{"@context":"https://schema.org","@type":"ItemList","name":"Account Manager Jobs: Find Account Manager Job Openings","description":"Explore a variety of Account Manager job opportunities. Apply for Account Manager roles across various industries and levels. Find Account Manager jobs here.","itemListElement":[{"@type":"ListItem","position":1,"item":{"@type":"JobPosting","title":"Account Manager, Quantitative Research","datePosted":"2025-08-12","description":"

We go beyond the obvious, using intelligence, passion and creativity to inspire new thinking and shape the world we live in.

To start a career that is out of the ordinary, please apply...

Job Details

Kantar is looking for an Account Manager (Quantitative Research) to join our Downtown Mall office in Cairo!

About Kantar

Kantar is the world’s leading data, insights, and consulting company. We understand more about how people think, feel, shop, share, vote and view than anyone else. Combining our expertise in human understanding with advanced technologies. Kantar’s 30,000 people based in more than 100 countries help the world’s leading organizations succeed and grow. Nobody knows people better than Kantar. We provide insight and inspiration to help our clients, our people and society to create and flourish in an extraordinary world.

Our insights colleagues are experts in human understanding. With expertise covering brand, innovation, creative, media, commerce and customer experience, they help clients define what brands should stand for, how to disrupt and renew their offer, how to connect with audiences and how to win with consumers and customers.

About the role

As an Account Manager, you will be part of our ambitious Quantitative Research team, managing clients across a variety of industries and research domains. As a key interface between the organization and our clients, the role includes client engagement, consultancy, study design and analysis, overseeing presentations and reports as well as managing a small team of Research Executives.

This is Cairo-based regional client servicing role where you will be empowered and accountable for successful delivery of client projects.

What you will be doing:

Account management & client servicing
Business development
End-to-end research project design and management
Quantitative analysis, insights, tracking, reporting
Team & people management

The skills & experience you’ll need:

University Degree in a relevant field (Economics, Marketing, Psychology, Business Administration, or other).
Minimum of 4 years of experience managing and delivering high volume quantitative research studies to a variety of clients.
Experience with brand equity studies, segmentation, U&As, concept/product testing as well as consumer profiling.
People management experience.

Why join Kantar?

We go beyond the obvious, using intelligence, passion and creativity to inspire new thinking and shape the world we live in. We understand more about how people think, feel, shop, share, vote and view than anyone else. Combining our expertise in human understanding with advanced technologies, nobody knows people better than Kantar.

And because we know people, we like to make sure our people are looked after as well. Equality of opportunity for our people are our highest priority, and we encourage our people to work in a way that supports their health and wellbeing. While we encourage our colleagues to spend part of their working week in the office, we understand no one size fits all, and we’re flexible in our approach to ensure people feel included and accepted.

We’re committed to creating an inclusive culture and value the diversity of our people, clients, suppliers and communities, which is why we welcome applications from all background and sections of society. Even if you feel like you’re not a perfect fit, we’d love to receive your application and talk to you about this job or others at Kantar.

Interested?

Send us your application including CV today. For questions, you may get in touch with Anne-Lise Bosmans, EMEA TA Specialist (anne-lise.bosmans@kantar.com).

Location

Cairo, Downtown MallEgypt

Kantar Rewards Statement

At Kantar we have an integrated way of rewarding our people based around a simple, clear and consistent set of principles. Our approach helps to ensure we are market competitive and also to support a pay for performance culture, where your reward and career progression opportunities are linked to what you deliver.

We go beyond the obvious, using intelligence, passion and creativity to inspire new thinking and shape the world we live in. Apply for a career that’s out of the ordinary and join us.

We want to create an equality of opportunity in a fair and supportive working environment where people feel included, accepted and are allowed to flourish in a space where their mental health and well being is taken into consideration.

We want to create a more diverse community to expand our talent pool, be locally representative, drive diversity of thinking and better commercial outcomes.

Kantar is the world’s leading data, insights and consulting company. We understand more about how people think, feel, shop, share, vote and view than anyone else. Combining our expertise in human understanding with advanced technologies, Kantar’s 30,000 people help the world’s leading organisations succeed and grow.

