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Asset & Wealth Management-Dallas-Associate-Quantitative Engineering

Goldman Sachs & Co.

Dallas, Texas, USA

Full-time

Job Description Asset and Wealth Management Division - Engineering Goldman Sachs Quantitative Engineering is a leading developer of quantitative models and cutting edge systems to solve complex business problems. Working with the firm's trading, operations, finance, sales, banking and investing businesses, engineers use their mathematical and scientific training to create financial products, advise clients on transactions, identify market opportunities, assist managing risks, and provide techn

Applied AI - Quantitative Engineer - Associate (New York, NY)

Goldman Sachs & Co.

New York, New York, USA

Full-time

Job Description What We Do At Goldman Sachs, our Engineers don't just make things - we make things possible. Change the world by connecting people and capital with ideas. Solve the most challenging and pressing engineering problems for our clients. Join our engineering teams that build massively scalable software and systems, architect low latency infrastructure solutions, proactively guard against cyber threats, and leverage machine learning alongside financial engineering to continuously tur

Head of GIA Model Development

MassMutual

New York, New York, USA

Full-time

JOB DESCRIPTION Role: Head of GIA Model Development Department: Investment Management Group: Portfolio Management Group Team: GIA & VA Asset Modeling and Development Location: Boston/Springfield/New York Position: Full-Time The Opportunity As the Head of GIA Model Development, the ideal candidate will draw on their extensive background in financial models and software development principles to lead a team of quantitative developers. A background in asset liability management, fixed income and

Head of GIA Model Development

MassMutual

Boston, Massachusetts, USA

Full-time

JOB DESCRIPTION Role: Head of GIA Model Development Department: Investment Management Group: Portfolio Management Group Team: GIA & VA Asset Modeling and Development Location: Boston/Springfield/New York Position: Full-Time The Opportunity As the Head of GIA Model Development, the ideal candidate will draw on their extensive background in financial models and software development principles to lead a team of quantitative developers. A background in asset liability management, fixed income and

Head of GIA Model Development

MassMutual

Springfield, Massachusetts, USA

Full-time

JOB DESCRIPTION Role: Head of GIA Model Development Department: Investment Management Group: Portfolio Management Group Team: GIA & VA Asset Modeling and Development Location: Boston/Springfield/New York Position: Full-Time The Opportunity As the Head of GIA Model Development, the ideal candidate will draw on their extensive background in financial models and software development principles to lead a team of quantitative developers. A background in asset liability management, fixed income and

Asset & Wealth Management- New York- Associate- Quantitative Engineer

Goldman Sachs & Co.

New York, New York, USA

Full-time

Job Description Asset and Wealth Management Division - Engineering Goldman Sachs Quantitative Engineering is a leading developer of quantitative models and cutting edge systems to solve complex business problems. Working with the firm's trading, operations, finance, sales, banking and investing businesses, engineers use their mathematical and scientific training to create financial products, advise clients on transactions, identify market opportunities, assist managing risks, and provide techn

Quantitative Risk Associate Director

DTCC

Jersey City, New Jersey, USA

Full-time

Are you ready to make an impact at DTCC? Do you want to work on innovative projects, collaborate with a dynamic and supportive team, and receive investment in your professional development? At DTCC, we are at the forefront of innovation in the financial markets. We are committed to helping our employees grow and succeed. We believe that you have the skills and drive to make a real impact. We foster a thriving internal community and are committed to creating a workplace that looks like the world

Lead Quantitative Strategist - Vice President - Director

Deutsche Bank

New York, New York, USA

Full-time

Job Description: J ob Title: Lead Quantitative Strategist Corporate Title: Vice President - Director Location: New York, NY (ALL ROLES TO BE CONSIDERED) Overview Group Strategic Analytics (GSA) is part of Group Chief Operation Office (COO) which acts as the bridge between the Bank's businesses and infrastructure functions to help deliver the efficiency, control, and transformation goals of the Bank. GSA concentrates Deutsche Bank's quantitative and modelling expertise within a single unit. Wi

Quantitative Risk Director

DTCC

Jersey City, New Jersey, USA

Full-time

Are you ready to make an impact at DTCC? Do you want to work on innovative projects, collaborate with a dynamic and supportive team, and receive investment in your professional development? At DTCC, we are at the forefront of innovation in the financial markets. We're committed to helping our employees grow and succeed. We believe that you have the skills and drive to make a real impact. We foster a thriving internal community and are committed to creating a workplace that looks like the world t

Quant Analyst (2-10 Years Of Experience Required)

TEKsystems c/o Allegis Group

Charlotte, North Carolina, USA

Full-time

Description Responsible for independently conducting quantitative analytics and modeling projects. -Responsible for developing new models, analytic processes or systems approaches. -Creates documentation for all activities and works with Technology staff in design of any system to run models developed. -Performs end-to-end market risk stress testing including scenario design, scenario implementation, results consolidation, internal and external reporting, and analyzes stress scenario results to

Quant Analyst (2-10 Years Of Experience Required)

