97 Quantitative Finance Jobs

You will be responsible for trading equities and derivatives, making markets, analyzing market trends, and executing trades at Delta Vibe Broking Pvt Ltd, located in Rajkot. Your daily tasks will include monitoring financial markets, developing trading strategies, and managing financial risk. Key Responsibilities: - Trading equities and derivatives - Making markets - Analyzing market trends - Executing trades - Monitoring financial markets - Developing trading strategies - Managing financial risk Qualifications Required: - Experience in Trading and hedging - Proficiency in Equities and Derivatives - Knowledge of Finance and Quantitative Finance - Strong analytical and quantitative skills - A...

Quantitative development to implement and optimize algorithms for asset pricing, risk management, and trading strategies and migrate analytics from c++ to Python Writes secure and high-quality code using Python or C++ with limited guidance Required Candidate profile 5+ years of Python, C++ Quantitative finance background with strong experience in bonds Experience with calculating Risk or Pricing of asset classes

Position Purpose Role & Responsibilities Working in close partnership with other RISK teams and stakeholders (systems, reporting, regulatory, Front Office), the successful candidate will contribute to SIGMAs mission, taking responsibilities in some of the following areas: Participate in methodology projects, gathering and documenting requirements, considering stakeholder interests, regulatory constraints and any potential deficiencies in the current methods exposed by quality assurance processes. Investigate, analyse and design risk methods and models, respecting the aims of accurately capturing risks whilst considering system or other environmental constraints. Design, develop and test code...

Responsibilities Working in close partnership with other RISK teams and stakeholders (systems, reporting, regulatory, Front Office), the successful candidate will contribute to SIGMAs mission, taking responsibilities in some of the following areas: Participate in methodology projects, gathering and documenting requirements, considering stakeholder interests, regulatory constraints and any potential deficiencies in the current methods exposed by quality assurance processes. Investigate, analyse and design risk methods and models, respecting the aims of accurately capturing risks whilst considering system or other environmental constraints. Design, develop and test code changes required to imp...

Role Overview: You will be part of the Pool desk (within TMI) in Mumbai, playing a crucial role in the bank's success by managing short-term unsecured funding through money markets. Your responsibilities will include funding the working capital of the bank efficiently while managing and hedging interest rate and FX risks. Additionally, you will be involved in overseeing the submission of the Bank's contributions to global interest rate calculations. Key Responsibilities: - Provide comprehensive risk management and analytics support to the desk. - Collaborate with local pool managers to analyze net interest income drivers, adjust FTP, liquidity deployment, evaluate funding options, and ensure...

As an ESG Lead at Zafin, you will be responsible for various tasks related to Environmental, Social, and Governance aspects. Your key responsibilities will include: - Preparation of annual, quarterly, and monthly sustainability reports - Execution of the ESG strategy and roadmap - Conducting materiality assessments and peer benchmarking - Engaging in stakeholder activities - Preparing internal and external reports using ESG risk reporting frameworks like SASB, GRI, SFDR, etc. - Advising and supporting the implementation of new/mandatory ESG regulations and guidelines - Ensuring regulatory compliance globally - Identifying opportunities to embed sustainability/ESG principles internally - Prep...

Role Overview: Join us as a Model Risk Quantitative Analyst where you will have the opportunity to utilize your excellent quantitative modelling skills and problem-solving talent. This role offers a real sense of purpose as you will be evaluating and validating sophisticated pricing models across the bank. As a part of an inclusive team, you will have the chance to deepen your knowledge, enhance your profile, and explore your potential in a purpose-led role offered at the vice president level. Key Responsibilities: - Assessing and performing Prudential Valuation and Model Risk Valuation Adjustment calculations - Facilitating model risk analysis to meet regulatory requirements - Sharing findi...

Role Overview: You are an innovative and business-savvy AI Product Manager Digital Transformation with a focus on driving the design and execution of AI-powered solutions across global financial and trading ecosystems. Your role involves combining strategic product thinking with a deep understanding of data-driven decision-making to transform traditional workflows into intelligent, automated, and scalable systems. Collaborating closely with cross-functional teams, including commodities trading, hedge funds, quantitative finance, and logistics, you will be responsible for building AI solutions that deliver measurable business outcomes. Key Responsibilities: - Partner with business stakeholder...