","hiringOrganization":{"@type":"Organization","name":"Kantar","sameAs":"https://www.kantar.com/"},"jobLocation":{"@type":"Place","address":{"@type":"PostalAddress","addressLocality":"Cairo, Downtown Mall, Egypt","addressCountry":"Egypt","addressRegion":"Middle East"}}}},{"@type":"ListItem","position":2,"item":{"@type":"JobPosting","title":"Account Manager, Quantitative Research","datePosted":"2025-08-12","description":"

We go beyond the obvious, using intelligence, passion and creativity to inspire new thinking and shape the world we live in.

To start a career that is out of the ordinary, please apply...

Job Details

Kantar is looking for an Account Manager (Quantitative Research) to join our Downtown Mall office in Cairo!

About Kantar

About the role

This is Cairo-based regional client servicing role where you will be empowered and accountable for successful delivery of client projects.

What you will be doing:

Business development
Project design
Project management & client servicing
Personal & team management & development
Organisational management & external promotion

The skills & experience you’ll need:

Bachelor’s Degree in Economics, Marketing, Psychology, or Business Administration or any relevant degree;
Minimum of 4 years of experience managing high volume qualitative research studies, interfacing with clients to proactively deliver on agreed KPIs; including people management experience;
Experience with brand equity studies, segmentation, U&As, concept/product testing as well as consumer profiling.

Why join Kantar?

Interested?

Send us your application including CV today. For questions, you may get in touch with Anne-Lise Bosmans, EMEA TA Specialist (anne-lise.bosmans@kantar.com).

Location

Cairo, Downtown MallEgypt

Kantar Rewards Statement

We go beyond the obvious, using intelligence, passion and creativity to inspire new thinking and shape the world we live in. Apply for a career that’s out of the ordinary and join us.

We want to create a more diverse community to expand our talent pool, be locally representative, drive diversity of thinking and better commercial outcomes.

","hiringOrganization":{"@type":"Organization","name":"Kantar","sameAs":"https://www.kantar.com/"},"jobLocation":{"@type":"Place","address":{"@type":"PostalAddress","addressLocality":"Cairo, Downtown Mall, Egypt","addressCountry":"Egypt","addressRegion":"Middle East"}}}},{"@type":"ListItem","position":3,"item":{"@type":"JobPosting","title":"Account Manager, Quantitative Research","datePosted":"2025-08-12","description":"

We go beyond the obvious, using intelligence, passion and creativity to inspire new thinking and shape the world we live in.

To start a career that is out of the ordinary, please apply...

Job Details

Kantar is looking for an Account Manager (Quantitative Research) to join our Downtown Mall office in Cairo!

About Kantar

About the role

This is Cairo-based regional client servicing role where you will be empowered and accountable for successful delivery of client projects.

What you will be doing:

Business development
Project design
Project management & client servicing
Personal & team management & development
Organisational management & external promotion

The skills & experience you’ll need:

Bachelor’s Degree in Economics, Marketing, Psychology, or Business Administration or any relevant degree;
Minimum of 4 years of experience managing high volume qualitative research studies, interfacing with clients to proactively deliver on agreed KPIs; including people management experience;
Experience with brand equity studies, segmentation, U&As, concept/product testing as well as consumer profiling.

Why join Kantar?

Interested?

Send us your application including CV today. For questions, you may get in touch with Anne-Lise Bosmans, EMEA TA Specialist (anne-lise.bosmans@kantar.com).

Location

Cairo, Downtown MallEgypt

Kantar Rewards Statement

We go beyond the obvious, using intelligence, passion and creativity to inspire new thinking and shape the world we live in. Apply for a career that’s out of the ordinary and join us.

We want to create a more diverse community to expand our talent pool, be locally representative, drive diversity of thinking and better commercial outcomes.

