25 Quantitative Finance Jobs

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 Quantitative Finance, Mathematical Finance, or Financial Engineering. A well-rounded knowledge of financial markets is essential, along with the ability to independently research and apply complex concepts in a real-world context. You must be self-motivated, have the ability to learn quickly, and operate under tight time constraints. Strong problem-solving skills are crucial, along with proficiency in Excel and good verbal and written communication skills. You should have the confidence and poise to explain and defend evaluations to customers. Preferred skills for this position include experience with Rates using CALYPSO, working with both vanilla and complex derivatives, IRS and Swaptions expertise, familiarity with financial libraries and functions such as PIL, FINCAD, Numerix, and programming experience in scripting languages like C++, JAVA, or Python. As part of the LSEG team, you will be joining a dynamic organization of 25,000 people across 65 countries. Your individuality will be valued, enabling you to bring your true self to work and enrich the diverse workforce. You will experience a collaborative and creative culture that encourages new ideas and is committed to sustainability across the global business. LSEG is dedicated to re-engineering the financial ecosystem to support and drive sustainable economic growth, aiming to achieve growth by accelerating the just transition to net zero, enabling growth of the green economy, and creating inclusive economic opportunity. LSEG offers a range of tailored benefits and support, including healthcare, retirement planning, paid volunteering days, and wellbeing initiatives.,

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 Institutional Investors (DIIs), Foreign Institutional Investors (FIIs), Insurance Companies, and Development Financial Institutions (DFIs). This role demands a profound comprehension of market dynamics, algorithms, and trading strategies spanning multiple segments. Key Responsibilities: Trade Execution: - Execute trades in Equity and Future & Options (F&O) Segments accurately and promptly. - Implement various ALGO strategies like CD Orders, VWAP Orders, Volume Participation, Basket Orders, Blocks, F&O Directional & Spread Trades, and Arbitrage. Market Analysis & Reporting: - Monitor and evaluate market trends, delivering pertinent updates to stakeholders. - Create and deliver market reports utilizing tools such as Bloomberg & MS Excel. Client Interaction: - Engage in regular communication with clients to grasp their needs and offer tailored trading solutions. - Foster relationships by meeting clients regularly and providing insights on market movements. Collaboration: - Work closely with the back-office team to ensure seamless and error-free trade settlement procedures. Qualifications: Essential: A graduate in any discipline. Preferred: Postgraduate degree or MBA.,

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 mitigating risks, ensuring the company's financial stability, protecting its assets, and supporting its overall business strategy. As a Model Validator, your responsibilities will include performing model validations, annual model reviews, ongoing monitoring reviews, and model limitation remediation reviews for one or more model/product types under the supervision of a Validation Lead. You will provide effective challenge to the model development process, evaluate testing approaches and results, assess ongoing performance monitoring of models, and contribute to regulatory and internal audit related responses. Collaboration with other teams within Risk and the Business will be essential to facilitate compliance with policies, procedures, and guidance. You are expected to be an enthusiastic and early adopter of change, demonstrating curiosity in seeking new ways to overcome challenges and actively applying learning from failures. You will be responsible for challenging yourself and others to communicate alternative views, acting as a change catalyst by identifying where new ideas could benefit the organization, and proactively seeking to understand and act in alignment with organizational decisions. Prioritizing highest-priority work aligned to business goals, streamlining work processes, and taking personal accountability for managing potential risks are also key aspects of this role. The ideal candidate for this role will have 5-8 years of experience in Quantitative Finance, Risk management, Analytics, Model Development, or Model Validation. Strong partnership and teamwork skills, along with the ability to formulate findings clearly and concisely, are essential. Good analytical, creative thinking, and problem-solving abilities are required, as well as proficiency in programming languages like Python, MATLAB, C/C++/C#, VBA, or other coding languages as needed. Knowledge of financial markets and products, qualitative or quantitative model risk management experience, and extensive experience in data analysis and interpretation are preferred qualifications. A Master's degree in a relevant field is required for this position. Strong technical skills in time series analysis, statistics, and econometrics, along with excellent communication, diplomacy, and problem-solving skills, are necessary. The ability to work effectively in a team and independently, manage multiple tasks and deadlines, and identify inconsistencies in data or results to define business issues are also crucial for success in this role. If you are a person with a disability and need a reasonable accommodation to use our search tools and/or apply for a career opportunity, please review Accessibility at Citi. View Citis EEO Policy Statement and the Know Your Rights poster for more information.,

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, compliance, and capital allocation guidelines. Maintain and scale existing models while researching new strategies or market opportunities. Qualifications & Experience 4+ years of proven track record managing live capital with positive PnL in US equity markets. Strong background in quantitative finance , computer science , mathematics , engineering , or a related field. Deep understanding of market microstructure , execution algorithms , and trading infrastructure. Proficient in programming languages such as Python , C++ , or R ; familiarity with backtesting frameworks and data analysis libraries. Experience working with low-latency systems, co-location, and direct market access (DMA) setups is a plus. Strong grasp of risk management principles , portfolio construction, and capital efficiency.

