46 Quantitative Finance Jobs - Page 2

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, Engine...

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 streaml...

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 enhanc...

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 resea...

: 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 ...

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...

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 ...

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

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, structur...

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, Bay...

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 multita...

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

The candidate 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 ...

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 ...

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 bonds Experience with calculating Risk or Pricing of asset classes

The candidate must possess in-depth functional knowledge of the process area and apply it to operational scenarios to provide effective solutions. He/she must be able to identify discrepancies and propose optimal solutions by using a logical, systematic, and sequential methodology. It is vital to be open-minded towards inputs and views from team members and to effectively lead, control, and motivate groups towards company objects. Additionally, he/she must be self-directed, proactive, and seize every opportunity to meet internal and external customer needs and achieve customer satisfaction by effectively auditing processes, implementing best practices and process improvements, and utilizing ...

We are Hiring an Intern Join Us at EPP Securities Private Limited! Are you a student from a reputed Indian or global university looking for hands-on exposure in the fast-paced world of capital markets? At EPP Securities Private Limited , were building the future of financial services across Quantitative Trading, Retail Broking, Compliance, Lending, F&A and Branding and were on the lookout for an ambitious, curious, and driven intern to be part of that journey. What youll gain: First-hand experience in a professional Quantitative Trading and Capital Market setup. Deep exposure to Q uantitative Finance , regulatory frameworks, and client-facing operations Insights into B randing and Financial ...

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