8 Quantitative Analyst Jobs

Description: Graviton is a privately funded quantitative trading firm striving for excellence in financial markets research. We are seeking a Quantitative Analyst for our team in Gurgaon. This team trades across a multitude of asset classes and trading venues using a gamut of concepts and techniques ranging from time series analysis, filtering, classification, stochastic models, pattern recognition to statistical inference analysing terabytes of data to come up with ideas to identify pricing anomalies in financial markets. As a Quantitative Analyst your responsibilities will include Work as a team with senior traders to operate and implement/improve our automated trading strategies. Analysing production trades and developing ideas to improve our trading strategies. Implement monitoring tools which highlight potential issues in the production strategies. Write comprehensive and scalable scripts in both C++ and python analysing production strategies for risk attribution, performance break-ups along various buckets and so on. Build cool scalable post-trade systems analysing multitude of statistics across all production strategies. Implementing tools for analysing Market Data centrally across various exchanges. Managing deployments and release cycle, with working along with a senior trader. Requirements : Possess a degree in a highly analytical field, such as Engineering, Mathematics, Computer Science from top ranked universities Basic knowledge of Linux and shell command-line tools Basic programming (C/C++) and scripting (Perl/Python/Shell) skills Strong problem-solving, mathematical and quantitative reasoning skills Excellent communication skills Quantitative bent of mind Have a strong work ethics Benefits: Our open and collaborative work culture gives you the freedom to innovate and experiment. Our cubicle free offices, non-hierarchical work culture and insistence to hire the very best creates a melting pot for great ideas and technological innovations. Everyone on the team is approachable, there is nothing better than working with friends! Our perks have you covered. Competitive compensation Annual international team outing Fully covered commuting expenses Best-in-class health insurance Delightful catered breakfasts and lunches A well-stocked kitchen 4 week annual leaves along with market holidays Gym and sports club memberships Regular social events and clubs After work parties

We are seeking a Quantitative Analyst for our team in Gurgaon. This team trades across a multitude of asset classes and trading venues using a gamut of concepts and techniques ranging from time series analysis, filtering, classification, stochastic models, pattern recognition to statistical inference analysing terabytes of data to come up with ideas to identify pricing anomalies in financial markets. As a Quantitative Analyst your responsibilities will include Work as a team with senior traders to operate and implement/improve our automated trading strategies. Analysing production trades and developing ideas to improve our trading strategies. Implement monitoring tools which highlight potential issues in the production strategies. Write comprehensive and scalable scripts in both C++ and python analysing production strategies for risk attribution, performance break-ups along various buckets and so on. Build cool scalable post-trade systems analysing multitude of statistics across all production strategies. Implementing tools for analysing Market Data centrally across various exchanges. Managing deployments and release cycle, with working along with a senior trader. Requirements : Possess a degree in a highly analytical field, such as Engineering, Mathematics, Computer Science from top ranked universities Basic knowledge of Linux and shell command-line tools Basic programming (C/C++) and scripting (Perl/Python/Shell) skills Strong problem-solving, mathematical and quantitative reasoning skills Excellent communication skills Quantitative bent of mind Have a strong work ethics Benefits: Our open and collaborative work culture gives you the freedom to innovate and experiment. Our cubicle free offices, non-hierarchical work culture and insistence to hire the very best creates a melting pot for great ideas and technological innovations. Everyone on the team is approachable, there is nothing better than working with friends Our perks have you covered. Competitive compensation Annual international team outing Fully covered commuting expenses Best-in-class health insurance Delightful catered breakfasts and lunches A we'll-stocked kitchen 4 week annual leaves along with market holidays Gym and sports club memberships Regular social events and clubs After work parties

