Role Overview As an Sr. Analyst Quantitative Strategist (Strat) within the CPM Strats team, you will focus on the design, development, and implementation of quantitative models to drive Budget Planning & Management. In this role, you will model and
At JPMorganChase, we champion your innovative ideas through a supportive culture that helps you every step of the way as you build your career. If you are passionate, curious and ready to make an impact, we
Team Lead, Product Management – Quantitative Data Solutions Location New York Business Area Product Ref # 10053030 Description & Requirements Macro and Commodity Research Data Bloomberg is building a comprehensive suite of normalized, linked and point-in-time datasets for
JOB DESCRIPTION State Street Investment Management (State Street IM) Model Risk Management (MRM) function is seeking a Quantitative Risk Analyst to join its State Street IM Model Validation team based in Boston, MA. The Quantitative Risk Analyst will conduct model
SentiLink provides innovative identity and risk solutions, empowering institutions and individuals to transact with confidence. We’re building the future of identity verification in the United States replacing a clunky, ineffective, and expensive status quo with solutions
Job Duties: Vice President, Quantitative Engineering with Goldman Sachs & Co. LLC in Salt Lake City, Utah. Lead the development, implementation, and documentation of scenarios comprised of a broad range of economic and financial variables for businesses
Role Summary The Quantitative Developer/Engineer is expected to design, develop, deploy and operate innovative data pipelines and quant applications to impact the team’s alpha generation for asset management clients. You will help implement the research agenda of the
About the program Our Summer Analyst Program is a nine to ten week summer internship for students pursuing a bachelors / graduate degree. You will be fully immersed in our day-to-day activities. As a participant, you
About the program Our Summer Analyst Program is a nine to ten week summer internship for students pursuing a bachelors / graduate degree. You will be fully immersed in our day-to-day activities. As a participant, you
About the program Our Summer Analyst Program is a nine to ten week summer internship for students pursuing a bachelors / graduate degree. You will be fully immersed in our day-to-day activities. As a participant, you
About the program Our Summer Associate Program is a nine to ten week summer internship for students pursuing an advanced degree such as MBA, PhD, JD, MD or LLM. You will be fully immersed in our
We’re seeking a future team member for the role of Vice President, First Line Exposure Optimization to join our First Line Risk team in Markets. This role is located in New York, NY. In this role,
NISA Investment AdvisorsDerivatives Quantitative Trading Analyst - Portfolio Management St. Louis, MO svg]:pointer-events-none [&svg]:size-3! bg-secondary text-secondary-foreground [a]:hover:bg-secondary/80 group-hover:bg-primary/10 group-hover:text-primary text-[10px] md:bg-primary/10 md:text-primaryAI / MLsvg]:pointer-events-none [&svg]:size-3! bg-secondary text-secondary-foreground [a]:hover:bg-secondary/80 group-hover:bg-primary/10 group-hover:text-primary text-[10px] md:bg-primary/10 md:text-primaryNew Grad 3 days ago Overview
Job Title Goldman Sachs Asset Managements Quantitative Equity Solutions (QES) team oversees over $190BN across 48,000+ customized portfolios and a range of fund solutions. The QES team delivers bespoke investment solutions to High Net Worth, Institutional and Retail
Summer Analyst Program Our Summer Analyst Program is a nine to ten week summer internship for students pursuing a bachelors / graduate degree. You will be fully immersed in our day-to-day activities. As a participant, you
Quantitative Risk Management Consultant This position is for a Quantitative Risk Management Consultant based in Chicago, IL, working onsite five days a week. The role is a contract position that involves developing, analyzing, and back-testing models within a risk management setting.
Job Title Goldman Sachs Asset Managements Quantitative Equity Solutions (QES) Team Job Description Goldman Sachs Asset Managements Quantitative Equity Solutions (QES) team oversees over $300BN across 70,000+ customized portfolios and a range of fund solutions. The QES team delivers bespoke
Senior Associate, Portfolio Management Group Join Hamilton Lane, a global leader in private markets, as we scale to meet the demands of our growing client base. Here, youll work with ambitious, high-performing teams built on integrity, candor,
Quantitative Risk Team Position The Quantitative Risk Team in the Risk Management Department is responsible for developing, analyzing, and back-testing models for clearing initiatives. Daily responsibilities include code release testing, historical data validation, margin and stress testing model validation,
Quantitative Risk Management Consultant Software Guidance & Assistance, Inc., (SGA), is searching for a Quantitative Risk Management Consultant for a contract assignment with one of our premier financial services clients in Chicago, IL. Responsibilities include: The Quantitative Risk Team in the