Quantitative Analyst Job at The New York Times (New York)

Quantitative Analyst

Ready to make a significant impact within a leading global financial institution...

Location

Hungary , Budapest

Salary:

14750000.00 - 19200000.00 HUF / Year

Citi

Expiration Date

Until further notice

Requirements

Excellent verbal and written English
PhD / MSc in Mathematics, Physics, Computer Science, Engineering or similar
Previous experience working with quantitative models
Understanding of financial markets theory and practice
Good command of C++ programming language
Ability to work in a team and to work well under pressure in a Front-Office environment
Outstanding analytical and problem-solving skills

Job Responsibility

Contribute to the development of next-generation pricing models for complex, exotic derivatives and craft high-impact hedging & trading strategies
Architect, develop, and maintain our in-house C++ quantitative libraries
Drive innovation by pioneering new technologies, advanced algorithms, and cutting-edge numerical techniques to expand our quantitative capabilities
Significantly enhance the efficiency, speed, and scalability of our analytical libraries, directly impacting trading performance
Partner closely with Quantitative Developer and IT teams to seamlessly integrate sophisticated analytical libraries into our core systems
Leverage advanced data analytics to extract actionable insights from market data, informing model enhancements and trading decisions

What we offer

Cafeteria Program
Home Office Allowance (for colleagues working in hybrid work models)
Paid Parental Leave Program (maternity and paternity leave)
Private Medical Care Program and onsite medical rooms at our offices
Pension Plan Contribution to voluntary pension fund
Group Life Insurance
Employee Assistance Program
Access to a wide variety of learning and development programs, online course libraries and upskilling platforms, such as Udemy and Degreed
Flexible work arrangements to support you in managing work - life balance
Career progression opportunities across geographies and business lines

Fulltime

Quantitative Analyst

Join us at Barclays as a Quantitative Analyst dedicated specifically to the Equi...

Location

Czechia , Prague

Salary:

Not provided

Barclays

Expiration Date

Until further notice

Requirements

A master's degree or equivalent in Financial/Applied Mathematics, Physics, Engineering
Good knowledge about probability theory, calculus, stochastic process
Strong technical skills in C++ and Python
Ability to work independently and manage multiple projects in a fast-paced environment
Ability to explain complex ideas in a clear and coherent manner

Job Responsibility

Development and implementation of quantitative models and strategies to derive insight into market trends and optimize trading decisions, pricing, and risk management across various financial products and markets
Working closely with sales teams to identify clients' needs and develop customised solutions
In-depth research, data analysis, and statistical modelling to derive insights into market trends, pricing, and risk dynamics
Provide front office infrastructure support though ownership and maintenance of analytical libraries
Provision of expertise on quantitative methodologies, technological advancements, and industry best practices to drive innovation within the trading environment

What we offer

Flexible working arrangements
Hybrid working

Fulltime

Quantitative Analyst

Ready to make a significant impact within a leading global financial institution...

Location

Hungary , Budapest

Salary:

14750000.00 - 19200000.00 HUF / Year

Citi

Expiration Date

Until further notice

Requirements

Excellent verbal and written English
PhD / MSc in Mathematics, Physics, Engineering, Finance, Economics, Computer Science, or similar
Previous experience working with quantitative models is an advantage
Understanding of financial markets theory and practice
Good command of Python programming language
C++ is an advantage
Ability to work in a team and to work well under pressure in a Front Office environment
Outstanding analytical and problem-solving skills, thorough and detailed approach to accuracy

Job Responsibility

Build and develop pricing models, hedging and trading strategies
Develop and maintain the in-house C++ and Python pricing libraries
Advance the quantitative toolbox by developing new technologies, algorithms and numerical techniques
Contribute to the general efficiency improvement and optimization of the analytical libraries
Work on Business-driven, Regulatory and Governance based projects across a range of the asset classes
Communicate across various divisions e.g. Trading, Technology and Risk Management
Collaborate with Quant Developer and IT teams to integrate analytic libraries

What we offer

Cafeteria Program
Home Office Allowance (for colleagues working in hybrid work models)
Paid Parental Leave Program (maternity and paternity leave)
Private Medical Care Program and onsite medical rooms at our offices
Pension Plan Contribution to voluntary pension fund
Group Life Insurance
Employee Assistance Program
Access to a wide variety of learning and development programs, online course libraries and upskilling platforms, such as Udemy and Degreed
Flexible work arrangements to support you in managing work - life balance
Career progression opportunities across geographies and business lines

Fulltime

Quantitative Analyst

Barclays Services Corp. seeks Quantitative Analyst AVP in New York, NY (multiple...

