Quantitative Research Analyst
Whitecap Search
Description:
Our client is a top Multi-Strategy hedge fund founding ~30 years ago by a early leader in systematic trading. They have $15Bil AUM our client has office across the US and around the World. They provide highly competitive compensation with a comprehensive benefits package including healthcare, wellness, 401k and much more.
Location: NY, USA, (Hybrid)
Investment Strategy Manager
Scotiabank
Description:
Please see job role.
Location: Lima, Peru
Junior Quantitative Portfolio Manager
Corebridge Financial
Description:
Corebridge Financial helps people make some of the most meaningful decisions they’re ever going to make. We help them plan and take action to protect the future they envision and respond to some of life’s most difficult moments through the solutions and services we provide. We do this through our broad portfolio of life insurance, retirement and institutional products, offered through an extensive, multichannel distribution network. We provide solutions for a brighter future through our client centered service, breadth of product expertise, deep distribution relationships, and outstanding team of hardworking and passionate employees. We cultivate the entrepreneurial spirit and culture of a start-up company.
Location: Multiple
Lead Quant Credit Strategist
Mass Mutual
Description:
As a quant strategist, you’ll be responsible for providing quantamental insights on MassMutual’s commercial real estate loan book, leveraging both third party tools and proprietary models. The role overtime will grow to even greater responsibility in shaping MassMutual’s investment allocation and strategy.
Location: NY, USA
ALM Modeling Lead
Federal Home Loan Bank of Cincinatti
Description:
Please see job role.
Location: Cincinatti, OH, USA
Market Risk Analyst
Plaxonic
Description:
In this role, you will be responsible for model testing, independent validation & documentation
Responsibilities
Involve in end-to-end validation of risk and regulatory models across business functions, and development of challenger models as necessary.
Work hands-on to validate models, build and lead validation teams, and bring in thought leadership and domain/quantitative best practices to present effective challenge to the models.
Location: USA (Remote)
Quant Execution Lead
J.K. Barnes
Description:
A mid sized systematic hedge fund at $4Bn AUM is now seeking a highly talented senior systematic execution trader to lead efforts and improve slippage firmwide. This role will directly support the portfolio management teams. They are looking for an experienced execution trader to help scale the overall systematic trading operations.
Location: Various, USA
Are you interested in setting up your own trading platform?
J.K. Barnes
Description:
- We have partnered with a number of leading hedge funds and private equity funds for the sole purpose of seeding individuals/teams to set up their own trading platform.
- Investors are willing to back up to $1Bn for the right project.
- Investors are strategy agnostic and are willing to look at fundamental, “quantamental” and fully automated strategies.
- Investors will look at capacities as low as $5Mn up to $1Bn.
- Investors will allow a runway of up to 1 year.
- Investors will assist with operations and legal requirements if required.
Location: Global
Equity Index Rebalancing – Quant Index Analyst
J.K. Barnes
Description:
Multi $Bn hedge fund with a strong track record, institutional investor base, and a world class infrastructure are looking to hire an experienced analyst to become the number 2 in a successful team. You will be working on the core strategy alongside the PM and will be very influential to the performance of the portfolio, ultimately setting you up to build a track record and eventually moving into a PM position.
Location: NY, USA
Quant Trader – Equities, Futures, FX
J.K. Barnes
Description:
Our client, a small hedge fund that has doubled in size over the last year to $4Bn AUM, have improved their infrastructure substantially and therefore looking for shorter term horizon traders. The requirement is for those that have holding periods between 30 mins to 2 days and sharpe ratios above 2+ on their strategies.
Location: East or West Coast, USA
Advisor, Advanced Financial and Credit Risk Modeling
Canada Mortgage and Housing Corporation
Description:
Please see job role
Location: Ottowa, Canada
Counterparty Risk Manager Vice President
Barclays
Description:
As a Barclays Counterparty Risk Manager Vice President (VP), you’ll be responsible for helping and supporting drive our risk analysis, review and challenge agenda. As an experienced risk professional, you should work both independently and as part of a team to provide expert analysis and commentary on the bank’s counterparty risk profile. This is also an opportunity to liaise and collaborate with Sales and Trading to understand the risk of derivative and financing transactions and with Quantitative Analysis to understand risk models behavior.
Location: NY, USA
Sr. Quantitative Risk Analyst
Federal Home Loan Bank of Cincinatti
Description:
Provides advanced level of financial and quantitative analyses, modeling, and research in support of monitoring, assessing, reporting, and collaborating on financial and risk management. Provides advanced-level analysis in support of recommendations and management information related to profitability trends, market risk exposure, prepayment activity, market risk modeling practices, and other financial and risk related characteristics of the balance sheet.
Location: Cincinatti, OH, USA
Quantitative Risk Analyst, Model Risk Management CUSO
Amundi Asset Management
Description:
Amundi US is seeking a meticulous Quantitative Risk Analyst, Model Risk Management CUSO to join our Model Risk Management team.
CUSO (“Combined U.S. Operations) is responsible for developing and coordinating a comprehensive and integrated Compliance function within Amundi US, Inc. and reporting on this function to the Credit Agricole CUSO Compliance team.
In this role, you will validate and oversee the performance of critical investment and risk analytics models, both internally developed and from external providers.
Location: Boston, MA, USA
Quantitative Developer
Evalueserve
Description:
Evalueserve is a leading global company that develops innovative and sustainable solutions for a wide range of clients, including more than 30% of the Fortune 500 companies. With a presence in more than 45 countries across five continents, we excel in leveraging state-of-the-art technology, domain-specific AI solutions, and deep subject matter expertise to elevate our clients' strategic decision-making and business impact. Our clients include Amazon, Deutsche Bank, Johnson & Johnson, McDonald's, Microsoft, Morgan Stanley, Nestlé, Novo Nordisk, and Procter & Gamble.
We have 4,500+ talented professionals operating across 45 countries, including India, China, Chile, Romania, the US, and Canada. Our global network also extends to emerging markets such as the Middle East and the rest of Asia-Pacific.
Recognized by Great Place to Work in India, Chile, Romania, the US, and the UK, we offer a dynamic, growth-oriented, and open culture that prioritizes flexible work-life balance, diverse and inclusive teams, and equal opportunities for all.
Location: NY, USA
Director - Model & Regulatory Risk Management
Acuity Knowledge Partners
Description:
The Specialized Solutions group at Acuity Knowledge Partners works with Banks and Asset Managers around the world to assess models involving Credit risk, market risk or portfolio construction/analytics as well as pricing and valuation models for equity and fixed income asset classes. The position requires ability to manage Delivery, Client relationship and Growth Strategy.
Location: NY, USA