About this role: Wells Fargo is seeking for a Senior Risk Analytics consultant. In this role, you will: Lead or participate in moderately complex initiatives, and delivering insight and decision strategies within analytics and reporting, and contribute to large-scale planning related to Risk Analytics Review and analyze moderately complex data aggregation, forecasting, reporting, and programming models Be responsible for process production, data reconciliation, and model documentation in alignment with policy governance Resolve data, production, business modeling, and lead team to meet Risk Analytics deliverables while leveraging solid understanding of risk reporting policies, modeling strat...

Quantitative development to implement and optimize algorithms for asset pricing, risk management, and trading strategies and migrate analytics from c++ to Python Writes secure and high-quality code using Python or C++ with limited guidance Required Candidate profile 5+ years of Python, C++ Quantitative finance background with strong experience in bonds Experience with calculating Risk or Pricing of asset classes

As a Product Strategist at TDMM, an established crypto trading firm within the TradeDog Group, you will be a key member of the Market Making team. Your primary responsibilities will revolve around designing, optimizing, and managing trading strategies, with a strong emphasis on risk management, client-centric development, and cross-functional collaboration. Your involvement will span the entire lifecycle of strategy development, from ideation to post-trade analysis. **Key Responsibilities:** - **Strategy Development & Risk Management** - Design and implement market making strategies across product lines. - Define and monitor quantitative risk limits to manage exposure and ensure compliance. ...

As an innovative and business-savvy AI Product Manager specializing in Digital Transformation, your role will involve driving the design and execution of AI-powered solutions across global financial and trading ecosystems. Your primary responsibilities will include: - Partnering with business stakeholders and domain experts to identify opportunities for AI integration within existing and new workflows. - Conducting end-to-end analysis of business processes, data sources, and technology ecosystems to define AI use cases with tangible ROI. - Developing and prioritizing a clear product roadmap aligned with business goals and emerging AI capabilities. - Translating complex business challenges in...

About The Job Mercor connects elite creative and technical talent with leading AI research labs. Headquartered in San Francisco, our investors include Benchmark , General Catalyst , Peter Thiel , Adam D'Angelo , Larry Summers , and Jack Dorsey . Position: Accounting AI Specialist Type: Independent Contractor Compensation: $45$100/hour Location: Remote or in-person (Palo Alto, CA) Commitment: Part-time Role Responsibilities Use proprietary software to label, annotate, and evaluate AI-generated outputs related to accounting. Solve and critique problems in forensic analysis, managerial budgeting, and quantitative finance. Record short audio or video segments as part of model training datasets. ...

Quantitative Systems Engineer | FPGA & C++ | Low-Latency Trading Systems About the Role We're looking for a Quantitative Systems Engineer to design and optimize ultra-low latency trading infrastructure powering next-generation algorithmic and quantitative strategies. You'll work closely with quantitative researchers, traders, and FPGA engineers to build systems that push the limits of performance in financial markets. What You'll Do Design and implement high-performance, low-latency systems in C++ (17/20) for real-time market data processing and trade execution. Collaborate with FPGA teams to integrate hardware acceleration into the trading stack. Optimize system-level performance including ...

Your Role Overview: You will be a Senior Quant Engineer in the Research (Portfolio Implementation) team at AQR Capital Management. In this role, you will be responsible for designing and implementing proprietary systems and tools that drive the quantitative strategy research and systematic investing that powers AQR. You will collaborate closely with researchers and portfolio analysts to tackle mission-critical challenges and make investment ideas a reality. Key Responsibilities: - Build or extend Portfolio Implementation systems by leveraging research output, performing optimization with constraints, and generating Orders - Develop microservices using cloud computing to enable scalability - ...

As a member of Cloudcraftz, a Singapore/India-based boutique quantitative research and AI services provider, you will have the opportunity to work with leading financial institutions, banks, hedge funds, and asset managers in the areas of quantitative finance, algorithmic trading, risk management, AI, and other related fields. **Role Overview:** You will be a part of the fast-growing Quantitative Finance practice where your main focus will involve designing, testing, developing, and implementing quantitative algorithmic trading strategies, models, and analytics. Machine Learning and AI are fundamental components of our design philosophy, and familiarity with these concepts is essential. **Ke...