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 approach to assessing and mitigating risks, thereby ensuring the company's financial stability, protecting its assets, and supporting its overall business strategy. The responsibilities of a Model Validator include performing model validations, annual model reviews, ongoing monitoring reviews (on Low and Medium Model Risk Rating (MRR) models) and model limitation remediation reviews for one or more model / product types under the supervision of a Validation Lead (VL). The role also involves providing effective challenge to the model development process, evaluating testing approach and results for individual models, assessing ongoing performance monitoring of the models, contributing to regulatory and internal audit related responses, collaborating with other teams within Risk and the Business, assisting with preparing reports and meeting materials, and supporting the process of designing, developing, delivering, and maintaining best-in-class qualitative model validation process standards. The ideal candidate for this role should have 5-8 years of experience in Quantitative Finance, Risk management, Analytics, Model Development or Model Validation. They should possess excellent partnership and teamwork skills, ability to formulate findings clearly and concisely in written form, good verbal communication skills, good analytic and creative thinking abilities, adept at analysis and documentation of results, ability to multi-task and work well under pressure, and deliver results under tight deadlines. Proficiency in programming languages like Python, MATLAB, C/C++/C#, VBA or other coding languages is required, along with knowledge of financial markets and products. Qualitative or quantitative model risk management experience is a plus, along with strong technical skills in time series analysis, statistics, and econometrics. Education requirement for this role is a Master's degree. Key skills required include Analytical Thinking, Business Acumen, Credible Challenge, Data Analysis, Governance, Policy and Procedure, Policy and Regulation, Risk Controls and Monitors, Risk Identification and Assessment, and Statistics. If you are a person with a disability and need a reasonable accommodation to use the search tools and/or apply for a career opportunity, please review Accessibility at Citi. View Citis EEO Policy Statement and the Know Your Rights poster for more information.,

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 financial exceptions. Conduct Missing Value Imputation using statistical and ML-based techniques. Develop Early Warning Signals for detecting anomalies in multi-variate/univariate time-series financial data. Build Model Surveillance frameworks to monitor financial models. Apply Unsupervised Clustering techniques for market segmentation in securities lending. Develop Advanced Data Quality Control frameworks using TensorFlow-based validation techniques. Experimentation & Validation: Evaluate ML algorithms using cross-validation and performance metrics. Implement data science best practices and document findings. Data Quality and Governance: Develop QC mechanisms to ensure high-quality data processing and model outputs. Required Skillset Strong expertise in Machine Learning & AI (Supervised & Unsupervised Learning). Proficiency in Python, TensorFlow, SQL, and Jupyter Notebooks. Deep understanding of time-series modeling, anomaly detection, and risk analytics. Experience with big data processing and financial data pipelines. Ability to deploy scalable ML models in a cloud environment. Deliverables & Timeline Machine Learning for Exception Classification (MLEC): Working codes & documentation Missing Value Imputation: Implementation & validation reports Early Warning Signals: Data onboarding & anomaly detection models Model Surveillance: Fully documented monitoring framework Securities Lending: Clustering algorithms for financial markets Advanced Data QC: Development of a general-purpose QC library Preferred Qualifications Prior experience in investment banking, asset management, or trading desks. Strong foundation in quantitative finance and financial modeling. Hands-on experience with TensorFlow, PyTorch, and AWS/GCP AI services

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 position in this thriving field. Join us in this internship to: Immerse Yourself in Research: Gain insights into global talent mapping, analyze intricate market trends, and identify recruitment needs in specialized domains such as quantitative research, trading, and technology. Build Enduring Relationships: Cultivate lasting connections with a diverse array of candidatesincluding PhDs, Quants, Traders, and Engineersand esteemed clients in the global finance sector. This role thrives on human interaction, emphasizing trust and credibility. Embrace Global Opportunities: Interact daily with professionals from the UK, US, Europe, and Asia, unraveling the impact of talent mobility on the global financial landscape. Learn by Doing: Acquire expertise in recruitment best practices, fundamental financial market concepts, and effective communication strategies essential for success in this competitive arena. Chart Your Career Progression: Transition from this internship into a full-time role in recruitment consulting, with clear trajectories leading to client management, senior recruitment positions, and leadership roles. Your responsibilities will include: Conducting comprehensive market research and talent mapping within the global Quantitative Finance sector. Cultivating and nurturing relationships with high-caliber candidates through targeted outreach, meaningful conversations, and sustained engagement strategies. Supporting client relationship cultivation by comprehending their hiring requirements and facilitating the delivery of exceptional talent solutions. Developing the proficiency to offer effective advice to clients and candidates based on market insights and recruitment acumen. Leveraging recruitment technologies, databases, and tools to streamline your workflow efficiently. This internship offers diverse job types, including full-time positions, and spans a contract length of 6 months. The work location for this role is in person, providing you with a hands-on experience in a stimulating environment.,