Location

United States , New York

Salary:

Not provided

Barclays

Expiration Date

Until further notice

Requirements

Bachelor's degree or foreign equivalent in Finance, Accounting, Economics, Computer Science, Engineering (any), Mathematics, Physics, or a related field
5 years of post-baccalaureate experience in the job offered or as a Data Scientist, Financial Analyst, Quantitative Analyst, or related occupation
Experience with financial risk models including Value-at-Risk, Incremental Risk Charge (IRC), Comprehensive Risk Measure (CRM), and Fundamental Review of the Trading Book (FRTB)
Experience with Securitized Products
Experience in theoretical financial modeling, empirical-testing, historical back-testing, statistical analysis of financial market data
Experience in numerical implementations of analytical financial modules and models
Experience providing support for in-use financial risk applications and models

Job Responsibility

Coordinate the development and maintenance of financial regulatory and internal financial risk models including Value-at-Risk, Incremental Risk Charge (IRC), Comprehensive Risk Measure (CRM) and Fundamental Review of the Trading Book (FRTB) with a particular focus on Securitized Products
Providing insights and expertise that help senior colleagues make informed decisions, develop new products and services, and identify new market opportunities
Perform theoretical financial modeling, empirical-testing, historical back-testing, statistical analysis of relevant financial market data
Provide numerical implementations of analytical financial modules, models, and methodology documentation
Provide support for in-use financial risk applications and models
Provide financial analytical support to the Risk Managers
May telecommute pursuant to company policies

What we offer

Incentives pursuant to Barclays Employee Referral Program
Wellness center
Fitness centres
Health center
Primary and urgent care
Wellness exams
Health coaching
Vaccinations
Sophisticated dining options

Fulltime

Quantitative Analyst

Ready to make a significant impact within a leading global financial institution...

Location

Hungary , Budapest

Salary:

14750000.00 - 19200000.00 Ft / Year

Citi

Expiration Date

Until further notice

Requirements

Excellent verbal and written English
PhD / MSc in Mathematics, Physics, Engineering, Finance, Economics, Computer Science, or similar
Previous experience working with quantitative models is an advantage
Understanding of financial markets theory and practice
Good command of Python programming language
C++ is an advantage
Ability to work in a team and to work well under pressure in a Front Office environment
Outstanding analytical and problem-solving skills, thorough and detailed approach to accuracy

Job Responsibility

Build and develop pricing models, hedging and trading strategies
Develop and maintain the in-house C++ and Python pricing libraries
Advance the quantitative toolbox by developing new technologies, algorithms and numerical techniques
Contribute to the general efficiency improvement and optimization of the analytical libraries
Work on Business-driven, Regulatory and Governance based projects across a range of the asset classes. Communicate across various divisions e.g. Trading, Technology and Risk Management
Collaborate with Quant Developer and IT teams to integrate analytic libraries

What we offer

Cafeteria Program
Home Office Allowance (for colleagues working in hybrid work models)
Paid Parental Leave Program (maternity and paternity leave)
Private Medical Care Program and onsite medical rooms at our offices
Pension Plan Contribution to voluntary pension fund
Group Life Insurance
Employee Assistance Program
Access to a wide variety of learning and development programs, online course libraries and upskilling platforms, such as Udemy and Degreed
Flexible work arrangements to support you in managing work - life balance
Career progression opportunities across geographies and business lines

Fulltime

Quantitative Analyst

Citigroup Global Markets Inc. seeks a Quantitative Analyst for its New York, New...

Location

United States , New York

Salary:

160000.00 - 175000.00 USD / Year

Citi

Expiration Date

Until further notice

Requirements

Master’s degree, or foreign equivalent, in Mathematics, Computer Science, Operations Research and Information Engineering, Financial Engineering, or related field
2 years of experience as a Quantitative Analysis Program Analyst, or related position involving quantitative model development and risk management support in a global financial services institution
Using mathematical methods, including advanced calculus, statistics, probability and stochastic processes, in security pricing and financial modeling projects
Applying numerical analysis techniques to perform fast calculations on large datasets
Software development in Python and C++
Maintaining and implementing high performance time series analysis and processing tools using C++
Functional programming and objected oriented programming
Producing models and analytics using machine learning methods
Big data management including cleaning, storage and delivery of large unstructured datasets and creating and maintaining databases and pipelines
Fixed income and derivative securities pricing across multiple asset classes

