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Stay up-to-date with current market trends and emerging research in the field of quantitative trading and volatility alpha signals. 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.
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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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A Crypto focused Hedge fund is looking to onboard an experienced Head of Quantitative Trading to oversee their internal trading teams as well as assist in the management of platform traders. Head of Quantitative Trading (Crypto.
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Quantitative Balance Sheet Strategy (QBSS) QBSS is a firm-wide community of teams responsible for best-in-class quantitative analytics supporting JPM's Corporate Treasury efforts around the Firm's Asset & Liability Management (ALM) and balance sheet strategy.
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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. These benefits include comprehensive health care coverage and emotional well-being support, market-leading retirement, generous paid time off and parental leave, charitable giving employee match program, and educational assistance including student loan repayment, tuition reimbursement, and learning resources to develop your career.
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The employer will alternatively accept a Doctorate ( degree in Mathematics, Statistics, Engineering, Physics, Economics or related field of study plus 1 year of experience in the job offered or as Quantitative Research Analyst, Capital Market Analyst, Research Assistant, or related occupation.
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Within the Quantitative Analytics team, the Quantitative Risk Analytics group ("QRA") is responsible for all credit, climate, market, and liquidity risk related modelling. These models include those for pricing and risk of derivative products across all major asset classes, including market data; counterparty credit risk, XVA, initial margin; value-at-risk and other market risk metrics; climate risk; credit risk and liquidity risk.
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They are accountable for execution of all applicable risk programs (Credit, Market, Financial Crimes, Operational, Regulatory Compliance), which includes effectively following and adhering to applicable Wells Fargo policies and procedures, appropriately fulfilling risk and compliance obligations, timely and effective escalation and remediation of issues, and making sound risk decisions.
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High Level of digital literacy, ability to work efficiently with MATLAB, Excel (VBA), SQL, R, Python or C. Broad expertise in quantitative finance on valuation models (curve building methodologies, term structure models, option models, credit models), and risk management models and methodologies (Greeks, VaR, back testing, stress testing.
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Our client, a $500 billion asset manager in Manhattan, is looking for a quant modeler to join its Quantitative Analytics team within a newly formed division within the firm. Advanced degree in financial engineering, statistics, mathematics, or similar quantitative field.
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This person will interact closely with other areas such as Finance, Actuarial, Risk management and Investments, as well as the Business Unit areas regarding quantitative modeling efforts. Excellent programming skills in object oriented and procedural languages such as Python / MATLAB / R / C.
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Proficient with electrical modeling software packages such as ETAP, Matlab Simulink, PSCAD, or EMTP-RV. Knowledge of or history working with major component suppliers in the solar or battery storage industry, such as inverters, PV panels, or lithium-ion battery modules.
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In this capacity the MTD will partner with Merrill Advisory stakeholders such as Financial Advisor (FA) and Private Wealth Advisor (PWA) teams, Market Executives and Wealth Strategists to provide fiduciary oversight and trust administration to complex and sensitive client relationships.
$126,900 - $165,300 a yearFull-timeExpandApply NowActive JobUpdated Today - UpvoteDownvoteShare Job
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As an opportunity to work in a fast-paced environment and as a member of a quant group that is responsible for research and development of cutting-edge algorithmic trading strategies, this position offers the opportunity to combine strong quantitative, technical, and soft skills to foster innovation in a collaborative team culture.
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Minimum 5 years of relevant work experience in investment (credit/market) quantitative risk analytics required. The Capital & Investment Risk Management (C&IR) team within Enterprise Risk Management (ERM) is looking for a Quantitative Risk Analyst to support business initiatives in a highly collaborative environment.
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