46 Quantitative Finance Jobs

As a member of the technology team at Millennium, you will be playing a crucial role in building the next generation in-house risk and analytics tools. You will work in a dynamic and fast-paced environment with excellent growth opportunities. Your main responsibilities will include: - Working closely with quants, risk managers, and other technologies in New York, London, Tel Aviv, and Miami to develop multi-asset analytics, stress, and VaR for our in-house risk and guidelines platform. In order to be successful in this role, you must meet the following mandatory requirements: - Strong analytical and mathematical skills, with interest and/or exposure to quantitative finance. - At least a BSc ...

Job Purpose The selected candidate will join the Global Quantitative Research team at ICE which designs, implements, and supports enterprise quantitative models and systems. The primary responsibility of this position will be to lead quantitative research and implementation team supporting various business functions at ICE (Exchange, Data Services, etc.). This job requires strong quantitative finance skills, a passion to see projects succeed and a strong attention to detail. It requires programming skills as well as mathematical knowledge. This role will interact with various teams of different backgrounds and expertise, so the ability to communicate clearly and concisely is a must. This rol...

As a Junior Quantitative Analyst in our equities team, you will play a crucial role in analyzing, developing, and monitoring quantitative models to enhance trading strategies and investment decisions. With 2-3 years of experience in the equities space, you will have the opportunity to collaborate with seasoned professionals and contribute to the creation of innovative investment approaches. Your responsibilities will include collecting, cleaning, and analyzing extensive datasets related to equity markets. You will also assist in back testing and model development to support trading strategies. Additionally, you will be tasked with monitoring and evaluating the performance of quantitative mod...

Join our Commodities and Global Markets (CGM) group as a Quantitative Lead Developer, working with our QS Index calculation team to implement and maintain QIS proprietary indices. This role offers an exciting opportunity to be part of a global team closely aligned with revenue generation. At Macquarie, the advantage lies in bringing together diverse individuals and empowering them to shape various possibilities. Macquarie is a global financial services group operating in 31 markets with 56 years of unbroken profitability. As a part of our team, you will be in a friendly and supportive environment where every individual, irrespective of their role, contributes ideas and drives outcomes. In th...

As the Director of Quantitative Strategies at William O'Neil India PVT. Ltd, you will lead the Quantitative Research and Trading team in developing and implementing systematic trading strategies across Indian and global markets. In this strategic role, you will combine hands-on quantitative research with team building, fund positioning, and collaboration with internal and external stakeholders to align research outputs with business objectives and fund goals. Your key responsibilities will include designing, developing, and backtesting profitable algorithmic trading strategies using financial time series and alternative data. You will utilize machine learning and statistical techniques to ex...

The Risk Analytics, Modeling and Validation role involves the development, enhancement, and validation of methods for measuring and analyzing all types of risks, including market, credit, and operational. In areas related to credit risk, individuals in this role develop, enhance, and validate models for measuring obligor credit risk, or early warning tools that monitor the credit risk of corporate or consumer customers, besides being involved in Loss Given Default studies. They also develop and maintain key risk parameters like default and rating migration data, usage given default data and transition matrices. This role is vital to the company as it provides a scientific and systematic appr...

Role & responsibilities Value complex financial instruments including but not limited to stock-based compensation units, warrants, convertible debt, structured products etc. and arrangements such as contingent consideration for tax and financial reporting purposes using Black-Scholes models, Binomial Lattice model, Monte Carlo Simulation and other quantitative valuation techniques. Analyze equity and debt financial market data and history using time series analysis, multivariate statistics, and other quantitative valuation techniques Review agreements, loan documents, and market research in order to capture salient points to be used for financial modeling purposes Responsible for execution o...

The candidate, as part of the Pool desk within Treasury Markets and Investments (TMI) in Mumbai, will play a crucial role in the Banks success by acting as the gatekeeper of the Banks short-term unsecured funding. The primary objective of the Pool is to fund the structural gap between assets and liabilities after issuance, raising short-term funding via money markets. The candidate will focus on funding the working capital of the bank as cost-effectively as possible while adhering to regulatory and internal requirements. Additionally, the candidate will be involved in risk management and hedging of interest rate (IR) and foreign exchange (FX) risks across Treasury, as well as executing exter...