","hiringOrganization":{"@type":"Organization","name":"Kantar","sameAs":"https://www.kantar.com/"},"jobLocation":{"@type":"Place","address":{"@type":"PostalAddress","addressLocality":"Cairo, Downtown Mall, Egypt","addressCountry":"Egypt","addressRegion":"Middle East"}}}},{"@type":"ListItem","position":4,"item":{"@type":"JobPosting","title":"Account Manager - Quantitative Research - Mumbai","datePosted":"2025-08-11","description":"

We go beyond the obvious, using intelligence, passion and creativity to inspire new thinking and shape the world we live in.

To start a career that is out of the ordinary, please apply...

Job Details

BRAND AND KANTAR STATEMENT

A leading research agency, we help clients to grow great brands and improve marketing efficiency by analyzing, interpreting, and understanding the world around us. At Kantar, our services include quantitative/qualitative solutions, neuroscience, brand equity, advertising, media, and digital effectiveness.

Join us and you’ll be part of 30,000 colleagues and 12 world-leading research, data, and insight brands at Kantar. At the heart of WPP, our unique consumer insight inspires clients to flourish in an extraordinary world.

KEY OUTCOMES STATEMENT

Developing & maintaining relationships with their identified clients, ensuring that their needs are being met and that they are receiving appropriate levels of service, in collaboration with the HCS / GAD on those accounts

Owning the management of revenue budgets set for those clients in close collaboration with the HCS / GAD

Developing individual job costs, monitoring job costs throughout a project, and ensuring profitability

Identifying & developing new business opportunities amongst existing clients and outside the existing client base with guidance from HCS / GAD

Management of staff in his/her team, training and career development of staff, annual evaluations, identifying their needs and providing coaching, and monitoring of the progress of staff under their management

Leading the national special projects for cascade across the entire office.

Designing and executing high-quality research using the right tools and techniques to address client needs.

Making presentations to senior / top management of reputed companies to come out with strategic analysis and recommendations and so, being conversant with the happenings in the economy, in general, and with respect to the sectors mentioned above.

Ensuring solutions to the queries and managing client and internal stakeholder’s expectations to ensure adequate work-life balance for the team

CAPABILITIES STATEMENT

At least 4 – 8 years of experience in Client Service, preferred degree – MBA

Proven knowledge of market research: consumer research/brand research & retail research, specifically product testing, U&A, and pricing projects, especially in FMCG/ Consumer durables

Experience in quantitative research techniques & tools like questionnaire / research design / preparing a research execution plan etc.

Proven skills in team management and leadership

Background and experience in P&L management

Demonstrated ability to build strong client relationships

Strong analytical, presentation, and interpersonal communication skills

REWARDS STATEMENT

At Kantar, we have an integrated way of rewarding our people based on a simple, clear, and consistent set of principles. Our approach helps to ensure we are market competitive and also to support a pay for performance culture, where your reward and career progression opportunities are linked to what you deliver.

APPLICATION STATEMENT

We go beyond the obvious, using intelligence, passion, and creativity to inspire new thinking and shape the world we live in. We go beyond the obvious, using intelligence, passion, and creativity to inspire new thinking and shape the world we live in. Apply for a career that’s out of the ordinary and join us.

Location

Gurgaon, DLF Cyber ParkIndia

Kantar Rewards Statement

We go beyond the obvious, using intelligence, passion and creativity to inspire new thinking and shape the world we live in. Apply for a career that’s out of the ordinary and join us.

We want to create a more diverse community to expand our talent pool, be locally representative, drive diversity of thinking and better commercial outcomes.

","hiringOrganization":{"@type":"Organization","name":"Kantar","sameAs":"https://www.kantar.com/"},"jobLocation":{"@type":"Place","address":{"@type":"PostalAddress","addressLocality":"Mumbai, The ORB Building, India","addressCountry":"India","addressRegion":"Asia/Pacific"}}}},{"@type":"ListItem","position":5,"item":{"@type":"JobPosting","title":"Quantitative Research Intern","datePosted":"2025-07-20","description":"

Responsibilities

AlphaGrep is seeking an exceptional Quantitative Reseach Intern to join us for a 6 months internship in our Mumbai office.

Your responsibilities may include any of the following, which will require you to exercise discretion and independent judgment:

\n\n\n

Responsibilities:

Prepare and manage data for algorithmic processes.
Build models using both raw and constructed data.
Develop methodologies to filter signals.
Employ ensemble methods and conduct A/B testing to improve and validate model performance.
Streamline model training processes utilizing computational clusters.

