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Quantitative AnalyticsThis section contains all our quantitative analytics jobs related to the financial services sector. Successful trading strategies in the international financial markets 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 most likely 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 career in quants, you need to be familiar with widely used programming languages such as C++ as well as knowing 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. Alongside having 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 as well as having a number of opportunities to work in hedge funds. To account of the bulk of daily trading volume, the use of computer-driven models or algorithms to both identify and rapidly execute profitable arbitrage opportunities has grown rapidly in recent years. 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 specialised 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. 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. Therefore the pedigree of your university isn't deemed as important as in other professions. Many quants pass the Certificate in Quantitative Finance (CQF) designed by Dr Paul Wilmott. Show more » « Show less
Showing 1-30 of 211 jobs
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• Senior Risk Specialist | Multi Strategy Hedge Fund • Stamford, CT • Exceptional Salary Package With PnL Pe...
Interested to speak with any New York based or who want to relocate, quants who are looking to join recession ...
Leading Consumer Sector Equity Research Boutique located in Stamford, CT is looking for a Quantitative Equity ...
Market Risk Model Validation Quantitative Analyst for a large commercial bank
Support the portfolio management team of a prestigious fund.
Supporting the variable annuity hedging strategy of a leading financial institution.
Independent model validation for a large commercial bank
Responsible for quantitative risk analysis for a boutique financial firm.
Quantitative risk management within the prime brokerage business of an investment bank
Lead a variable annuity hedging strategy team within a leading financial institution.
Supporting the annuity hedging strategy of a leading financial institution.
Risk Systems and Rapid Application development within a leading financial institution
Credit Risk Model Analysis & Validation within a large financial services company
Lead or Co-Lead the Credit Risk Model Validation process within a US bank
Market / Credit Risk management within the prime brokerage business of an investment bank
Market / Credit Risk management within the prime brokerage business of an investment bank
Support the portfolio management team of a prestigious fund.
Credit Risk Model Analysis & Validation within a large financial services company
Risk management regulatory policy oversight for a global investment bank
Develop and implement efficient quantitative trading tools for a global investment bank
Petroleum Engineer to support Reserve Base Finance within an investment bank. Position located in Houston.
By using the most sophisticated and cutting edge methods this institution has earned its reputation as a leade...
By using the most sophisticated and cutting edge methods this institution has earned its reputation as a leade...
The purpose of the Portfolio Research Quant is to assist the systematic portfolio managers with the analytics,...
I am working with a large fund based in New York. They are looking to take on a team of Index-arb quant Trader...
C++ Quantitative Developer – Credit Derivatives/Interest Rate Derivatives – Risk Engine/P&L Leading Global In...
Mortgage / MBS Front Office C++ Developer (With Secondary Java / C# / WPF ) - Front Office Pricing & Risk Ca...
Senior C++/Python Quantitative Developer - FX Options/Interest Rates Swaps/Equity Derivatives Developer - New...
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Quantitative Analytics, North America
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