Key Responsibilities: • Collaborate closely with business leaders, subject matter experts, and end-users across commodities trading, hedge fund operations, quantitative finance, and potentially shipping/logistics to gather, analyze, and document complex business requirements for AI-driven solutions. • Analyze existing workflows, data sources, and systems (including ERPs) to identify inefficiencies, challenges, and opportunities for AI integration and process automation. • Translate complex business needs into clear, detailed functional and technical specifications, user stories, process flows, and data models for development teams. • Act as a subject matter expert on business processes, data...

You will work in a fast-growing Quantitative Finance practice at Cloudcraftz, a boutique quantitative research and data science services provider based in Singapore/India. Your main focus will be on designing, testing, developing, and running quantitative algorithmic trading strategies, models, and analytics. Machine Learning and AI play a significant role in our design philosophy, so familiarity with these concepts is essential. This mid to senior level role requires you to work independently, show initiative, and receive continuous mentorship from our experienced founders. Additionally, you will provide guidance to junior peers. The ideal candidate for this position will be a high-achievin...

At EY, you'll have the chance to build a career as unique as you are, with the global scale, support, inclusive culture, and technology to become the best version of yourself. Your unique voice and perspective are essential in helping EY become even better. Join us to build an exceptional experience for yourself and contribute to creating a better working world for all. As a Manager in Complex Securities at EY-Valuations team, you will assist clients in understanding the value of their business assets, securities, intellectual property, capital equipment, and other intangibles. Your role will involve managing valuation engagements for financial reporting, tax, and management planning purpose...

Job type Schedule Full time Location Study level Brand Job Function Last update 29.07.2025 BNP Paribas is the European Unions leading bank and key player in international banking. It operates in 65 countries and has nearly 185,000 employees, including more than 145,000 in Europe. The Group has key positions in its three main fields of activity: Commercial, Personal Banking & Services for the Groups commercial & personal banking and several specialised businesses including BNP Paribas Personal Finance and Arval; Investment & Protection Services for savings, investment, and protection solutions; and Corporate & Institutional Banking, focused on corporate and institutional clients. Based on its...

As a member of Cloudcraftz, a Singapore/India-based boutique quantitative research and AI services provider, you will be an integral part of our fast-growing Quantitative Finance practice. Your primary responsibilities will involve designing, testing, developing, and executing quantitative algorithmic trading strategies, models, and analytics. At Cloudcraftz, we place a strong emphasis on Machine Learning and AI as fundamental components of our design philosophy. Therefore, familiarity with these concepts is essential for this role. The ideal candidate should be a high-achieving graduate or postgraduate in finance, technology, statistics, or related fields with 1-3 years of experience. While...

The Risk Analytics, Modeling and Validation role involves the development, enhancement, and validation of methods for measuring and analyzing all types of risks, including market, credit, and operational. In areas related to credit risk, individuals in this role develop, enhance, and validate models for measuring obligor credit risk, or early warning tools that monitor the credit risk of corporate or consumer customers, besides being involved in Loss Given Default studies. They also develop and maintain key risk parameters like default and rating migration data, usage given default data and transition matrices. This role is vital to the company as it provides a scientific and systematic appr...

Our client TDMM, an integral part of the TradeDog Group, is an established crypto trading firm excelling in building scalable liquidity for digital assets, with a trading volume exceeding $10 billion. Leveraging expertise from top financial institutions, TDMM has been active in the crypto markets since 2015, providing liquidity provisioning and Token Market Management for legacy tokens such as XRP, BCH, ETH, ETC. We are looking for a highly motivated Product Strategist to join our Market Making team. As a Product Strategist, you will be pivotal in designing, optimizing, and managing trading strategies, focusing on risk management, client-centric development, and cross-functional collaboratio...

The Model Risk Management team at Deutsche Bank is seeking a MoRM Risk and Capital Model Validator to join their team in Mumbai, India. The primary mission of the team is to actively manage model risk globally in alignment with the bank's risk appetite. This involves performing independent model validation, identifying model risks proactively, recommending model risk appetite, managing and mitigating model risks effectively, designing a strong model risk management and governance framework, and creating bank-wide model risk related policies. As the MoRM Risk and Capital Model Validator, your key responsibilities will include delivering validation reports for all Risk and Capital Models devel...

As a .NET Core Developer at SpeedBot in Ahmedabad, India, you will be part of an innovative algo trading platform that focuses on automated strategies and real-time decision-making. With 1-5 years of experience, you will leverage your expertise in .NET Core / C#, multithreading, low-latency system design, and API development to contribute to our dynamic team. Additionally, experience in market data feeds, order execution, and risk management will be a valuable asset. Your primary responsibilities will include developing and optimizing low-latency trading algorithms using .NET Core, integrating real-time market data feeds and order execution systems, implementing backtesting frameworks for st...

