16 Quantitative Finance Jobs

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

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 data analysis and statistical models Experience with calculating Risk or Pricing of asset classes

About The Role : 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 we'll offer you As part of our flexible scheme, here are just some of the benefits that youll enjoy, Best in class leave policy. Gender neutral parental leaves 100% reimbursement under childcare assistance benefit (gender neutral) Sponsorship for Industry relevant certifications and education Employee Assistance Program for you and your family members Comprehensive Hospitalization Insurance for you and your dependents Accident and Term life Insurance Complementary Health screening for 35 yrs. and above 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 we'll support you Training and development to help you excel in your career. Coaching and support from experts in your team. A culture of continuous learning to aid progression. A range of flexible benefits that you can tailor to suit your needs. 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.

About this role: Wells Fargo is seeking a Senior Lead Risk Analytics Consultant ?to develop and enhance risk framework/model for Credit risk management within Wealth and Investment Management Division In this role, you will: Act as an advisor to experienced leadership to develop, influence, and interpret analysis for monitoring and oversight of portfolio and deliver insight and decision strategies, with long term goals for highly complex business analysis and modeling companywide Lead the strategy and resolution of highly complex and unique challenges requiring strategic, advanced analytical, inductive thinking, and performance monitoring Extract data to provide statistical and financial modeling companywide, delivering solutions that are long term, large scale, and require vision, innovation, and coordination of highly complex activities and guidance to others Provide vision, direction, and expertise to experienced leadership on implementing innovative and significant business solutions that are large-scale, companywide strategies Engage with all levels of professionals and managers companywide Act as an expert advisor to experienced leadership Required Qualifications: 12+ years of Risk Analytics experience, or equivalent demonstrated through work experience, training, and/or education Strong background in Credit Risk Modelling, Quantitative Finance and Programming (Python/R/SQL) Desired Qualifications: Master's or Ph.D. in Quantitative Finance, Mathematics, Statistics, Computer Science, Engineering or related field Certifications like FRM, CFA, PRM and CQF are a plus Soft skills: Strong Analytical and problem-solving skills Ability to work in a fast-paced environment with tight deadlines Excellent communication and presentation skills

We seek a Quantitative Analyst to develop algorithmic trading strategies, focusing on options pricing, portfolio optimization, and trading infrastructure, with expertise in Python, machine learning, and finance. Required Candidate profile The ideal candidate has expertise in quantitative finance, Python, machine learning, options pricing, and trading infrastructure, with experience in equity and options markets.

Job Description A self-starter with a strong understanding of data segmentation and analysis preferably of loan related data. The position requires the candidate to work closely with Quant team analysing nonperforming loans. Understanding the data and fitting the right model to derive the insights. The candidate should have experience working with time series analysis and should be adept in Python, advanced excel and other programming languages as appropriate. Responsibilities include: Analyzing Non-Performing Loan Portfolio deals Designing tables and queries to analyze large set of data Building quantitative models based on the set of data for further analysis Designing, coding and running different reports Skills Required: Masters degree in Math/Physics/Economics/Statistics/Engineering Around 7+ years of professional experience in Credit risk preferred Programming skills: Python, SQL and Advance Excel experience is required Strong attention to detail is required Communication skills: ability to explain ones work clearly and concisely, and to communicate Persistence i.e. ability to endure” tedious tasks (data importing, cleaning, checking) without losing focus or intensity Being a self-starter, taking initiatives, being curious is a must Good initial analysis and exploration of the data If you have any queries regarding the role, you can reach me out at 8951584758

Job Title: Treasury Markets and Investments (TMI) Associate Corporate Title: Associate Role Description The candidate will be part of the SLR desk in Mumbai. The SLR team is responsible for managing the investment portfolio to optimize the return on the banks liquidity reserves. The team executes trades using excess resources to ensure Deutsche Bank is being efficient and gaining a higher return on assets than if we were holding the high-quality liquid assets with a central bank. Your key responsibilities Deliver comprehensive risk management and analytics support to the trading desk. Take ownership of the production and maintenance of daily spreadsheets for NPV and risk computations ensuring portfolio changes (new trades, disposals, hedging/un-hedging) are accurately incorporated. Generating investment / trading ideas, being abreast of the market trends and providing insightful weekly and monthly commentaries especially for smaller markets driving informed decision making. Oversee and streamline all post trade activities including: Trade capture Pricing of bonds and swaps for PnL calculation of disposed positions. Liaison with middle office for appropriate trade linkages to ensure hedge accounting. Resolve any bond/derivative settlement issues from a front office perspective. Production of the MIS required for senior management presentations. Drive changes to the existing process to achieve optimum process outcomes. Remediation of any audit points requiring process change. Assist the desk with production of reports and analysis required for the ALCO. Working on any adhoc tasks e.g. NPA/NTA related matters, working with other support functions to set up a new Counterparty (including KYC requirements & documentation), CSA execution, etc. Your skills and experience University degree with a quantitative focus (Economics, Finance, Mathematics, Computer Science, etc.) At least 2 - 3 years of professional experience in dealing with quantitative finance concepts, supporting a trading / structuring desk or a trading risk management function. Sound analytical and problem-solving skills. Strong written, verbal communication and presentation skills.

Hiring for Analyst - Traded Risk Analysis with the leading Investment Bank Job Location: Bangalore Qualification: Candidates from quantitative finance is preferred or Commerce or finance graduates or Post graduates Skills : Market Risk knowledge- VAR, SVAR - Calculation and not reporting. intermediate knowledge of Python. if freshers or 6 Months exp - Candidates from quantitative finance is preferred. This is Spoorthy from Allegis Group - An US based Staffing and Recruiting Company providing Human capital and work force management solutions to over 6000 customers globally including 90% of Fortune 500 firms. Our offering includes Managed Services (MSP) and Recruitment Process Outsourcing (RPO). Interested can review below & share profile to me at ssathish@allegisglobalsolutions.com Principal Responsibilities : Ensures the integrity of Common Data from Primary Trading Systems, Traded Risk Systems and Vault consumed by multiple downstream consumers Responsible for monitoring and executing controls and L1 Exceptions as detailed below: Data quality checks and controls on consumers' original sources/ inputs Proprietary Trading System, Traded Risk Systems, Vault Data Reference Data Quality Controls Global Reference Data System, Client, Common Mapping Reconciliations between Data Sources or/with Consumer Inputs Static Maintenance in Consumers system not using Golden Source Qualifications - A degree / qualification in Finance, Accountancy, Business Management or previous experience in Risk Management (Market Risk) or quantitative courses Strong foundation in risk management principles, understanding of market risk measures (i.e. Price Value of a Basic Point, Value at Risk) and systems High level of competency in the production of information, and the ability to process, analyze and interpret market risk reports High proficiency in Excel (Visual Basics of Application skill would be an advantage), Word and Powerpoint. Average proficiency in MS Access. Ability to use and code in Python Ability to work cross culturally with a strong collaborative and inclusive mindset, and committed to equal employment opportunities Ability to drive performance under pressure and tight timelines Regards, Spoorthy ssathish@allegisglobalsolutions.com