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 closely with quants, risk managers, and other technologists in New York, London, Tel Aviv, and Miami. Together, you will be tasked with developing multi-asset analytics, stress testing, and VaR for our in-house risk and guidelines platform. Mandatory Requirements: - Possess strong analytical and mathematical skills, with a keen interest and/or exposure to quantitative finance. - Hold at least a BSc in Computer Science or a related field in financial engineering. - Have significant experience working with modern C++ or Java. - Proficient in using Git/GitHub. - Experienced in Multi-threading, Client-Server, and Distributed computing. - Familiarity with working in a Linux environment. - Solid understanding of various Design Patterns, Algorithms, and Data structures. - Proficient in SQL Database development. - Detail-oriented, organized, demonstrating thoroughness, and taking strong ownership of work. - Previous experience working in a production environment. Preferred Requirements: - Experience with financial mathematics and statistics. - Proficiency in Java programming. - Familiarity with Docker/Kubernetes. - Experience with at least one cloud provider (AWS Preferred). - Knowledge of NoSQL databases like MongoDB. - Familiarity with Caching technologies such as Redis. - Experience with Messaging libraries/systems like Kafka/Solace.,

The Valuation Engineer position is a full-time, on-site role based in Coimbatore. Your primary responsibilities will include conducting property valuations, preparing detailed valuation reports, and utilizing financial engineering techniques. You will be expected to perform quantitative analysis, apply analytical skills to assess financial data, trends, and risks, and ensure compliance with regulatory standards. Moreover, you will play a key role in providing actionable insights to support decision-making processes. To excel in this role, you should possess strong skills in Financial Engineering, Finance, Quantitative Finance, and Quantitative Analytics. A Bachelors degree in Finance, Engineering, or a related field is required. Excellent written and verbal communication skills are essential, along with the ability to work independently and meet tight deadlines. Prior experience in the construction or real estate industry would be an advantage, as well as proficiency in relevant software and tools. Join our team as a Valuation Engineer and contribute to our mission by leveraging your expertise in valuation methodologies and financial analysis to drive informed decision-making processes.,

Join us as an Assistant Vice President (AVP) Research where you play a crucial role in making informed investment decisions. Our Research team is dedicated to producing proprietary products, differentiated market analysis, and actionable investment ideas for sophisticated investors worldwide. We strive to integrate research disciplines, asset classes, and geographies to provide a comprehensive view of the financial landscape. As an AVP Research, your primary responsibility will be to leverage alternative data and data science methods in collaboration with finance domain experts to enhance financial research. You will also focus on developing and refining methods and infrastructure to streamline research production, ultimately increasing our efficiency over time. This will involve creating software solutions to automate repetitive analyses for team-wide access. Additionally, you will engage in long-term projects aimed at enhancing our research capabilities, such as developing neural language models and pioneering new bias adjustment methods. Successful candidates for this role must possess strong interpersonal skills as they will work closely with global team members and analysts. Effective communication of technical concepts to both technical and non-technical audiences through written and oral channels is essential for this position. Key Responsibilities: - Collaborate on short research projects for publication on Barclays research platform. - Integrate new data sets and develop software to optimize their usability. - Inform analysis designs, particularly in causal and statistical inference. - Apply machine learning methods strategically to enhance research outcomes. - Propose and implement innovative methods for longer-term projects with high potential impact on financial research. Desirable Skillsets: - Proficiency in data analysis and machine learning. - Familiarity with data pipelining, automation, PySpark, SQL, and statistical applications. - Strong communication skills demonstrated through written publications. - Expertise in causal and statistical inference, including observational causal designs. - Previous experience in large-scale text analysis or geolocation data analysis. - Background in quantitative finance. Location: Nirlon Knowledge Park, Mumbai. This role is classified as a Certified position under the PRA & UK Financial Conduct Authority regulations, potentially requiring mandatory regulatory qualifications or minimum internal benchmarks. Purpose of the Role: To deliver differentiated market insights and actionable ideas through research to Barclays Clients. Key Accountabilities: - Analyze market, sector, corporate, and economic data to formulate investment theses for coverage universe. - Present research views to clients through various channels including face-to-face interactions, events, and written communications. - Engage with internal stakeholders to raise awareness of research insights. - Provide insights and research views to internal clients to navigate financial markets effectively. - Collaborate with compliance and supervisory analysts to ensure compliant delivery of research. Assistant Vice President Expectations: - Advise and influence decision-making, contribute to policy development, and ensure operational effectiveness. - Lead complex tasks, setting objectives, coaching employees, and driving performance outcomes. - Foster a collaborative environment, provide guidance on assignments, and identify new directions for projects. - Consult on complex issues, mitigate risks, and develop policies to enhance control and governance. - Engage in detailed data analysis, communicate complex information effectively, and influence stakeholders to achieve desired outcomes. All colleagues are expected to uphold Barclays Values of Respect, Integrity, Service, Excellence, and Stewardship, as well as demonstrate the Barclays Mindset of Empower, Challenge, and Drive.,

