Quantitative Analytics: currently 381 jobs.The latest job was posted on 21 Oct 14.
This section contains all our quantitative analytics jobs related to the financial services sector.
In the international financial markets, successful trading strategies are devised by highly educated, mathematically oriented financial engineers known as “quants”. They create financial theories, computer models, valuation techniques and trading programs used by hedge funds, and investment banks.
Quants working in the financial sector frequently have advanced degrees and PhDs in disciplines such as physics, economics and computer science, or any of several mathematical specialties such as multivariate calculus, linear algebra, differential equations, probability theory and statistical inference.
To succeed in a quant job, you also need to be familiar with widely used programming languages such as C++. It will help if you know the work of economists Myron Scholes, Fischer Black and Robert C. Merton. Scholes and Black are synonymous with options pricing theory, having developed the famous Black-Scholes equation. Their model provided the fundamental conceptual framework for valuing options, and has become the de facto standard in the world’s financial markets for valuing those instruments, along with many types of bonds and derivatives that contain embedded options.
Beyond advanced degrees, many employers require prospective quants to pass a rigorous vetting process that includes verification of references and, ideally, published research. Quant careers may focus on designing and trading complex structured products such as derivatives. There are also a number of opportunities to work in hedge funds.
The use of computer-driven models or algorithms to both identify and rapidly execute profitable arbitrage opportunities has grown rapidly in recent years, to account for the bulk of daily trading volume. To continue executing trades for funds that rely on those models, broker-dealers recruit quants to refine the platforms that communicate orders.
Risk-focused quants also work for specialized software vendors that create and produce risk management products.
Quantitative analytics is one area where a candidate with a doctorate isn’t considered to be overqualified, although a master’s degree in the appropriate discipline can sometimes suffice. Unlike with MBA candidates, the pedigree of your university isn’t always viewed as a hiring advantage. When seeking a junior quant job, it’s more important to demonstrate you have the skills needed to succeed in the job such as an advanced degree in mathematics, economics, physics, computer science or similar disciplines, an ability to program complex financial models, and good communication skills. Many quants pass the Certificate in Quantitative Finance (CQF) designed by Dr Paul Wilmott.
This is very fast growing company provides a global financial network through which investors can analyse and collaborate on investments. The network makes investments transparent and banks, managers and other institutions accountable to investors.
Financial Analytics & Modelling, Fixed Income, Big Data
With strong financial backing, in over two years they have built a high calibre team from across the technology and finance sectors and are now live with the first institutions and growing rapidly to meet demand.
You should have …
Salary to £140K + Excellent Share Options + Benefits, etc.
A Top Tier New York Bank is looking for a Quantitative Risk (PhD) to help guide and direct the design and development of both retail credit and wholesale credit risk models.
This firm will expect the candidate to have experience in risk model development across consumer and commercial lending focusing on Probability of Default (PD) and Loss Given Default (LGD) models. The role is part of the bank’s model risk control and will provide technical expertise on model risk development process and risk governance. The bank is looking for a quant…
SUMMARY: HMC employs a unique hybrid model managing part of the capital internally and part through an array of external mangers. The candidate will be part of the Risk and Quantitative Analysis group analyzing risk and return of this complex portfolio.
HMC employs a unique hybrid model managing part of the capital internally and part through an array of external mangers. HMC runs a very well diversified portfolio investing in both public liquid markets such as fixed income, credit, currencies, commodities, equities as well as i…
The developer will participate in all phases of the software development lifecycle from meeting with business users to designing, implementing and testing software applications across various technologies.
• Strong Microsoft C# ASP.NET web developer and associated frameworks (ASP.NET MVC 4, WCF, Silverlight/WPF, etc..)
• Strong knowledge of web services architecture
• Strong experience with SQL Server development (writing stored procedures / designing tables, keys, triggers) and…
Multi-asset class systematic asset manager is looking to add to its quantitative portfolio management team. The team actively manages quantitative stock-selection and asset allocation strategies in global markets.
• Build and maintain computer programs to back test, run and monitor trading strategies using historical data.
