be instrumental in building and scaling the analytics platform that underpins research, portfolio construction, risk management, and trading across
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
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 and
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
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
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
Who We Are: Galaxy is a global leader in digital assets and data center infrastructure, delivering solutions that accelerate progress in finance and artificial intelligence. We believe that blockchain and digital asset innovation will transform how
Quantitative Volatility Traders (QVTs) collaborate with developers and researchers to implement Xantiums derivatives trading strategies. Their roles require established Python coding skills, strong mental math, and developed market intuition. Initial responsibilities include trading system monitoring and improvement; some
What We Do The Multi-Asset Solutions Group (MAS) within Goldman Sachs Asset & Wealth Management delivers customized portfolio solutions for institutional clients, investing across asset classes, regions, and the risk spectrum in both public and private
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
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
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
Company Overview Interactive Brokers Group, Inc. (Nasdaq: IBKR) is a global financial services company headquartered in Greenwich, CT, USA, with offices in over 15 countries. We have been at the forefront of financial innovation for over
Job Purpose: Join Citis Fixed Income Algo Technology team in North America and play a pivotal role in advancing our internal market-making and algorithmic trading capabilities for the Spread Product algo trading business. This is a