Join us as an Assistant Vice President (AVP) Research where you will play a crucial role in making the best investment decisions. Our Research vision revolves around differentiation and integration, where we strive to provide proprietary products, unique market analysis, and actionable investment ideas to sophisticated investors across the globe. We integrate research disciplines, asset classes, and geographies to deliver comprehensive insights. As an AVP Research, your primary responsibility will be to utilize alternative data and data science methods in collaboration with finance domain experts to enhance financial research. You will focus on developing methods and infrastructure to enhance research productivity by creating software for repeatable analysis that can be shared within the team. Additionally, you will work on long-term projects aimed at improving our capabilities, such as developing neural language models on text and innovating bias adjustment methods. To excel in this role, you must possess strong interpersonal skills as data scientists work closely with global team members and analysts. Clear communication of technical concepts to both technical and non-technical audiences through written and oral channels is essential for success. Key responsibilities include collaborating on short research projects for publication, onboarding new data sets, informing analysis designs, applying ML methods strategically, and ideating and executing novel methods for longer-term projects. Desirable skillsets include strong data analysis and ML skills, understanding of data pipelining and automation, expertise in statistics for research design, and experience in large-scale text or geolocation data analysis. This role is based in Nirlon Knowledge Park, Mumbai, and is certified under the PRA & UK Financial Conduct Authority regulations. You will be responsible for producing and delivering research with differentiated market insights and actionable ideas to Barclays Clients. Your accountabilities include analyzing market data, presenting research views to clients, engaging with stakeholders, providing insights to internal clients, and ensuring compliance in research production and delivery. As an Assistant Vice President, you are expected to advise and influence decision-making, lead a team, set objectives, coach employees, and demonstrate leadership behaviours. You will collaborate with other functions, guide team members, consult on complex issues, mitigate risks, and contribute to the governance agenda. Additionally, you will engage in complex data analysis, communicate complex information, and influence stakeholders to achieve desired outcomes. All colleagues are expected to uphold the Barclays Values of Respect, Integrity, Service, Excellence, and Stewardship, as well as demonstrate the Barclays Mindset of Empower, Challenge, and Drive.,

ISS STOXX Group is a global index provider currently providing a cross-asset class index family of over 6,500 indices. The ISS STOXX Group is at the forefront of innovative Index design, continuously expanding its portfolio of sustainable and multi-asset class indices and operates on a global level. The indices are licensed to the worlds largest issuers of financial products, Asset owners and managers as well as to more than 500 companies around the world. Our Indices are used as the portfolio basis for ETFs, UCITS-compliant funds, Structured Products, futures, and options and for risk and performance measurement. The successful candidate will be part of a global, dynamic and inclusive research team that are responsible for index research and design, developing thought leadership in the sustainability investment space and creating competitive index solutions. Responsibilities: Develop tools and processes that facilitate the development of innovative passive quantitative strategies. Work closely with internal and external stakeholders. Qualification: Postgraduate level or above in Quantitative finance background. 2-5 years experience within financial markets Excellent technical skills in Python, SQL and data manipulation. Strong hands-on experience working with GCP. Good communication, writing and presentation skills, including the ability to convey technical concepts to a wide range of audiences, are advantageous. Nice to have: Experiences working with ESG, Climate, or Sustainability data, either in an industry role or in a research setting.