• Oversight of all production processes (data download and cleaning, signal generation, portfolio positions, portfolio optimizations, trade output, automated quality checks)
• Provide tools to help portfolio managers to…
Quantitative Trading firm seeks Quantitative developer who will employ a variety of mathematical, programming and analytical skills in performing data analysis, mathematical research and quantitative model implementation. The primary purpose for the position is to assist senior quantitative traders in implementing a variety of projects.
Knowledge of statistics, options/derivatives and options pricing models
Strong C++/STL programming (Linux environment) a must.
Experience with SQL and Excel.
Expertise with C#, tbb and optimization involvi…
+++ Leading Investment Banks looking for the most promising talent in the Quantitative Analytics space +++
I am looking for candidates for the following three roles:
Leading Investment Bank - Junior FO Credit Quant (£50 - 70k)
My client is looking for a junior candidate to work on their Fixed Income Desk. While the deliverables are largely technical, candidates will get the chance to contribute to trading strategies and portfolio management - with the aim of optimising where profitability is being achieved.
I'm working with a variety of global recognised clients on some front office quant analyst positions across commodities and equities.
These teams are responsible for the development and implementation of analytics to support the front office for their respective asset classes and are looking for dynamic individuals to join their effort.
Candidates would be responsible for:
Designing and implementing pricing and modelling techniques.
Supporting the business by delivering novel solutions to requests from Trading, structuring and other funct…
HSBC are looking for a respected risk specialist with the ability to challenge, improve and control global stress testing models and its related policies.
Stress testing is a vital component in assessing the bank’s vulnerabilities, determining capital adequacy and thereby the resilience of the bank through improved risk and capital management. As such, the role holder will operate within one of the most complex Finance and Risk management processes within the bank, with results driving capital requirements and the pot…
My client, a major Investment Bank, seeks a Quantitative Analyst to join its independent validation team to analyse/review/validate its library of risk models. The main focus will be on traded risk models, primarily in market risk but also in credit counterparty risk and XVA.
This is an exciting opportunity to be part of a dynamic team in a changing and challenging environment, which offers considerable scope for personal development. The team develops and maintains the market risk measurement methodologies for the banking and trading boo…
Excellent opportunity in the City for a hybrid systems / Quantitative Application Engineer. This is a fantastic opportunity to pick up some invaluable experience within the Banking Industry and within their high level Risk teams.
The role will involve working with the requirements from stakeholders and Business users, then technically implementing these into the models. You will need strong coding skills with Matlab – OO - Object Orientated Programming would be ideal for implementing these models.
Database management skills are also requ…
My client is a Global Investment Bank with a requirement for a technical Market Risk analyst with demonstrable experience of conducting stress tests and developing scenarios within Market and Credit Risk to join their team in London. This is a Front Office facing role.
The team is responsible for market risk stress scenarios that are used for controlling the business against stress limits and as a component in the firm's capital adequacy planning.
The key responsibilities of your job would be:
1. To develop and improve market risk stress …
My client, a major Investment Bank, requires a Junior quantitative analyst to predominantly cover equity derivatives products. The team provides independent oversight and governance for senior managers of model analytics and their implementation into the risk architecture that drive valuation, risk and stress results.
The team is responsible for the independent review and analysis of all derivative pricing models used for valuation and risk across the bank.
Primary areas of responsibility are
Model validations to detect, identify, and qu…
My client is a Global Investment Bank looking for an experienced Quantitative Analyst to conduct model validation across all Equity Derivatives pricing models. You will look at all aspects of model validation including identifying model risks, limitations, implementation errors, related issues in trade-approvals and reserves.
Skills, experience, qualifications and knowledge required
Independently review and analyse derivative models for price and risk of all equity and equity derivatives products.
Understand mathematical models used impl…
This team is responsible for validating and approving pricing models and works closely with Front Office offering quantitative expertise on Risk Modelling and Derivatives Pricing for Corporate Markets Risk. Product coverage includes Interest Rate, FX and Credit derivatives.