You will be responsible for running the full production cycle for all Derivatives asset types in AMERS, which includes preproduction and quality analysis, production, and deliveries. Additionally, you will gather requirements for Derivatives products in both vanilla asset types (IRS, Swaptions, FX and Equity Options, CDS, TRS, Inflation swaps) and complex products (Dispersion Swaps, Volatility Swaps, Hybrid products, Exotic Structured Notes). Managing the clients workflow evaluation pricing cycle and supporting TRPS Derivatives clients communications will also be part of your duties. To excel in this role, you should possess a Bachelor's and/or master's degree in Finance, preferably in Quant...

About the Company Founded in 2009, iRage aims to be the leading entity in algorithmic trading within India. The company combines expertise in quantitative finance and technology to establish itself as a trailblazer in the realm of high-frequency trading in the country. With a forward-thinking and innovative approach, iRage recognized early on the pivotal role of technology in the rapid evolution of trading, a philosophy that remains at the core of its operations to this day. About the Role Taking on the position of an Institutional Equity Dealer entails the crucial responsibility of executing trades for various institutional clients, which include Asset Management Companies (AMCs), Domestic ...

The Risk Analytics, Modeling and Validation role involves the development, enhancement, and validation of methods for measuring and analyzing all types of risks, including market, credit, and operational. You will be responsible for developing, enhancing, and validating models for measuring obligor credit risk, early warning tools for monitoring credit risk of corporate or consumer customers, and conducting Loss Given Default studies. Additionally, you will develop and maintain key risk parameters such as default and rating migration data, usage given default data, and transition matrices. Your role is vital to the company as it provides a scientific and systematic approach to assessing and ...

Experienced and performance-driven Portfolio Managers specializing in quantitative and/or high-frequency trading strategies within the US Equity Markets . Key Responsibilities Design, develop, and manage systematic trading strategies focused on US equities, including intraday, mid-frequency, or high-frequency models. Generate consistent risk-adjusted returns using quantitative, statistical, or machine learning-based techniques. Collaborate with in-house developers, data engineers, and researchers to enhance alpha models and execution systems. Continuously monitor, analyze, and optimize strategy performance, drawdown, slippage, and market impact. Ensure adherence to risk management frameworks...

The Risk Analytics, Modeling and Validation role involves the development, enhancement, and validation of methods for measuring and analyzing all types of risks, including market, credit, and operational. In areas related to credit risk, individuals in this role develop, enhance, and validate models for measuring obligor credit risk, or early warning tools that monitor the credit risk of corporate or consumer customers, besides being involved in Loss Given Default studies. They also develop and maintain key risk parameters like default and rating migration data, usage given default data and transition matrices. This role is vital to the company as it provides a scientific and systematic appr...

Project Overview The candidate will be working on the Model Development as a Service (MDaaS) initiative, Which focuses on scaling machine learning techniques for exception classification, early warning signals, Data quality control, model surveillance, and missing value imputation. The project involves applying advanced ML techniques to large datasets and integrating them into financial analytics systems. Key Responsibilities Set up Data Pipelines: Configure storage in cloud-based compute environments and repositories for large-scale data ingestion and processing. Develop and Optimize Machine Learning Models: Implement Machine Learning for Exception Classification (MLEC) to classify financia...

As an enthusiastic HR fresher, you have the opportunity to embark on a dynamic 6-month internship in the realm of Quantitative Finance. Delve into a role that transcends routine HR tasks, focusing instead on cultivating a profound understanding of niche financial markets and fostering relationships with top-tier quantitative professionals globally. Your journey will entail engaging with a spectrum of clients, from hedge funds to investment banks and trading firms, while honing your skills in market research, talent mapping, and relationship-building to facilitate impactful connections between candidates and clients worldwide. The culmination of your efforts may pave the way for a permanent p...

Millennium is a top tier global hedge fund that is dedicated to leveraging innovations in technology and data science to address complex business challenges. We are in the process of building a robust technology team to create our next generation in-house risk and analytics tools. The primary focus of this team will be on developing and maintaining the in-house VaR systems that will support risk management and trading across Equities, Fixed Income, Commodities, Credit, and FX business at Millennium. Working at Millennium offers a dynamic and fast-paced environment with exceptional growth opportunities. As a member of our technology team, your responsibilities will include collaborating close...