: In Scope of Position based Promotions (INTERNAL only) Job Title Treasury Markets and Investments (TMI) Corporate TitleAssociate/AVP LocationMumbai, India Role Description The candidate will be part of the Pool desk (within TMI) in Mumbai. The Pool function in Treasury is vital to the Banks success. It acts as the gate keeper of the Banks short term unsecured funding. The pools aim is to fund the structural gap between assets and liabilities after issuance. Pool raises short term funding via money markets. It aims to fund the working capital of the bank as cheaply as possible given regulatory & internal requirements. Further, Pool risk manages and hedges IR and FX risks across Treasury and is responsible for external derivatives execution on behalf of Treasury. Pool is operating in & covering all DB locations and LEs globally. Pool also contains the Benchmarks Team which oversees the submission of the Banks contributions to global interest rate calculations. The current role is part of the Treasury Office in DIPL Mumbai. What well offer you , 100% reimbursement under childcare assistance benefit (gender neutral) Sponsorship for Industry relevant certifications and education Accident and Term life Insurance Your key responsibilities Deliver comprehensive risk management and analytics support to the desk. Functional involvement is within Treasury Markets and Investments (TMI) but may also require close coordination with other Treasury areas such as Liquidity Management, Funds Transfer Pricing, Treasury Regulation, Capital Management and Balance Sheet Management. Work with local pool managers to analyze drivers of net interest income in the respective pool and work on adjustments to FTP, liquidity deployment and evaluate various funding options, while meeting regulatory constraints Independently help analyze Risk and P&L for Local Pools Assist local pool managers in regional roll outs of new infrastructure systems and treasury change projects. Help automate certain ticketing processes and the production of currently manually produced reports. Work on relevant Treasury projects within the region/globally. Work in close cooperation with business and internal stakeholders such as Markets, Risk and Finance to drive key Treasury initiatives/agenda. Preparation of Treasury inputs and supporting Treasury participation in forums or meetings. Your skills and experience University degree with a quantitative focus (Economics, Finance, Mathematics, Computer Science, etc.) At least 2 years of professional experience in dealing with quantitative finance concepts, supporting a trading / structuring desk or a trading risk management function. Product knowledge in unsecured cash and derivative products; understanding of risk metrics such as PV01 and VAR Sound analytical and problem-solving skills. Strong written, verbal communication and presentation skills. How well support you . . . . About us and our teams Please visit our company website for further information: https://www.db.com/company/company.htm We strive for a culture in which we are empowered to excel together every day. This includes acting responsibly, thinking commercially, taking initiative and working collaboratively. Together we share and celebrate the successes of our people. Together we are Deutsche Bank Group. We welcome applications from all people and promote a positive, fair and inclusive work environment.

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

Founded : Sept 2023 Team Size: 40-50 Experience : 2+ Years Role Overview We are seeking a highly skilled Quantitative Trader to develop and execute high and mid-frequency trading strategies in global markets. The ideal candidate will have a strong background in market microstructure, ultra-low-latency execution, and statistical arbitrage. As part of our trading team, you will be responsible for designing, back-testing, and optimizing trading algorithms, leveraging cutting-edge AI and high-performance computing to capitalize on ultra-short-term market inefficiencies. You will work closely with quantitative researchers and engineers to enhance execution speed and efficiency while managing real-time trading risk. Key Responsibilities: As a Quantitative Trader, your responsibilities will include: - Designing, implementing, and deploying high-frequency trading algorithms. - Typical strategies deployed include Alpha-seeking strategies and Market Making. - Rigorously back-test strategies on in-house research infrastructure. - Creating tools to analyze data for patterns. - Contributing to libraries of analytical computations to support market data analysis and trading. - Developing, augmenting, and calibrating exchange simulators. Preferred Qualifications: We're seeking candidates with: - A degree in Computer Science, Mathematics, or Engineering from a leading institution. - 2+ years of relevant work experience. - Exceptional analytical and problem-solving skills. - Proficiency in programming, particularly in C++ or C. - Working knowledge of Linux, Python, and shell scripting. - A curious mindset and a passion for understanding complex systems. - A disciplined and consistent work ethic. - Strong communication and interpersonal skills.