An experienced Quantitative is required to work in the Model Validation team and play a major part in the delivery of Model validation team objectives. These include:
Responsibility for testing and approving derivatives pricing models across interest rate, FX, in…
Our Client is seeking a Quantitative Analyst with a track record in implementing or validation pricing and /or risk models. The right candidate will be able to demonstrate at least 2 years of hands on experience with CVA / XVA models.
Perform trade quantifications of counterparty credit exposure for complex transactions across all regions, business areas and asset classes
Validate models to detect, identify, and quantify risks in the area of marking-to-market and risk management of model intensive products.
Deutsche Bank A Passion to Perform. It’s what drives us. More than a claim, this describes the way we do business. We compete to be the leading global provider of financial services, balancing passion with precision to deliver superior solutions for
our clients. This is made possible by our people: agile minds, able to see beyond the obvious act effectively in an ever-changing global business landscape. As you’ll discover, our culture supports this. Diverse, international and shaped by a variety of different perspectives, we’re driven …
Front Office Multiple Asset Quantitative Analyst required in Top Investment Bank.
You will join the Front Office Quantitative Analytics team specialising in Credit Value Adjustment.
You possess a minimum of 18 months Quant Analytics expertise with Cross Assets, which can be in any combination of (2 or more products) CVA, Equity EQ, Commodities, Interest Rates IR, Inflation, Credit or Foreign Exchange FX.
With design build and implementation experience you have demonstrable modelling & pricing skills, supporting Traders and stakeholder rel…
AVP Counterparty Credit Risk Quantitative Analyst required at this Leading Investment Bank
CCR Quant Analyst required at this Leading Investment Bank. You will be responsible for Modelling Counterparty Credit Exposure in their Credit Analytics department, combined with pricing of financial derivatives (e.g FX, IR Rates, Equity EQ, Credit, Commodities) Prototyping, backtesting and benchmarking of Models and addressing the Regulators in the context of Basel III. You will interact with various internal stakeholders such as Front office, Cred…
Rates CVA Quantitative Analyst required at Leading Investment Bank at VP Level
Our Top Client is seeking a Rates CVA Quant Analyst to join their Front Office in this Major Investment Banking Giant based in London.
You must have strong quant modelling experience within IR exotics and or CVA with C++ programming experience and a strong financial mathematics background.
You will be responsible for delivering pricing and risk tools for Rates & CVA desk, supporting Flow volatility and Exotics, practical delivery of working productions in a tim…
Derivative Exposure Quant required at leading Investment Bank
Quantitative Analyst - Derivatives Exposure required at this leading Investment Bank. You possess a PhD or MSc in a quantitative discipline, with excellent communication and interpersonal skills coupled with s solid background in financial maths, stochastic calculus and competent VBA and or C++ programming skills.
You will be responsible for supporting Basel II/III compliant implementation of derivatives exposure, specifying methodology, driving implementation in the Credit Ris…
Our client, a global financial services institution, is seeking a Quantitative Analyst for their team in New York.
The Analyst will be responsible enhancing the quantitative framework focusing on margin methodology. The Analyst will be dealing with senior management regularly making this a highly visible role in the firm.
Successful candidates will have an advanced degree in a quantitative discipline with 2-4 years of relevant quantitative experience in a capital markets, commodities trading or clearing environment. Must have strong unde…
The selected incumbent will execute the product management life cycle of Fixed Income products, focusing on new products as well as improvements/enhancements to existing products.
The person will execute the product management life cycle of Fixed Income products, focusing on new products as well as improvements/enhancements to existing products.
Specific responsibilities will include:
Manage product management life cycle including but not limited to business case development, product development and testing, and ongoing product enhancemen…
Our ideal candidate will possess advanced business analytics skills with practical market microstructure knowledge and academic writing ability....
As the Assistant Vice President of Decision Science, your focus will be to help to improve business performance by providing in-depth data analysis and advanced predictive models across multiple customer segments/product portfolios. You will be responsible for understanding business requirements, deriving valuable information from structured and unstructured trading data, developing/validating…
Salary will commensurate with experience
Permanent, Full time
Updated on: 21 Oct 14