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Quantitative • usa

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Quantitative Analyst

Quantitative Analyst

SECURE RPONew York, NY, US
[job_card.full_time]
Join a Risk Management team in a consulting contract role, where accuracy matters, and results are measurable.You’ll partner closely with Quant Risk and IT to test and validate margin and stress mo...[show_more][last_updated.last_updated_variable_days]
  • [promoted]
Quantitative Analyst

Quantitative Analyst

loanDepotIrvine, CA, United States
[job_card.full_time]
Responsible for providing quantitative and data-driven financial analysis & modeling to support the companys mortgage servicing portfolio and other areas of interest in Capital Markets.Contributes ...[show_more][last_updated.last_updated_variable_days]
Quantitative Analytics Director

Quantitative Analytics Director

Freddie MacMcLean, VA
[job_card.full_time]
At Freddie Mac, our mission of Making Home Possible is what motivates us, and it’s at the core of everything we do.Since our charter in 1970, we have made home possible for more than 90 million fam...[show_more][last_updated.last_updated_30]
  • [promoted]
Quantitative Analyst

Quantitative Analyst

SGS Socit Gnrale de Surveillance SALos Angeles, CA, United States
[job_card.full_time]
Design and develop industrial solutions for pricing and risk management for market activities.Passionate about applied mathematics and computer science, do you enjoy working in an innovative sector...[show_more][last_updated.last_updated_variable_days]
Quantitative Developer

Quantitative Developer

Motion RecruitmentChicago, Illinois, United States
[job_card.full_time] +1
A company in the financial sector is seeking a Quantitative Developer to join their team.In this role, you will use your strong mathematical, statistical, and programming expertise to design, imple...[show_more][last_updated.last_updated_variable_days]
  • [promoted]
Quantitative Analyst

Quantitative Analyst

Wolverine TradingChicago, IL, United States
[job_card.full_time]
Wolverine Asset Management is seeking highly motivated and intellectually curious individuals to join our team as Quantitative Analysts. In this role, you will collaborate closely with our relative ...[show_more][last_updated.last_updated_variable_hours]
Quantitative Research Analyst

Quantitative Research Analyst

NasdaqPennsylvania, Philadelphia, USA
[job_card.full_time]
The Index Product Intelligence team is responsible for supporting various stakeholders in the broader index business in creation of new financial products and help drive overall growth in assets of...[show_more][last_updated.last_updated_variable_days]
Quantitative Analyst

Quantitative Analyst

SECURE RPONew York, NY, US
[job_card.variable_days_ago]
[job_preview.job_type]
  • [job_card.full_time]
[job_card.job_description]

Job Summary :

Join a Risk Management team in a consulting contract role, where accuracy matters, and results are measurable. You’ll partner closely with Quant Risk and IT to test and validate margin and stress models across multiple asset classes, helping ensure the firm’s clearing initiatives run smoothly, safely, and reliably.

What you’ll do (day to day) :

  • Test and validate code releases for all client / platform releases (regression / UAT-style testing)
  • Validate historical market data (completeness, accuracy, outliers, breaks)
  • Validate margin & stress testing model outputs and investigate unexpected movements
  • Run portfolio back-testing to evaluate model performance vs. historical outcomes
  • Document findings clearly and communicate results to quants, developers, and stakeholders
  • Independently research issues, diagnose root cause (data vs. code vs. config), and drive solutions

Skills / Software Requirements :

  • Strong quantitative and analytical background.
  • Excellent programming, communication, and documentation skills.
  • Knowledge of financial markets.
  • Knowledge in advanced quantitative risk modeling and knowledge of statistical models in risk management are preferred.
  • Knowledge of advanced derivatives modeling and knowledge of volatility models preferred.
  • Experience with programming languages, Python, and SQL is also required.
  • Preference will be given to candidates who can demonstrate the best practices in developing risk models like Historical VaR, Monte Carlo VaR, Multi-Factor Risk Models, Stressed VaR, Liquidity Risk models, etc.

    • Education :

  • Master’s in Computer Science, Financial Engineering, Financial Mathematics, Mathematics, Physics, or related discipline