This Job is based in Australia Employment Type:?Full time 35 hour per week? Duration:? Tenure Track ? Remuneration:?Level B from $127,947 and Level C from $155,403 (plus 17% superannuation and leave loading)? Location:?Kensington NSW Australia (Hybrid Flexible Working)? About UNSW At UNSW, we pride ourselves on being a workplace where the best people come to do their best work .? UNSW isn't like other places you've worked. We're a large organisation with a diverse and talented community; a community doing extraordinary things. Together, we are driven to be thoughtful, practical, and purposeful in all we do. Taking this combined approach is what makes our work matter. It's the reason we're on...

About BNP Paribas India Solutions Established in 2005, BNP Paribas India Solutions is a wholly owned subsidiary of BNP Paribas SA, European Union's leading bank with an international reach. With delivery centers located in Bengaluru, Chennai and Mumbai, we are a 24x7 global delivery center. India Solutions services three business lines: Corporate and Institutional Banking, Investment Solutions and Retail Banking for BNP Paribas across the Group. Driving innovation and growth, we are harnessing the potential of over 10000 employees, to provide support and develop best-in-class solutions. About BNP Paribas Group BNP Paribas is the European Union's leading bank and key player in international b...

At EY, youll 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 you. And were counting on your unique voice and perspective to help EY become even better, too. Join us and build an exceptional experience for yourself, and a better working world for all. Advanced Analyst Complex Securities As part of our EY-Valuations team, you will help clients understand the value of their business, securities, intellectual property, capital equipment, intangibles and other assets. The group is comprised of several key areas, including business valuation, business modelling, capital equipment and complex secu...

Senior Analyst - Complex Securities As part of our EY-Valuations team, you will help clients understand the value of their business, securities, intellectual property, capital equipment, intangibles and other assets. The group is comprised of several key areas, including business valuation, business modelling, capital equipment and complex securities The opportunity We are looking for Assistant Managers with expertise in Quantitative Finance and Complex Securities Valuation to join EY-VME (Valuation, Modelling and Economics). This is a fantastic opportunity to be part of a prominent firm and develop your career through a broad scope of engagements, mentoring, and learning & development Your ...

Position: Senior Principal Quantitative Analyst Department: Managed Investment Data (MID) – Quality & Transformation No of Positions: 1 Shift: General Shift Job Description The Senior Principal Quantitative Analyst plays a critical role in ensuring the accuracy, integrity, and reliability of quantitative data that powers Morningstar’s financial models, analytics, and decision-making processes. This role is a cornerstone of the Managed Investment Data (MID) program, which collects, standardizes, and enriches global fund data—supporting investors, advisors, and institutions through trusted data and insight. The analyst will lead quantitative data quality design and implementation, develop AI/M...

Role Overview: As a Quantitative Developer at Emperen Technologies, your role will involve tasks related to Trading, Quantitative Analytics, Quantitative Finance, Mathematics, and Statistics. This is a contract hybrid role based in Chicago, IL, allowing for some work from home flexibility. Key Responsibilities: - Utilize your experience in Trading, Quantitative Analytics, and Quantitative Finance to drive the success of projects. - Demonstrate proficiency in programming languages such as C++ and C# (Must have). - Apply your knowledge of financial markets and derivatives to contribute effectively to the team. Qualifications: - Minimum [insert qualification] in [insert field]. - Strong experti...

You will be part of the USPB Risk Management team at Citi, focusing on developing stress loss models for international unsecured portfolios. Your main responsibility will be developing CCAR/DFAST stress loss models for portfolios such as Credit Card and Personal Loan. This role involves working closely with cross-functional teams and preparing responses for regulatory agencies. Key Responsibilities: - Obtain and conduct QA/QC on all data required for stress loss model development - Develop segment and/or account level stress loss models - Perform sensitivity and back-testing - Validate and recalibrate models annually - Deliver comprehensive model documentation - Work closely with cross-funct...

Quantitative development to implement and optimize algorithms for asset pricing, risk management, and trading strategies and migrate analytics from c++ to Python Writes secure and high-quality code using Python or C++ with limited guidance Required Candidate profile 3+ years of Python, C++ Quantitative finance background with strong experience in bonds Experience with calculating Risk or Pricing of asset classes

Job Description 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 ...