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Quantitative Analytics
In this section, you'll find all of our quantitative analytics jobs within the financial services sector.
In financial markets worldwide, the most successful trading strategies are developed by highly educated, mathematically skilled financial engineers nicknamed "quants." Quants write financial theories, computer models, valuation techniques and trading programs used by hedge funds and investment banks.
Quants employed in the financial sector usually have higher degrees and Ph.D.s in demanding subjects such as physics, economics or computer science, or any of several particular mathematical specialties like multivariate calculus, linear algebra, differential equations, probability theory and statistical inference.
For success in a quant job, you'll need to be familiar with common programming languages such as C++. You should also read and understand the work of economists Myron Scholes, Fischer Black and Robert C. Merton. Scholes and Black are synonymous with options pricing theory, having developed the famous Black-Scholes equation. The model they developed provided the fundamental conceptual framework for valuing options, and is now the de facto standard in international financial markets for valuing those instruments, alongside many different types of bonds and derivatives that contain embedded options.
Beyond qualifications, many employers expect candidates for quant jobs to pass a rigorous vetting process which includes verification of references and, in a more competitive role, published research.
A quant career might have a focus on designing and trading complex structured products such as derivatives. Hedge funds also hire a large number of quants.
To handle the bulk of daily trading volume, the use of computer-driven models or algorithms to both identify and rapidly execute profitable arbitrage opportunities has expanded in the past few years. In order to continue executing trades for funds that rely on those models, broker-dealers hire quants to refine the platforms and programs that communicate orders.
Risk-focused quants also work for specialized software vendors that handle the creation and production of risk management products.
Quantitative analytics is one sector of finance where a prospective employee with a Ph.D. isn't considered overqualified, although a master's degree in one of the subjects above is sometimes enough. Unlike with MBA candidates, the quality of your university isn't always a hiring consideration. When applying for a junior quant job, it's more important to show that you have the expertise needed to succeed in the job, demonstrated through a higher degree in mathematics, economics, physics, computer science or similar subjects, the ability to program complicated financial models and excellent communication skills. Many quants also aim to pass the Certificate in Quantitative Finance (CQF), designed by Dr. Paul Wilmott, as another demonstration of skill.
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| Market Risk Officer | Comprehensive Recruiting Outstanding compensation, benefit and re... | Charlotte, NC | 16 May 12 |
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Leading Financial company is looking to add a Market Risk Officer responsible for producing/developing risk re...
| Quant Developer | IJC Partners, LLC. Base plus Bonus | Greenwich, CT, 06830 | 16 May 12 |
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Dynamic Financial Firm is looking for a Quant Developer to work on their Trading Systems
| C++ Developer | IJC Partners, LLC. Base+Bonus | Los Angeles, CA | 16 May 12 |
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Growing Hedge Fund in Southern California is looking for Junior to mid to senior level C++ developers to play ...
| Senior Quantitative Developer – Listed Derivatives – Front Office Quantitative Analytics Group –Investment Bank - New York, NY | GQR Global Markets Up to $175,000 USD (DOE) + competitive b... | New York, NY, 10001 | 16 May 12 |
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A leading front office Quant Analytics group is proactively seeking a senior Quantitative Developer to expand ...
| 'Market Data KDB Engineer' - 'Market Data Trading Technology' - 'KDB Market Data Analytics Team' - Quantitative trading technology driven Hedge Fund - New York, USA. Reference (2012042 | GQR Global Markets Up to $200,000 USD base (DOE) + competit... | New York, NY, 10001 | 16 May 12 |
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By using the most sophisticated and cutting edge methods this institution has earned its reputation as a leade...
| Senior Quant Analyst – Operational Risk Management –Advanced Analytics & Quantitative Risk Modeling - Investment Bank – New York, NY | GQR Global Markets 150,000 USD (DOE) + very competitive bo... | New York, NY, 10001 | 16 May 12 |
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Within the risk management space, this growing group is actively seeking a lead risk analyst to join its Marke...
| Senior/Vice President Front Office Credit / CDO Quantitative Developer (C++/Unix) | Selby Jennings Technology Circa $175,000 upwards plus very competi... | New York, NY, 10001 | 16 May 12 |
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Senior Front Office Credit / CDO Quantitative Developer (C++/Unix) Global Credit Trading Desk - US Investment...
| Boutique High Frequency Prop Trading firm - Software Engineers (C++/Java) - Cira $400k TC | Westbourne Partners $250-400k + PnL Bonus | New York, NY, 10001 | 16 May 12 |
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Well funded ($Billion) Prop trading firm looking to hire Software Engineers (C++/Java) to help develop a marke...
| Equities, FX and Arbitrage Systematic Traders / Portfolio Managers Needed! London, NY, Chicago, USA, UK, Asia, Global! Capital/AUM and Opportunities Available!! | Stott and May Highly Competitive | New York, NY, 10001 | 16 May 12 |
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Several established prop houses and hedge funds are seeking established Equities, FX and Arbitrage systematic ...
| Alpha Generating Quantitative Researcher/Strategist - Stat Arb High Frequency Hedge Fund - Unprecedented Salary Packages | Westbourne Partners $250-400k + PnL Bonus | New York, NY, 10001 | 16 May 12 |
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High Frequency Statistical Arbitrage trading fund with an established fund in London and more recently an offi...