Job Responsibility

Develop analytical libraries used for pricing, hedging, liquidity management and risk management
Create, implement and support quantitative models for the trading business
Develop optimization tools for constructing interest rate curves and computing single currency and cross currency asset swap spreads, optional-adjusted spreads and coupon adjusted spreads
Generate trading signals based on the spreads to select the optimal trades with rigorous back-tests and portfolio optimization
Carry out post-trade analyses on rebalancing and risk management methodologies
Develop and maintain a range of Excel and React based web tools to support the trading and sales desks to price, trade and hedge a range of fixed income securities
Develop and maintain monitoring tools to ensure the marks and computed risks are accurate and tradable
Conduct quality control and compliance checks to ensure the accuracy and completeness of the streaming intraday ticking market data and end-of-day data
Perform data processing tasks to collect, process, and analyze data from the macroeconomic data, fixed income market data, and publicly available fixed income trade records
Generate real-time alerts and reports to support the sales and trading business

What we offer

medical, dental & vision coverage
401(k)
life, accident, and disability insurance
wellness programs
paid time off packages, including planned time off (vacation), unplanned time off (sick leave), and paid holidays
discretionary and formulaic incentive and retention awards

Fulltime

Quantitative Analyst

At World Business Lenders (WBL), we offer flexible, short-term commercial loans ...

Location

United States

Salary:

Not provided

World Business Lenders

Expiration Date

Until further notice

Requirements

A bachelor's degree with a foundation in quantitative and analytical skills, preferably in fields such as Applied Mathematics, Physics, Engineering (preferably in Statistical, Aerospace, Finance), Statistics, Capital Markets or Corporate Finance
Experience in quantitative research roles, especially across Capital Markets, Investment Management, and Trading
Hands-on experience in building and validating statistical, econometric, or predictive models
Proficient in handling large data sets, working with simulation models, and utilizing forecasting tools
A background in research-driven environments that focus on statistical theory, model design, and analytical experimentation
Strong analytical reasoning paired with structured problem-solving skills
Experience with correlative regression and theoretical regression techniques
A critical thinker who pays close attention to detail and numerical accuracy
High learning agility along with the ability to independently direct technical research
Excellent communication skills in English, both written and verbal

Job Responsibility

Design, create, and maintain statistical and quantitative models that improve lending strategies, risk management, pricing, and portfolio approaches
Perform comprehensive statistical research to uncover valuable insights into borrower behavior, credit performance, prepayment risk, default risk, and trends in loss severity
Develop, test, and validate predictive models by leveraging historical data related to loans, collateral, market dynamics, and macroeconomic conditions to strengthen our underwriting and risk-rating systems
Utilize Monte Carlo simulations, time-series analysis, and regression modeling for projection across various economic and stress scenarios
Assess, contrast, and enhance different model structures and methodologies
Develop automated analytical tools, dashboards, and model outputs using Python, R, MATLAB, and Excel/VBA to boost efficiency and scalability
Lead research projects, steering them from hypothesis development through experimentation, validation, documentation, and presentation of findings
Maintain high standards of numerical accuracy, methodological integrity, and thorough documentation to support internal governance, audits, and regulatory compliance
Stay updated on the latest advancements in quantitative finance, statistical modeling, and analytical techniques to continually enhance WBL’s modeling and forecasting abilities
Foster a vibrant, data-driven culture by proactively seeking ways to elevate decision-making through insightful quantitative analysis

What we offer

Competitive USD Salary
Enjoy Paid Time Off (PTO)
Fully Remote Work Opportunity

Quantitative Analyst

Provide a quantitative research function for the activities of the Fixed Income ...

Location

Hong Kong , Hong Kong

Salary:

Not provided

Crédit Agricole

Expiration Date

Until further notice

Requirements

Postgraduate degree – MA/MSc/PhD/Doctorate or equivalent
Master Degree in a Mathematical subject
3-5 years experience
Experience in implementing option pricing models
Experience in developing C++ code for pricing financial products
Experience in working in FX options market
Able to explain complex ideas in a clear and coherent manner
Able to work in a team
Self-driven with a strong desire to meet deadlines
Integrity

Job Responsibility

Develop code inside C++ analytics library for pricing new products and developing new pricing models
Work with the Quant development team to ensure correct implementation of pricing library functionalities in FOX
Work with the IT department to ensure correct implementation of pricing library functionalities in OT
Ensure the coordination for the FINL quantitative topics in London setup
Ensure that models are adequate for both pricing and hedging transactions
Document and explain models to the risk department
Implement models for use in the risk management systems and front office pricing system
Assist the trading team in pricing and assessing the risk of complex transactions
Assist the back office and other bank support functions
Train and present on products and tools developed

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