TEKsystems c/o Allegis Group

Atlanta, Georgia, USA

Full-time

Description Responsible for independently conducting quantitative analytics and modeling projects. -Responsible for developing new models, analytic processes or systems approaches. -Creates documentation for all activities and works with Technology staff in design of any system to run models developed. -Performs end-to-end market risk stress testing including scenario design, scenario implementation, results consolidation, internal and external reporting, and analyzes stress scenario results to

Model Validation Director- Market Risk/Liquidity Risk/Quantitative Research

The Caldwell Group

Jersey City, New Jersey, USA

Full-time

Master s or Ph.D. in Quantitative Finance, Mathematics, Economics, Financial Engineering, or other quantitative fields.3-5 years of experience in financial risk model validation, risk analytics, or quantitative modeling.Strong expertise in valuation models (curve building, term structure models, option pricing, credit models).Experience with risk management models (Greeks, VaR, back testing, stress testing).Deep understanding of model risk management frameworks, particularly SR 11-7 guidelines.K

Senior Associate, Data Management & Quantitative Analysis

Bank Of New York Mellon

New York, New York, USA

Full-time

At BNY, our culture empowers you to grow and succeed. As a leading global financial services company at the center of the world's financial system we touch nearly 20% of the world's investible assets. Every day around the globe, our 50,000+ employees bring the power of their perspective to the table to create solutions with our clients that benefit businesses, communities and people everywhere. We continue to be a leader in the industry, awarded as a top home for innovators and for creating an i

Quantitative Engineering, Liquidity Risk, Associate, Dallas, TX

Goldman Sachs & Co.

Dallas, Texas, USA

Full-time

Job Description RISK ENGINEERING Risk Engineering ("RE"), which is part of the Risk Division, is a central part of the Goldman Sachs risk management framework, with primary responsibility to provide robust metrics, data-driven insights, and effective technologies for risk management. RE is staffed globally with offices including Dallas, New Jersey, New York, Salt Lake City, London, Warsaw, Bengaluru, Singapore, and Tokyo. LIQUIDITY RISK STRATS Liquidity and Prime Risk Strats use their engine

Custom Basket Strats - Quantitative Engineering - Analyst - NYC - Global Banking & Markets

Goldman Sachs & Co.

New York, New York, USA

Full-time

Job Description Job Description - Trading Desk Strat - Quant Engineering What We Do At Goldman Sachs, we connect people, capital and ideas to help solve problems for our clients. We are a leading global financial services firm providing investment banking, securities and investment management services to a substantial and diversified client base that includes corporations, financial institutions, governments and individuals. Trading desk strategists are at the cutting edge of our business, so

Engineering - Dallas- Associate, Quantitative Engineering - 033664

Goldman Sachs & Co.

Dallas, Texas, USA

Full-time

Job Description Job Duties: Associate, Quantitative Engineering with Goldman Sachs & Co. LLC in Dallas, Texas. Multiple positions available. Develop, implement, and document scenarios comprised of a broad range of economic and financial variables for businesses within the Firm. Collaborate with internal stakeholders, analyzing user needs from a scenario design perspective and addressing data, model, and implementation issues. Analyze large data sets (structured and unstructured) to build predic

Quantitative Financial Analyst

TEKsystems c/o Allegis Group

Charlotte, North Carolina, USA

Full-time

Description: Responsible for independently conducting quantitative analytics and modeling projects. -Responsible for developing new models, analytic processes or systems approaches. -Creates documentation for all activities and works with Technology staff in design of any system to run models developed. -Performs end-to-end market risk stress testing including scenario design, scenario implementation, results consolidation, internal and external reporting, and analyzes stress scenario results to

Senior Engineer, Macro Analytics

Balyasny Asset Management

New York, New York, USA

Full-time

Role Overview We are in the process of completely redeveloping our macro trading and analytics system to deliver a state-of-the-art solution. This involves C++ components running on server, alongside a suite of applications operating on Windows desktops and within Excel. We are seeking for experienced Quantitative Developer who is adept at writing high-performance Monte Carlo simulation code, distributing data flows and calculations, and deploy cross-platform C++ components into containers runn

Quantitative Engineering, Liquidity Risk, Vice President, Dallas, TX

Goldman Sachs & Co.

Dallas, Texas, USA

Full-time

Job Description RISK ENGINEERING Risk Engineering ("RE"), which is part of the Risk Division, is a central part of the Goldman Sachs risk management framework, with primary responsibility to provide robust metrics, data-driven insights, and effective technologies for risk management. RE is staffed globally with offices including Dallas, New Jersey, New York, Salt Lake City, London, Warsaw, Bengaluru, Singapore, and Tokyo. LIQUIDITY RISK STRATS Liquidity and Prime Risk Strats use their engine

Investment Product Owner (Quantitative Research and Development)

MassMutual

Boston, Massachusetts, USA

Full-time

Investment Product Owner (Quantitative Research and Development) Full-Time Boston, MA or Springfield, MA Summary We are seeking a highly motivated and experienced Quantitative Research & Development (QRD) Product Owner to drive the vision, strategy, and roadmap of our QRD in service of supplying front office decision-making and analytics capabilities within the Investment Management ecosystem. The ideal candidate will have a deep understanding of both investments and technology to support an