About Us Standard At ANZ, were shaping a world where people and communities thrive, driven by a common goal: to improve the financial wellbeing and sustainability of our millions of customers. About the Role As a Quantitative Analyst within ANZ Market Risk, your role is to support the Markets business to meets its growth aspirations and its regulatory obligations through the validation of valuation and risk models across Traded and Non-Traded Market Risk and Counterparty Credit Risk. You will act as a subject matter expert to a range of stakeholders across Markets Risk and the wider Markets Business to maximise the flow of technical and practical knowledge within the group. Banking is changing and we re changing with it, giving our people great opportunities to try new things, learn and grow. Whatever your role at ANZ, you ll be building your future, while helping to build ours. Role Type: Permanent Role Location: Acacia,Bengaluru Work Hours: Regular What will your day look like? As an Quantitative Analyst, you are accountable for : Design, model, develop and maintain independent market risk benchmark models Provide effective challenge to model assumptions, mathematical formulation and implementation. Assess and quantify model risk due to model limitations and determine mitigating factors and controls. Provide support fo development and maintenance of Markets Risk measurement systems and associated processes. Proactively remediate outstanding risk methodology issues including participation in risk methodology discussions with Technology teams and model developers (inclusive of third-party vendors). Provide proactive quantitative risk support to Front Office, Markets Risk product managers, Markets Finance, Treasury and Banking Book. Maintain relationships with Risk Managers to maximise the flow of technical and practical knowledge within the Group. Provide excellent key Stakeholder Management - of internal & external stakeholders. Anticipate issues & influence decisions, negotiate outcomes and communicate them in an effective and timely manner; proactively identify project management issues affecting delivery and suggest solutions. Establish a reputation for credibility, integrity and technical excellence of the team as a whole with stakeholders. Assist in the provision of quantitative outcomes required to achieve excellent audit outcomes; prepare audit documentation on quantitative issues & explicit role in liaising with auditors as a quantitative SME as required. Establish a good working culture (open, collaborative & efficient) in any small groups you are part of. Be seen as a role model within and outside the validation team. Help embed a great risk culture in ANZ. Ensure all initiatives are undertaken in accordance with established risk and compliance principles and policie What will you bring? To grow and be successful in this role, you will ideally bring the following: Experience in Financial Markets across multiple asset classes Experience in Market Risk in a quantitative role w/in Front Office or Risk Sound knowledge of Financial Mathematics including derivatives products such as Interest Rate Derivatives, Foreign Exchange Options and Equity/Commodity derivatives Expertise in C/C++ and Python Experience in financial mathematics, quantitative models such as Hull-White, LGM, Libor Market Model, Stochastic Local Vol etc Ability to communicate regulations, policies and procedures concepts to a wide variety of staff

The job holder will be a part of the Scenario Design Team which is involved in designing, maintaining and enriching regulatory and management stress scenarios for the Bank at group and country level. They will be expected to become the subject matter expert on all areas relating to climate risk macroeconomics and help with the design and development of the modelling capacity to produce climate risk scenario expansions. As part of the 2LoD Scenario Design team they will be also expected to review non-climate related scenario narratives and projections produced by 1LoD. This will include generating ideas about which type of scenarios to run for management and regulatory stress tests, producing papers for example for Expert Panels and Committees and presenting to senior management. The role will, in particular, support the Head of the Scenario Design Team with key activities as set out below: Key Responsibilities Strategy Design regulatory and non-regulatory macroeconomic and climate risk scenarios. Perform review and challenge and when required scenario expansion of key climate and non-climate risk economic variables across the Group s diverse footprint. Present baseline and alternative scenarios to senior managers in forums, expert panels and committees. Contribute to committee papers, structured data requests and other internal or external scenario-related reports. Foster good working relationships and solicit input from Global Businesses and Global Functions and, where relevant, external vendors to enhance scenarios. Contribute to the development of a robust operational risk framework for scenario design processes Stay informed of all regulatory and industry developments related to the scenario work stream. Business Broad awareness and understanding of business model and risk profile. Understanding of the bank s existing enterprise risk management framework, governance of the ERMF related requirements, wider stress testing and scenario analysis capabilities and existing processes, with an understanding of the climate risk stress testing and scenario analysis approach Skills and Experience Understanding of various scenario families including NGFS, IPCC, and IEA scenarios Understand and translating transmission channels of climate risks into financial system impacts Familiarity with industry leading climate risk models and climate/ESG data providers, with fluency in the scope, capabilities, and limitations of each tool and platform Understanding of regulatory expectations with respect to climate risks including capital frameworks etc Experience in dealing with large complex, change projects and/or building / delivering new capabilities A proven track record of liaising across diverse stakeholder groups; including senior managers, and large firm networks Qualifications Work experience as economist (macroeconomic or environmental economist), econometrician or quantitative analyst. Prior experience of developing projections in a banking environment. Collaborative: working as part of a broader team to ensure a coordinated and consistent approach Good organiser of incoming requests within the team Ability to work with minimal direction Attention to detail Proactive, problem-solving, helpful Strong experience in MS Excel and Power Point Experience with coding in SAS, R, Python

We are currently hiring one of our clients which is a leading global banking firm which provides industry-focused services for clients across geographies. We are currently looking for a looking for a Quantitative Analyst to support the development and validation of Counterparty Exposure Models, including Potential Future Exposure (PFE) and Initial Margin (SIMM). The role involves working on derivatives pricing, risk modelling and exposure analysis across multiple asset classes. . Key responsibilities Develop and validate counterparty risk models for derivatives and structured finance. Perform risk analysis, model testing and performance reviews. Collaborate with internal teams on risk methodologies and regulatory requirements. Support senior stakeholders with data-driven insights and reporting. Role requirements 2-12 years of experience. MSc+ in Mathematics, Finance, Engineering or related field. Experience in pricing models, exposure modelling or risk analytics. Strong programming skills in Python, R, VBA and Excel (C++ / C# preferred). Excellent problem-solving and analytical skills.