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

Key Skills: Quantitative Finance, Quant, Quantitative Research, Python, Equity Derivatives, SQL Roles and Responsibilities: Develop, maintain, and optimize quantitative tools, libraries, and frameworks using Python for pricing, risk analytics, and trading strategies. Collaborate with quantitative researchers and traders to translate models into robust and scalable production code. Build and support applications for equity derivatives pricing, risk management, and trade analysis. Work with large financial datasets using SQL and Python to analyze and extract relevant insights. Contribute to system architecture design and recommend best practices in code design, testing, and deployment. Ensure quality and performance of the code through disciplined software development practices including version control, unit testing, and documentation. Participate in model validation, back-testing, and performance tuning of trading and risk systems. Independently manage small to mid-sized development projects from design to deployment. Collaborate in a cross-functional, global team environment and support end-users with issue resolution and enhancements. Skills Required: Minimum 3 years of hands-on development experience in Python, ideally in a financial setting. Strong knowledge of quantitative finance, equity derivatives, and risk modeling. Solid understanding of SQL and experience working with large datasets. Experience with C++ and derivative pricing models is a strong plus. Excellent communication skills in English (both written and verbal). Strong analytical mindset and quantitative aptitude. Familiarity with software development best practices: testing, version control, modular architecture. Self-starter with the ability to take ownership of projects and deliver under minimal supervision. Education: Bachelor's or Master's degree in Computer Science, Mathematics, Physics, Engineering, or a related quantitative field. Additional certifications or coursework in Quantitative Finance, Derivatives, or Risk Management is a plus

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 of end-to-end engagements, perform audit reviews and appraising third-party valuation reports Be responsible for the high-quality timely delivery of projects by self and the team members Coach a team of complex security valuation professionals Preferred candidate profile Educational qualifications An advanced degree in Quantitative Finance such as Master of Financial Engineering, Master of Science in Mathematical Finance, Master of Science in Quantitative Finance, Master of Science in Computational Finance from an accredited college/university Work experience The candidate must have 2 to 4 years of working experience in complex security valuation role. Command over advanced valuation techniques for complex securities valuations; Monte Carlo simulation, Least Squares Monte Carlo, Lattice models etc. Knowledge of financial modeling and analysis, statistical sampling, valuation calculations, and data manipulation

Role Overview: We are seeking an expert instructor to demystify the intricacies of financial markets, products, risk management, and the regulatory environment. This role requires comprehensive knowledge of financial instruments, market dynamics, valuation models, risk assessment methodologies, and global financial regulations. You will prepare students to navigate and contribute to the complex world of modern finance. Key Responsibilities: Deliver live, highly interactive online classes covering a broad range of financial topics, including market microstructure, derivatives pricing, portfolio analytics, and risk management frameworks. Explain complex concepts such as Black-Scholes, structured products, VaR calculations, credit risk modeling, and regulatory compliance (e.g., Basel III, Dodd-Frank) with practical insights and real-world examples. Guide students through case studies, valuation exercises, and risk assessment scenarios, enhancing their applied understanding. Foster a highly disciplined and engaging learning environment, providing constructive feedback and expertly answering student queries. Core Curriculum Expertise Required: Financial Theory & Core Markets: Asset pricing models, portfolio theory, derivatives, market microstructure, Modern Portfolio Theory, Black-Litterman model, factor models, equity valuation, fixed income analytics, alternative investments, order management systems, execution algorithms, market data feeds, Game Theory (auction theory, strategic trading, optimal stopping). Derivatives & Financial Engineering: Black-Scholes model, exotic options, interest rate derivatives, structured products, credit derivatives, commodity derivatives, Hull-White model, Black-Karasinski model, LIBOR Market Model, local volatility models, stochastic volatility models, jump-diffusion models, payoff design, risk-return optimization, calibration techniques. Risk Management & Portfolio Analytics: Value-at-Risk (VaR), Expected Shortfall, RAROC, economic capital, stress testing, credit risk modeling (PD, LGD, EAD), operational risk, Fama-French factors, momentum, quality, value factors, attribution analysis, benchmarking, alpha/beta decomposition. Research Methods & Regulatory Compliance: Backtesting methodologies, bias detection, statistical significance testing (application in financial research), Basel III, Solvency II, Dodd-Frank, MiFID II, product approval processes, capital requirements, investor protection. Qualifications: Educational Background: Bachelor's, Master's, or PhD in Quantitative Finance, Financial Engineering, Economics, Business Administration (with a strong finance focus), or a closely related field. Relevant certifications (CFA, FRM) are highly valued. Experience: Proven experience in roles such as Quantitative Analyst (Buy/Sell-Side), Financial Engineer, Risk Manager (Quantitative), Algorithmic Trader, or a similar position within investment banks, hedge funds, asset managers, or regulatory bodies. We also consider freshers with exceptional academic records and demonstrable project experience in these domains. Domain Expertise: Possess an extremely strong and expert-level understanding of financial markets, complex financial products, risk management methodologies, and the regulatory landscape. Exceptional Communication Skills: Superior ability to articulate complex financial concepts, market dynamics, and regulatory requirements clearly and engagingly in a live online setting. High Discipline & Work Ethic: Demonstrated ability to maintain a rigorous teaching schedule, prepare thoroughly, and foster a disciplined learning environment. Technical Proficiency: Highly tech-savvy with experience in online teaching tools, virtual whiteboards, and relevant financial software/platforms (e.g., Bloomberg Terminal, FactSet, quantitative libraries). Mandatory Requirement (Crucial for Application): A strong background in Finance or Trading , especially with Algorithmic Trading or broader Quant experience , is a mandatory requirement for all applicants. This ensures practical relevance and industry context. Application Requirement: To assess your teaching prowess and technical communication skills, all applicants must submit a sample teaching video of at least 30 minutes on any topic within Financial Markets, Products, Risk & Regulation that you are highly proficient in (e.g., explaining exotic option pricing, demonstrating VaR calculation, or detailing a regulatory framework). This video should clearly demonstrate your ability to explain complex concepts, engage an audience, and showcase your depth of expertise, hard work, and disciplined approach to teaching.