\nRequirements:\n

Deep understanding of neural networks and deep learning algorithms (experience with LSTM is a plus).
Proficient in applications of statistical methods for time series analysis.
Expertise in predictive algorithm design and implementation.
Proficient in feature engineering.
Ability to harness computational power.
Detail oriented and inquisitive to problem solving.
Stellar communication skills, with an emphasis on clarity and conciseness.
Programming experience in Python and familiarity with deep learning frameworks such as Tensorflow.

Why You Should Join Us:

Great People. We're curious engineers, mathematicians, statisticians and like to have fun while achieving our goals
Transparent Structure. Our employees know that we value their ideas and contributions
Relaxed Environment. We have a flat organizational structure with frequent activities for all employees such as yearly offsites, happy hours, corporate sports teams, etc.
Health & Wellness Programs. We believe that a balanced employee is more productive. A stocked kitchen, gym membership and generous vacation package are just some of the perks that we offer our employees

","hiringOrganization":{"@type":"Organization","name":"AlphaGrep Securities","sameAs":"https://www.alpha-grep.com/"},"jobLocation":{"@type":"Place","address":{"@type":"PostalAddress","addressLocality":"India","addressCountry":"India","addressRegion":"Asia/Pacific"}}}},{"@type":"ListItem","position":6,"item":{"@type":"JobPosting","title":"Manager - Quantitative Research","datePosted":"2025-08-06","description":"

Job Description

ABOUT THIS JOB

We won’t say we can predict the future, but our team of Market Research Analysts gets pretty close. This role combines data analysis and client consultation from the start, with plenty of room for growth. You find the stories behind scatter plots and help clients determine which products to launch. Your insights will influence decisions for some of today’s leading global companies. 
\n 
\nRESPONSIBILITIES 
\n 
\n● Managing clients and their respective projects' custom research team in matters of market research based on experience in one or more sectors (FMCG, Telecom, CPG, Tech & Durables etc.)  

● Adept in independently handling all stages in a Customized Market Research Project:

●Project Launch after the study is awarded. This role has min. involvement in proposal making & proposal development & is execution heavy role.

●Questionnaire design, Analysis plan, Report planning & development

●Presentation preparation and sharing insights with client

● Team management

● Drive client satisfaction by providing insights and actionable recommendations during presentations or business reviews and also by providing value-added analyses and response to special requests.

● Undertake sales activities independently or in conjunction with senior staff in terms of preparation and delivery of proposal and credentials

● Ensure the generation of required revenue from the assigned client portfolio and proper

● Contract costing in order to meet the agreed budget targets

● Identify and recommend enhanced and new services that answer clients' business needs

● Build and maintain ongoing relationships with the identified key persons within client organization

● Accountable for key strategic clients in terms of execution of the full research cycle From Questionnaire design till final report delivery ensuring all quality checks are conducted to deliver insightful reports. 

●Team handling . Team of 4-5 SRE & RE

●Managing projects independently, including client interaction & escalations if any

●Adherence of all NIQ based processes.
\n 

Qualifications

A LITTLE BIT ABOUT YOU 

\nExperience in Primary Quantitative Market Research with practical knowledge of research methodologies like Brand Tracking, Brand Health, Ad Hoc , CBC, Segmentation, NPS CSAT and Competitive Analysis etc.

 
\nQUALIFICATIONS 
\n ● 4 to 7 years’ experience in Quantitative Consumer Insights role, preferably from agency side

● Strong Client Focus and Proactiveness

● Working knowledge of statistics and multivariate analysis

● Strong interpersonal skills

● Prior team management experience is a must

● Very Good Influencing & Persuading Skills

● Excellent project management skills

● Strong understanding of consumer behavior 

● Knowledge of statistics and multivariate analysis 

●Team management

Additional Information

Our Benefits

Flexible working environment
Volunteer time off
LinkedIn Learning
Employee-Assistance-Program (EAP)

About NIQ

NIQ is the world’s leading consumer intelligence company, delivering the most complete understanding of consumer buying behavior and revealing new pathways to growth. In 2023, NIQ combined with GfK, bringing together the two industry leaders with unparalleled global reach. With a holistic retail read and the most comprehensive consumer insights—delivered with advanced analytics through state-of-the-art platforms—NIQ delivers the Full View™. NIQ is an Advent International portfolio company with operations in 100+ markets, covering more than 90% of the world’s population.

