Quantitative Crypto Analyst Jobs

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Machine Learning Quantitative Researcher Work From Home - G

Next Step Systems

Remote

Full-time

Machine Learning Quantitative Researcher Work From Home We are currently looking for a Machine Learning Quantitative Researcher for a great opportunity. The company participates in a wide variety of marketplaces including global futures, equities, commodities, options, fixed income, and cryptocurrencies. Their culture emphasizes teamwork and focuses on continuous integration and test-driven development. This position is 100% Remote. Machine Learning Quantitative Researcher Responsibilities: W

Senior Quantitative Developer Machine Learning & Regulatory Credit Risk

Data Systems Integration Group

Westerville, Ohio, USA

Third Party, Contract

Job Title: Senior Quantitative Developer Machine Learning & Regulatory Credit Risk Location: Westerville, OH (Hybrid 3 days onsite) Type: Contract 6 Positions Key Responsibilities: Develop and implement regulatory credit risk models (PD, LGD, EAD) using Python, Spark (Scala), and distributed systems in a Kubernetes-based Azure environment.Build scalable ML pipelines integrated with MLflow, CI/CD (Azure DevOps), and model governance frameworks.Create model explainability layers using tools suc

Quant - Financial Risk Management - Internal Audit

Request Technology, LLC

Dallas, Texas, USA

Full-time

INTERNAL AUDIT FINANCIAL RISK & MODELING SALARY: $120k - $165k - $175k plus 15% bonus LOCATION: Dallas, TX 3 days in office Looking for a person who is a quant who does modeling. Financial risk management 80% of the time 20% audit. Minimum 5 years model risk management, masters, statistics financial engineering experience. executing model risk audits preferred evaluating complex derivatives and performing advanced statistical analysis on underlying risk factors This role will be responsible fo

Quantitative Research Engineer

Dolphin Solutions Inc

Charlotte, North Carolina, USA

Full-time, Contract, Third Party

Job Title: Quantitative Research Engineer Location: Charlotte, NC (Hybrid Work) Requirements: 9+ years in quantitative finance, ML engineering, or similar. Build the price engine. Design, train, and deploy time-series and tree-based models (XGBoost, CatBoost, sklearn, lightGBM) that predict fair value and forecast volatility. Harden the data layer. Ingest and reconcile auction feeds, marketplace listings, and private-sale data. Handle splits, dupes, zero-comp situations, and stale marks. Ship t

Quant - Financial Risk Modeling / Internal Audit

Request Technology, LLC

Chicago, Illinois, USA

Full-time

INTERNAL AUDIT FINANCIAL RISK & MODELING SALARY: $120k - $165k - $175k plus 15% bonus LOCATION: Chicago, IL 3 days in office Looking for a person who is a quant who does modeling. Financial risk management 80% of the time 20% audit. Minimum 5 years model risk management, masters, statistics financial engineering experience. executing model risk audits preferred evaluating complex derivatives and performing advanced statistical analysis on underlying risk factors This role will be responsible for

Quantitative Developer

Vuesol Technologies Inc.

Westerville, Ohio, USA

Contract

Job Title: Senior Quantitative Developer Machine Learning & Regulatory Credit Risk Location: Westerville, OH (Hybrid 3 days onsite) Key Responsibilities: Develop and implement regulatory credit risk models (PD, LGD, EAD) using Python, Spark (Scala), and distributed systems in a Kubernetes-based Azure environment.Build scalable ML pipelines integrated with MLflow, CI/CD (Azure DevOps), and model governance frameworks.Create model explain ability layers using tools such as SHAP, LIME, or custom c

Quantitative Developer

Enterprise Logic Inc.

Jersey City, New Jersey, USA

Contract

Must Have: 5 years of experience in financial market risk management and quantitative modeling Master s degree in quantitative disciplines Proficient in SQL, any other high level programming languages, such as R, Python, Matlab, is a plus Hands on experience on developing complex financial models. Solid equity production knowledge, especially ETFs Detail oriented and team player. Location: Jersey City - Hybrid - 3 days a week onsite Contract Only- will be extended upon performance evaluation Int

FPGA Quant Engineer - Chicago/London/Amsterdam- Leading Quant Firm

Oxford Knight

Chicago, Illinois, USA

Full-time

Summary This role is available in Chicago / London / Amsterdam The positive feel of a start-up with the benefits that come with a more established player, this leading quant firm is looking for exceptional C++/FPGA engineers to join an elite global team to design and build the next generation of hardware solutions. Collaborating with technologists and traders, you will provide hardware systems in areas such as fast networking, high performance compute and real-time acceleration. You will be expe

Linux Systems Administrator - Quant Trading - up to 300,000 + Bonus

Hunter Bond

New York, New York, USA

Full-time

Title: Linux Systems Administrator - Quant Trading Client: Elite Financial Technology Trading Firm Role: Permanent Salary: Up to $300k USD (Depending on experience) + Industry Leading Bonus Location: New York My client are looking for a highly-talented Linux Systems Administrator to work in their High-Performance Systems team. This is one of the best opportunities for a passionate infrastructure enthusiast out there working on the newest and best tech around with a chance to make your mark on

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

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

Market Risk Developer ( Quant/Java)

Prutech Solutions

New York, New York, USA

Contract

About PruTech: Established in 1997, PruTech is committed to innovative problem-solving, solution creation, and fostering strong client partnerships. Serving a diverse array of industries, from government to finance, retail, and manufacturing, PruTech operates from strategic locations including New York City, Washington DC, North Carolina, and boasts a nearshore office in Mexico City and multiple offshore offices in India. With over two decades of experience in Information Technology and system i

Quantitative Developer

PARAKEET WORLD SOLUTIONS LLC

Jersey City, New Jersey, USA

Full-time

Job Title: Quantitative Developer (Risk Modeling / ETFs)Location: Jersey City, NJ (Hybrid 3 Days Onsite)Job Type: Contract (Long-term, Performance-Based Extension)Experience Level: Mid Senior (10+ Years Preferred) Job Description:We are seeking a highly skilled Quantitative Developer with deep expertise in financial risk modeling, especially around ETFs and Hybrid VaR methodologies. You ll join a high-performance risk modeling team working closely with risk analysts and technology teams to build

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 Developer

TEKsystems c/o Allegis Group

New York, New York, USA

Full-time

Job Title: Quantitative Developer - FX & FICC Analytics Duration: Full time contract through July 2026 Location: Hybrid on site New York or Toronto 2x a week Role Summary We are seeking a Quantitative Developer with strong Python development skills and a deep understanding of financial markets, particularly FX and FICC instruments. This role supports front-office quantitative projects and contributes to the development of a robust analytics platform used by strategists, traders, and sales teams.

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

Quantitative Developer, UI

Selby Jennings

Seattle, Washington, USA

Full-time

You'll be part of a small, fast-moving team where your work will directly impact trading outcomes. If you enjoy solving complex technical challenges and want to contribute to the success of a cutting-edge trading group, we'd love to hear from you. What You'll Do Build and maintain robust data pipelines and infrastructure to support quantitative research and live trading. Develop tools for data ingestion, transformation, and validation across large datasets. Collaborate with researchers and port

Quantitative Developer - New York- Multi-Asset Class Systematic Trading

Oxford Knight

New York, New York, USA

Full-time

Client Research at this leading investment firm is key to continued success: based on rigorous and innovative research, they design and implement systematic, computer-driven trading strategies across multiple liquid asset classes. You'll be exposed to all aspects of the systematic investing business; with lots of project ownership and a collaborative start-up environment, this is a fantastic place to work. Role They're looking for a strong quantitative developer to join their growing PM team in

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

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