Role Overview: We are looking for an exceptional instructor to build the foundational quantitative capabilities of our students. This role demands a deep and nuanced understanding of advanced mathematics, probability, statistics, and stochastic processes, and the ability to convey these complex concepts with clarity and precision. You will be instrumental in laying the analytical bedrock for all quantitative finance careers. Key Responsibilities: Deliver live, engaging online classes on advanced mathematical concepts, probability theory, statistical inference, and time series analysis. Explain complex topics such as linear algebra, multivariable calculus, optimization, numerical methods, Bayesian statistics, ARIMA/GARCH models, and stochastic calculus (e.g., Ito's Lemma, SDEs) with exemplary clarity. Guide students through rigorous problem-solving, derivations, and statistical analyses, ensuring a deep conceptual and practical understanding. Foster a highly disciplined and interactive learning environment, providing constructive feedback and expertly answering student queries. Core Curriculum Expertise Required: Core Mathematics: Linear algebra, multivariable calculus, real analysis, optimization theory, numerical methods, optimization algorithms. Probability & Statistical Inference: Probability theory, statistical inference, hypothesis testing, Bayesian statistics. Time Series Analysis: ARIMA models, GARCH models, cointegration, Vector Autoregression (VAR). Advanced Statistical Techniques: Regression analysis, principal component analysis, Monte Carlo methods, extreme value theory, copulas, survival analysis. Stochastic Calculus: Ito's lemma, Brownian motion, stochastic differential equations, partial differential equations, measure theory, martingale theory. Data Experimentation & Signal Processing: Causal inference, A/B testing, experimental design, signal detection, regime change detection, correlation analysis. Qualifications: Educational Background: Bachelor's, Master's, or PhD in Mathematics, Statistics, Quantitative Finance, Econometrics, Physics, or a closely related highly quantitative field. Experience: Proven experience in applying advanced mathematics, probability, and statistics in academic research, quantitative finance, or a related analytical domain. We value both experienced educators and talented freshers with exceptional academic records and demonstrable project experience. Domain Expertise: Possess an extremely strong and expert-level understanding of the theoretical and applied aspects of advanced mathematics, statistics, and stochastic processes relevant to quantitative finance. Exceptional Communication Skills: Superior ability to articulate the most complex mathematical and statistical concepts clearly, concisely, and engagingly in a live online setting. High Discipline & Work Ethic: Demonstrated ability to maintain a rigorous teaching schedule, prepare thoroughly, and foster a disciplined learning environment. Technical Proficiency: Highly tech-savvy with experience in online teaching tools, virtual whiteboards, and mathematical/statistical software (e.g., MATLAB, R, Python with scientific computing libraries). Mandatory Requirement (Crucial for Application): A strong background in Finance or Trading , especially with Algorithmic Trading or broader Quant experience , is a mandatory requirement for all applicants. This ensures practical relevance and industry context. Application Requirement: To assess your teaching prowess and technical communication skills, all applicants must submit a sample teaching video of at least 30 minutes on any topic within Quantitative Foundations (Mathematics, Statistics & Stochastic Processes) that you are highly proficient in (e.g., explaining Ito's Lemma, demonstrating Bayesian inference, or breaking down GARCH models). This video should clearly demonstrate your ability to explain complex concepts, engage an audience, and showcase your depth of expertise, hard work, and disciplined approach to teaching.

