quant developer Jobs

Refine Results
41 - 60 of 74 Jobs

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

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

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

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

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

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 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

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 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

Quant Analyst - Market Risk

Bloomberg

New York, New York, USA

Full-time

Quant Analyst - Market Risk Location New York Business Area Product Ref # 10044534 Description & Requirements Bloomberg's Quantitative Analytics team is responsible for the design and implementation of modelling analytics that support client pricing and risk management solutions for financial products across the entire suite of Bloomberg products and services, including its terminal with 300,000+ clients, trading system solutions, buy- and sell-side enterprise risk management, and derivatives va

Quantitative Financial Analyst

TEKsystems c/o Allegis Group

Chicago, Illinois, 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 Quant, Artificial Intelligence/Machine Learning

U.S. Bank

Minneapolis, Minnesota, USA

Full-time

At U.S. Bank, we're on a journey to do our best. Helping the customers and businesses we serve to make better and smarter financial decisions and enabling the communities we support to grow and succeed. We believe it takes all of us to bring our shared ambition to life, and each person is unique in their potential. A career with U.S. Bank gives you a wide, ever-growing range of opportunities to discover what makes you thrive at every stage of your career. Try new things, learn new skills and dis

Senior Data Scientist, Quant Modeling

TikTok

San Jose, California, USA

Full-time

Location : San Jose Employment Type : Regular Job Code : A185061 Apply to this job Share this listing: Responsibilities About Team The Product Data Analytics Team analyzes a combination of product usage and product performance data to derive meaningful insights that would serve as a guide to better product and decision making for our business leaders. As a member of the data science team, you will work with diverse and highly collaborative teams of product managers, engineers, and other d

Data/Information Mgt Sr Lead (CCR, Model Dev, Quant) - SVP - New York (Hybrid)

Citi

Remote or New York, New York, USA

Full-time

The Team: Are you ready to join a team that is transforming Risk Data for Citi? If so, then this role will provide the opportunity to make a difference for Citi by implementing sound data governance over critical Risk data in partnership with the business and technology. A good foundation in Risk systems, data and reporting will help you be successful in this essential role. This role is responsible for leading activities that contribute to the definition of the Enterprise Data Governance Stra