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5+ years of industry experience as a fixed income quantitative analyst, and preferably 3+ years as quant in the municipal bond market. This specific quantitative analyst position is for a desk quant to support the Municipal Bond funds.
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Stay abreast of industry trends, academic research, and emerging technologies in quantitative finance and algorithmic trading. Join this team and be part of a dynamic and forward-thinking organization at the forefront of quantitative finance and algorithmic trading.
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The Quantitative, Translational and ADME Sciences Department at Company in North Chicago, IL is seeking a highly motivated teammate to operate in an LCMS-based quantitative bioanalytical role and support research and development projects.
$30 - $37 an hourFull-timeExpandApply NowActive JobUpdated Yesterday - UpvoteDownvoteShare Job
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Research of new quantitative modeling methods for stochastic modeling of assets and liabilities with embedded optionalityCalibration and valuation of Stochastic at Risk measures related to Surplus and Free SurplusMaintenance and enhanced automation of production processes, including generation of economic scenariosQualificationsExcellent programming skills in object oriented and procedural languages such as Python / MATLAB / R / C.
$90,000 - $135,000 a yearFull-timeExpandUpdated 11 days ago - UpvoteDownvoteShare Job
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The Quantitative, Translational and ADME Department is seeking a highly motivated teammate to operate in an LCMS-based quantitative bioanalytical role and support research and development projects.
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SMBC is seeking a Model Validation Vice President with strong quantitative background to join the Market & Liquidity Model Validation Team within the Model Risk & Validation Group. Master's Degree or PhD in Finance, Mathematics, Physics, Engineering, Computer Science or related quantitative field with a minimum 5 years of work experience in model development, model validation, quantitative research, risk management.
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This role will be part of our Quantitative Research & Investing Technology team, which is responsible for architecting, developing, and maintaining systems that support quantitative trading.
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Demonstrated domain experience with financial datasets including FactSet, Bloomberg, IBES, CompStat, S&P Global, Worldscope, Morningstar, MSCI, Reuters, IDC, Markit, BARRA, Axioma, Northfield, and PORT.
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This role will be part of our Quantitative Engineering team, which is responsible for architecting, developing, and maintaining systems that support quantitative trading. Deep domain experience with financial datasets including FactSet, Bloomberg, IBES, CompStat, S&P Global, Worldscope, Morningstar, MSCI, Reuters, IDC, Markit, BARRA, Axioma, Northfield, and PORT.
Full-timeExpandApply NowActive JobUpdated 13 days ago - UpvoteDownvoteShare Job
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Master's degree in Business Administration or a quantitative discipline, such as Quantitative Finance, Data Analytics, Statistics, Mathematics, or Computer Science. Chartered Financial Analyst (CFA) designation or a Financial Risk Manager (FRM) certification highly preferred.
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We assist companies and non-profit organizations in delivering benefits to their employees. Asset Management Technology (AMT) provides worldwide technology and support to all the Investment Management, Research, Trading, and Investment Operations functions.
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5 years of experience in education equity policy research, including quantitative analysis of large data sets. Demonstrated experience coding large data sets in R, STATA or SPSS and well-established ability to efficiently produce excel workbooks and effective graphics to represent quantitative findings.
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Alongside the Departments of Machine Learning and Integrated Mathematical Oncology, the Department of Biostatistics and Bioinformatics offers a unique environment for quantitative scientists focused exclusively on cancer.
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The Client Quantitative Analyst position is within the Client Protection organization supporting functions, including Fraud Prevention and Detection, Anti-Money Laundering (AML), Sanctions and Screening Compliance.
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State Street's Model Risk Management (MRM) function is seeking a Quantitative Analyst (AVP) to join its Model Validation team based in Boston, MA. The Quantitative Analyst will participate in model validation to ensure model risks are correctly identified, assessed, and managed.
$90,000 - $142,500 a yearFull-timeExpandApply NowActive JobUpdated 4 days ago
quantitative job
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