Job Purpose: Looking to hire Strategy research analyst to be part of Research Services team. Successful candidate will be responsible for strategy research, quantitative modelling, portfolio building, database management, thematic presentations, as well as handle numerous one-off client and team requests. Desired Skills and experience MBA/CFA with undergraduate degree in Math/Stats/Eco/Engg 5-7 years of experience, ideally in sell-side strategy research. Strong problem-solving and analytical skills, including proficiency in programming (Python), data analysis (Statistics), and financial modeling. Expertise in retrieving and analyzing information from FactSet and Bloomberg. Ability to multitask, prioritize, and excel in a fast-paced, challenging environment. Excellent communication and presentation skills in English. Key Responsibilities Conduct research and analysis on companies, industries, and markets by integrating quantitative and fundamental methods. Perform top-down and bottom-up analysis of equity markets. Assist in Factor and Style Research to generate alpha in equity markets. Analyze large datasets to identify trends, patterns, and insights using data science, machine learning, and quantitative techniques. Communicate findings through clear visualizations and presentations. Manage client requests promptly and efficiently, ensuring high-quality service and quick resolution of inquiries.

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 of end-to-end engagements, perform audit reviews and appraising third-party valuation reports Be responsible for the high-quality timely delivery of projects by self and the team members Coach a team of complex security valuation professionals Preferred candidate profile Educational qualifications An advanced degree in Quantitative Finance such as Master of Financial Engineering, Master of Science in Mathematical Finance, Master of Science in Quantitative Finance, Master of Science in Computational Finance from an accredited college/university Work experience The candidate must have 4 to 7 years of working experience in complex security valuation role. Command over advanced valuation techniques for complex securities valuations; Monte Carlo simulation, Least Squares Monte Carlo, Lattice models etc. Knowledge of financial modeling and analysis, statistical sampling, valuation calculations, and data manipulation

The candidate will focus on analyzing macroeconomic and market trends with a particular focus on developed currency markets and will require strong quantitative skills. Successful candidates will work on regular periodical research in the FX Research team with Tier 1 investment Bank. The candidate will work closely with the Global FX research team and regularly interact with sales and trading desks across the bank. Key Responsibilities Creating and maintaining short and medium term market and macro models that drive currency markets over time. Analyzing large sets of data and information relevant to the currency market such as flow data, positioning, option market structure and M&A data and authoring relevant reports. Generating and back testing trading ideas for G10 currencies for example on the basis of yield curve slope, yield spread, relative equity performance, valuation, and momentum and market microstructures. Writing and publishing research commentary to accompany data analysis and to discuss market drivers. Work on ad-hoc macro and market projects of relevance to the currency market, for example the impact of a widening US trade deficit on the dollar. Handle ad hoc research requests for data analysis and updates as per requirements. Job Requirements Experience Postgraduate in Economics/Finance/Maths/Physics, at least 3-5 years of work exp. Proficient in econometrics,with prior experience in quantitative modeling and forecasting. Understanding the various inter-linkages between the macro indicators and ability to relate them with the financial markets. Coding skills: R/Python (intermediate to advanced level) Having a good knowledge of databases (Haver, Datastream, Reuters, Bloomberg and other financial databases), handle a lot of data, create charts, work on complicated excel based models etc. Advanced Excel/VBA and quantitative skills: Ability to work with and analyse large set of data and information. Excellent communication and interpersonal skills High level of independent thinking and approach

The FICC Quant Developer should possess a robust understanding of Fixed Income, particularly in pricing calculations. The ideal candidate should be proficient in Python or other relevant programming languages and have experience in developing fixed income pricing models or calculations engines. Key Responsibilities Developing Fixed Income pricing/valuation and analytics models using statistical techniques Interacting with the trading and client senior technology team to analyze and understand their requirements Back testing models Working on implementing models on client calculation platforms; understanding of data quality nuances and ability to design rules around it Handle ad hoc requests for data analysis or building peripheral models. Job Requirements Experience Postgraduate in Economics/Financial Engineering/Maths/Physics, at least 8+ years of work exp. Proficient in econometrics, with prior experience in quantitative modeling specifically in Fixed Income Good understanding of Fixed income as an asset class, pricing and valuation and other analytics Coding skills: Python/C#/C++ etc. (advanced level) Having a good knowledge of databases preferably third-party providers like Bloomberg Advanced Excel/VBA and quantitative skills: Ability to work with and analyse large set of data and information. Excellent communication and interpersonal skills High level of independent thinking and approach

Responsibilities: 1. Algorithm Development, Quantitative coding 2. Trading strategies, Development 3. Data Analysis and Modeling 4. Risk Management and Compliance 5. Technology Integration and Support Required Candidate profile Bachlors in Comp. engineer,Science,Mathematics,Physics etc Hands on in coding, backtesting, derivatives, option & algorithmic trading, Python & similar language, numeric computing & analysis, trading