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We are seeking an experienced UX Researcher/Quantitative Social Scientist with experience in applied research in survey methodology, consumer marketing, behavior, statistical inference, regression modeling, exploratory data analysis, and demography.
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Quantitative Trading firm is looking for a Quantitative Strategist who will be responsible for developing and implementing quant trading strategies based on volatility signals derived from financial instruments, including options, futures, and other derivatives.
Full-timeExpandApply NowActive JobUpdated 3 days ago - UpvoteDownvoteShare Job
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Knowledge or experience related to financial risk management, quantitative analysis, or coding (e.g., Python, SQL, R, VBA) will be a plus. Bring specific expertise in one or more subject areas (e.g., Risk, Quantitative Analysis) to advise supervisors on risk and internal control.
Full-timeExpandApply NowActive JobUpdated 24 days ago - UpvoteDownvoteShare Job
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Quantitative Proteomics Workflows: Absolute and relative quantification of peptides and proteins from biological matrices. Examples include de novo sequencing, and quantitative analysis based on label-free quantitation as well as heavy isotope labeled samples.
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Outstanding opportunity for a quant equity research analyst to join a boutique well respected elite hedge fund
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That's why we're on the lookout for a new team member to work on our quantitative research, including audience segmentations, issue awareness, brand tracking, and impact tracking. As the Quantitative Research Manager on the Brand Research & Strategy team, you will support research initiatives to better understand current and new audiences and to identify actionable insights.
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Natixis is seeking a VP or Director-level quantitative analyst to join the CUSO Model Validation team within MRM as a Model Risk Validator. 5+ years of experience for Vice-President (10+ years for Director) in model validation, model development, quantitative research or quantitative audit.
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Enterprise Model Risk Management seeks a Senior Quantitative Finance Analyst - Anti-Money Laundering (AML) to conduct independent testing and review of complex models used to monitor and mitigate money laundering risk.
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The Associate Director, Senior Quantitative Analyst is a critical member of the model validation team within the Model Risk Management (MRM) Responsibilities range in activities including risk governance and reporting, model inventory, model validation and model performance oversight.
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Acts as a senior level resource or resident expert on analytic/quantitative modeling techniques used for Anti-money laundering. PhD or Masters in a quantitative field such as Mathematics, Physics, Finance, Engineering, Computer Science, Statistics.
$125,000 - $210,000 a yearFull-timeExpandApply NowActive JobUpdated Today - UpvoteDownvoteShare Job
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The successful candidate for AVP, Portfolio Allocation and Analytics will have a direct impact to the strategic and tactical asset allocation through quantitative tools to assess the portfolio composition and performance in different scenarios and to compare them with benchmarks and peers.
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Minimum education and experience required: PhD in Economics, Mathematics, Quantitative Finance, Financial Mathematics, or related field of study plus three (3) years of experience in the job offered or as Quantitative Research, Model Governance, Quantitative Model Development, Model Review, or related occupation.
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To understand key business questions and marketing objectives, and provide hands-on service to design qualitative and quantitative research to drive the business forward. Led by the firm’s first Chief Marketing Officer, the marketing function at Goldman Sachs is backed by momentum and a broad imperative to unify the discipline, helping to codify a business-critical function seen as core to the firm’s future growth.
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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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Model Risk Management (MRM) team embedded within the Risk Management function in SG CIB is responsible for independent validation of models across model families (market risk, Liquidity risk).
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quantitative job in Jersey City, NJ
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