Job vacancies in America
Portfolio and Quantitative Analytics Analyst - Lazard Wealth
Lazard Asset Management
Description:
Lazard Wealth (LW), LAM’s wealth management business, collaborates with our clients to help solve and simplify the complexities of wealth, while delivering sophisticated investment solutions and advice. We combine years of history and experience to help preserve and grow our clients’ wealth across generations. The principal areas of focus with clients are strategic advice and planning, investment management and direct private investments. Working in partnership with families, we customize an investment process that meets their specific needs.
Location: NY, United States
Manager Risk Modeling - R&R [US Client] 599304WD
PwC
Description:
At PwC, our people in risk and compliance focus on maintaining regulatory compliance and managing risks for clients, providing advice, and solutions. They help organisations navigate complex regulatory landscapes and enhance their internal controls to mitigate risks effectively. Those in enterprise risk management at PwC will focus on identifying and mitigating potential risks that could impact an organisation's operations and objectives. You will be responsible for developing business strategies to effectively manage and navigate risks in a rapidly changing business environment.
Enhancing your leadership style, you motivate, develop and inspire others to deliver quality. You are responsible for coaching, leveraging team member’s unique strengths, and managing performance to deliver on client expectations. With your growing knowledge of how business works, you play an important role in identifying opportunities that contribute to the success of our Firm. You are expected to lead with integrity and authenticity, articulating our purpose and values in a meaningful way. You embrace technology and innovation to enhance your delivery and encourage others to do the same.
Location: Ciudad Autónoma de Buenos Aires, Buenos Aires, Argentina
Quantitative & Data Scientist II
Umpqua Bank
Description:
At Umpqua, we create a great place to work by offering a unique brand of relationship banking and fostering a culture where associates thrive. We are dedicated to supporting our customers and communities, and we can only achieve this through the dedication of our employees.
We value Trust, Ownership, Growth, Empathy, Teamwork, Heart, Enjoyment, and Relationships, and we are eager to meet candidates who embody these core values. We are always on the lookout for results-focused individuals who can think independently, work collaboratively, and support our broader purpose.
Think of us as financial partners, because at Umpqua, we believe the best way forward is together. Together for people. Together for business. Together for better.
Location: Hillsboro, OR
Model Validation Analyst
Umpqua Bank
Description:
The Model Risk Analyst will conduct model validation studies, with limited oversight, to manage and mitigate the risks that arise from the use of models that have fundamental errors and from the inappropriate use of model results. Analysis will include assessments of each model's conceptual soundness, statistical analysis of empirical model performance, the development of challenger models for benchmarking comparisons, and composition of robust validation reports. Will identify items posing significant model risks to the bank, propose plans to address those risks, and present recommendations for continued model use or rejection to Senior Management and the Model Risk Committee. Reviews to includes financial models used to drive business decisions including but not limited to: financial planning, fraud detection, credit risk management, anti-money laundering, asset and liability management, and Dodd-Frank Act Stress Testing (DFAST).
Location: OR, CA, 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
VP of Portfolio Analytics & Risk - Lazard Family Office Partners
Lazard
Description:
Lazard is one of the world’s leading financial advisory and asset management firms. Our people make the difference. With just over 3,000 employees, our tight-knit community allows for professionals eager to learn and willing to teach to connect and grow together. We believe that diversity, equity, inclusion, and allyship are not just business imperatives — they are central pillars of our employee experience. Our entrepreneurial culture and flat structure allow creative ideas and original concepts to drive our business forward — and for careers to take flight.
Location: NY, USA
Risk Management
Jean Martin
Description:
We are seeking a highly skilled and experienced Risk Management Specialist to join our team. The ideal candidate will have a strong background in financing and extensive knowledge of risk management principles, with expertise in model validation, regulatory reporting, derivatives, and market risk management. As a Risk Management Specialist, you will be responsible for ensuring the accuracy, reliability, and effectiveness of various financial models and risk management practices. This role requires proficiency in programming languages such as C, C++, Python, as well as advanced knowledge of MS Excel, Matlab, and statistical modeling techniques.
Location: NY, USA
Risk Management - Counterparty Portfolio Analytics and Stress Testing - Vice President
J.P. Morgan
Description:
Join our Counterparty Risk team as a Vice President in Plano, where you will conduct in-depth portfolio analysis, stress testing, and scenario analysis to assess counterparty portfolio exposures under various market conditions. This role offers the opportunity to collaborate with stakeholders across Credit Officers, Technology, Quantitative Research, Product, and Risk Reporting teams, enhancing processes and developing tools for efficiency and automation.
As a Vice President in the Counterparty Risk team, you will execute and analyze regulatory stress submissions for counterparty credit risk. You will prepare accurate and timely analysis for regulatory and management requests, ensuring compliance with the regulatory landscape and stress testing requirements. Your work will involve monitoring portfolio risk metrics and conducting ad-hoc deep-dives to evaluate potential emerging risks.
Location: NY, USA
Fee Admission Analyst - Sector; Finance
Virtus Headhunter
Description:
Please see job role.
Location: Peru, Lima
Data and Model Risk Credit Officer
City National Bank of Florida
Description:
The Data and Model Risk Credit Officer is responsible for independently making decisions to ensure the accuracy, reliability, and regulatory compliance of credit risk models and data governance frameworks. This role will play a crucial role in identifying risks in models used for loan underwriting, portfolio management, capital adequacy, and stress testing.
Location: Miami, FL, USA
Director, Quantitative & Hedging Strategy
F&G
Description:
The AVP, Quantitative & Hedging Strategy is responsible for owning and leading the development and enhancement of advanced quantitative models to assess risk in the derivatives portfolio and guide F&G’s derivatives trading activities. This position will collaborate closely with the VP, Hedging Strategy, the Director, Quantitative Analytics, and other Traders and Quantitative Analysts to design and implement asset and liability hedging strategies, modelling capabilities and other analytical competences aligned with the company's strategic objectives. This position will also be responsible for leading and managing efforts to enhance the in-house derivative valuation system in collaboration with the Quantitative Analytics team and IT to ensure it can support the company’s growth and increased complexity.
The role reports directly to the VP, Hedging Strategy, and works collaboratively with senior stakeholders across information technology, investments, product and financial actuaries, and the broader risk team.
Location: United States (Remote)
Model Risk (Risk Management) : Job Level - Associate
Morgan Stanley
Description:
Morgan Stanley is an industry leader in financial services, known for mobilizing capital to help governments, corporations, institutions, and individuals around the world achieve their financial goals.
At Morgan Stanley India, we support the Firm's global businesses, with critical presence across Institutional Securities, Wealth Management, and Investment management, as well as in the Firm's infrastructure functions of Technology, Operations, Finance, Risk Management, Legal and Corporate & Enterprise Services. Morgan Stanley has been rooted in India since 1993, with campuses in both Mumbai and Bengaluru. We empower our multi-faceted and talented teams to advance their careers and make a global impact on the business. For those who show passion and grit in their work, there's ample opportunity to move across the businesses for those who show passion and grit in their work.
Interested in joining a team that's eager to create, innovate and make an impact on the world?
Location: Baltimore, MD, USA