| Front Office Commodity Derivatives Quantitative Developer – New York –C++/C#/Excel/VBA | Selby Jennings Technology Circa $130,000 - $160,000 plus competiti... | New York, NY, 10001 | 16 May 12 |
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Front Office Commodity Derivatives Quantitative Developer – New York –C++/C#/Excel/VBA Leading Global Investm...
| C/C++/Linux High Frequency Trading Developer - US/Asia Equities - San Francisco Bay Area | USA, California | | Selby Jennings Technology Circa $150,000 base salary with amazing... | San Francisco, CA, 94101 | 16 May 12 |
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C++/Linux Developer - US/Asia Equities High Frequency Trading – (Exchange Connectivity/API experience required...
| Quant research scientist - | NYCity | | Not Disclosed Highly competitive | New York, NY, 10001 | 16 May 12 |
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My client is an enviable hedge fund to work at. They are looking for an extremely smart quantitative researche...
| Quantitative researcher high/medium frequency strategies - | USA, Conneticut | | Not Disclosed Highly competitive | Greenwich, CT, 06830 | 16 May 12 |
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My client is an enviable hedge fund to work at. They are looking for a quantitative researcher to join their q...
| Hedge fund quantitative research scientist - | IL- Chicago | | Not Disclosed Highly competitive | Chicago, IL, 60601 | 16 May 12 |
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My client is an enviable hedge fund to work at. They are looking for an extremely smart quantitative researche...
| Commodities Desk Strategist, Vice President, Global Commodities Strategies Group, Fixed Income and C | Morgan Stanley not disclosed | Purchase, NY | 16 May 12 |
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See job description below
| New York City Conultancy | Manger – Financial Valuations and Model Review Group | Selby Jennings QRF Competitive | New York, NY, 10001 | 16 May 12 |
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Manger – Financial Valuations and Model Review Group | New York City Circa: $130,000 + bonus and benefits ...
| Interest Rates Independent Price Verification Analyst | New York City | Selby Jennings QRF COMPETITIVE SALARY STRUCTURE | New York, NY, 10001 | 16 May 12 |
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Rates Independent Price Verification Analyst | New York City COMPETITIVE SALARY STRUCTURE + Exceptional Ben...
| Quantitative Equity Analyst, Quantitative Investment Group | Wellington Management Company, LLP Competitive | Boston, MA, 02108 | 16 May 12 |
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Quantitative Equity Analyst, Quantitative Investment Group
| Director, Senior Risk Officer, Liability and Risk Valuation, Asset / Liability Management, Quantitative / Analytical Specialist, NYC | The Polaris Group Highly Competitive | New York, NY | 16 May 12 |
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A global financial is seeking a Director, Senior Risk Manager to support firmwide initiatives to develop liabi...
| Senior Valuation / Director | Comprehensive Recruiting Outstanding compensation and benefit pla... | New York City, NY | 16 May 12 |
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Global financial firm in New York City is looking to add a Director level member to their Valuation and Pricin...
| Vice President Quantitative Strategist, Trading Desk Quant Analyst, C++ Specialist, Multiple Asset Classes, Major Investment Bank, NYC | The Polaris Group Highly Competitive (Base / Bonus) | New York, NY | 16 May 12 |
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A major investment bank in NYC is seeking several Vice President Quant Trading Strategists in the following as...
| Senior Associate Quantitative Strategist, Trading Desk Quant Analyst, C++ Specialist, Multiple Asset Classes, Major Investment Bank, NYC | The Polaris Group Very competitive (Base / Bonus) | New York, NY | 16 May 12 |
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A major investment bank in NYC is seeking several Quant Trading Strategists in the following asset classes: St...
| Director of Fair Lending Compliance - Columbus, OH | Huxley US$100000 - US$150000 per annum | Columbus, OH, 43085 | 15 May 12 |
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Looking for a compliance officer with 5-7 years of experience in Fair Lending/housing with strong data-driven ...
| Quantitative Analyst | Comprehensive Recruiting Outstanding compensation and benefit pla... | New York City, NY | 15 May 12 |
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Global NY based financial firm needs to add a mid-level and senior level Quant Analyst. The mid level Quant sh...
| Market Risk Quant- NY | Not Disclosed $150k basic salary, plus annual bonus | New York, NY | 15 May 12 |
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Major Investment Bank seeks experienced Market Risk professional with a PhD and strong quantitative background...
| Counterparty Credit Risk Manager | Comprehensive Recruiting Outstanding compensation, benefit and re... | Charlotte, NC | 15 May 12 |
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Global Financial Institution is looking to add a Risk Manager that will work with Treasury and the business to...
| Java Developer | IJC Partners, LLC. Base+Bonus | Morristown, NJ | 15 May 12 |
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Start-up Quant fund in Morristown, NJ area is looking for junior, mid and senior level Java developers to arch...
| Quant Analyst-Fixed Income - London | Integrated Management Resources Open | New York, NY | 15 May 12 |
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International Investment Management firm in London is looking for a Fixed Income Quant Analyst.
| Commodity Quant Analyst - London | Integrated Management Resources Open | New York, NY | 15 May 12 |
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Investment Bank seeking a Commodity Desk Quant (mid to senior level) supporting trading with product pricing, ...