Key responsibilities Develop and validate counterparty risk models for derivatives and structured finance. Perform risk analysis, model testing and performance reviews. Collaborate with internal teams on risk methodologies and regulatory requirements. Support senior stakeholders with data-driven insights and reporting. Role requirements 2-12 years of experience. MSc+ in Mathematics, Finance, Engineering or related field. Experience in pricing models, exposure modelling or risk analytics. Strong programming skills in Python, R, VBA and Excel (C++ / C# preferred). Excellent problem-solving and analytical skills.

Position : Senior Quantitative Analyst - Index Management and Analytics - Morningstar Indexes The Area: Morningstar Indexes Team leverages its expertise in equity research, manager research, asset allocation, and portfolio construction to create innovative investment solutions. It uses Morningstar`s intellectual property to create indexes that empower investors to achieve their goals at every stage of the investment process - market monitoring, benchmarking, and asset allocation. The unit offers a broad suite of global equity, bond, commodity, and asset allocation indexes. The Role : Morningstar Indexes seeks an intelligent and creative professional for its Index Management and Analytics team. As a fixed income specialist, your primary responsibility would be the maintenance of Morningstar Fixed Income Indexes, including monthly rebalancing, periodic methodology review/enhancements, providing research analytics for the client. The candidate is also responsible for the equity index reconstitution process. We are looking for a team member with basic knowledge of financial markets, statistical packages, data analytics or decision science. This position will be in Vashi, Navi Mumbai (India). Responsibilities: End-to-end ownership of index methodology and index rebalancing processes of fixed income indexes Be a subject matter expert on Index construction methodologies and investment thesis and propose enhancements to the methodology. Ensure accurate and timely calculation of index levels and daily portfolios. Also, manage the restatement of indexes in case of any data issues and communicate to the clients. Launch fixed income indexes that are based on existing methodologies. Act as a subject matter expert for client requests on index analytics, index methodology and reconstitution processes. Clearly and thoroughly communicate with internal and external clients, calculation agents, and data/service providers regarding index methodology, data and portfolio compositions, sales and client inquiries, and issue resolution. Work collaboratively with internal and external teams to continually identify and implement process improvements, reduce external data dependencies, support new product development, and establish standard operating procedures. Requirements: A Bachelor s or master s degree in Engineering, Finance, Economics, Management etc. and a strong interest in finance Some progress towards CFA is preferable. At least 4 years of relevant work experience Comfortable with basics of MS office, SQL, and Python Excellent written and verbal communication skills Ability to collaborate with the global team and deliver quality outcomes under tight deadlines. The candidate should exhibit a passion for innovation, and harbor a genuine belief in, and acceptance of Morningstar s core values

Junior Quantitative Analyst (Equities) Job Summary We are seeking a motivated and detail-oriented Junior Quantitative Analyst to join our equities team. The ideal candidate will have 2-3 years of experience in the equities space and a strong foundation in quantitative analysis. This role offers an excellent opportunity to work with experienced professionals and contribute to the development of cutting-edge investment strategies. Key Responsibilities Data Analysis: Collect, clean, and analyze large datasets related to equity markets. Back testing Model Development: Assist in the development and implementation of quantitative models to support trading strategies and investment decisions. Performance Monitoring: Monitor and evaluate real-time historical performance of quantitative models and trading strategies. Reporting: Prepare automated reports on model performance, and market conditions and performance drivers. Collaboration: Work closely with senior analysts, portfolio managers, and other team members to support the investment process. Qualifications Education: Bachelor s degree in Finance, Economics, Mathematics, Statistics, Computer Science, or a related field. A Master s degree is a plus. Experience: 2-3 years of experience in quantitative analysis within the equities trading. Technical Skills: Strong programming expertise in any language, with working knowledge of Python. Experience with SQL and data visualization is a plus. Analytical Skills: Strong analytical and problem-solving skills with the ability to interpret complex data and generate actionable insights. Attention to Detail: High level of accuracy and attention to detail in all aspects of work. Preferred Qualifications Knowledge of financial instruments, market microstructure, and trading strategies. Familiarity with risk management principles and practices. Working knowledge of quantitative finance tools such as optimizations, risk models, and regression analysis