For more information, visit NIQ.com

Want to keep up with our latest updates?

Our commitment to Diversity, Equity, and Inclusion

NIQ is committed to reflecting the diversity of the clients, communities, and markets we measure within our own workforce. We exist to count everyone and are on a mission to systematically embed inclusion and diversity into all aspects of our workforce, measurement, and products. We enthusiastically invite candidates who share that mission to join us. We are proud to be an Equal Opportunity/Affirmative Action-Employer, making decisions without regard to race, color, religion, gender, gender identity or expression, sexual orientation, national origin, genetics, disability status, age, marital status, protected veteran status or any other protected class. Our global non-discrimination policy covers these protected classes in every market in which we do business worldwide. Learn more about how we are driving diversity and inclusion in everything we do by visiting the NIQ News Center: https://nielseniq.com/global/en/news-center/diversity-inclusion

","hiringOrganization":{"@type":"Organization","name":"NielsenIQ","sameAs":"https://nielseniq.com"},"jobLocation":{"@type":"Place","address":{"@type":"PostalAddress","addressLocality":"Gurugram, DL, India","addressCountry":"India","addressRegion":"Asia/Pacific"}}}},{"@type":"ListItem","position":7,"item":{"@type":"JobPosting","title":"Quantitative Research Intern","datePosted":"2025-08-14","description":"

About 0epsilon

The 0epsilon team is responsible for putting together a best-in-class mid-frequency trading platform. Data powers everything that we do, and is of the utmost priority for us to do well. We are looking for an enthusiastic and talented Quantitative Researcher Intern, with a passion for developing a specialization in data to join our team. The ideal candidate thrives in ambiguous, fast-paced environments, is excited about building products from the ground up, has strong experience and proficiency in Python and Cython, and will be responsible for developing data ETL pipelines, cleaning, researching and maintaining features that power our machine learning algorithms for trading.

Key Responsibilities

Create robust data ETL pipelines that clean and process raw data
Research and implement features that are consumed in a machine learning trading pipeline
Write clean, well-documented code with appropriate test coverage
Assist in troubleshooting and debugging production issues
Be on-call on a rotating basis
Help establish engineering best practices and coding standards
Mentor future junior team members as we scale
Take ownership of smaller projects and features from design to deployment

Requirements

Able to thrive in the crucible of an extremely fast-paced, demanding start-up like environment
Able to bear immense responsibility for high-stakes, large-scale production infrastructure
Highly proficient in machine learning, with preference towards deep-learning architectures
High proficiency in Python and proficient in PyTorch and Polars
Experience with SQL-like databases, such as Postgres and ClickHouse database is a plus
Experience with Cython in a performance sensitive environment is a plus
Some knowledge of financial markets and instruments is a plus

","hiringOrganization":{"@type":"Organization","name":"AlphaGrep Securities","sameAs":"https://www.alpha-grep.com/"},"jobLocation":{"@type":"Place","address":{"@type":"PostalAddress","addressLocality":"Singapore","addressCountry":"Singapore","addressRegion":"Asia/Pacific"}}}},{"@type":"ListItem","position":8,"item":{"@type":"JobPosting","title":"Manager - Quantitative Research","datePosted":"2025-08-15","description":"

Job Description

ABOUT THIS JOB

● Adept in independently handling all stages in a Customized Market Research Project:

●Project Launch after the study is awarded. This role has min. involvement in proposal making & proposal development & is execution heavy role.

●Questionnaire design, Analysis plan, Report planning & development

●Presentation preparation and sharing insights with client

● Team management

● Undertake sales activities independently or in conjunction with senior staff in terms of preparation and delivery of proposal and credentials

● Ensure the generation of required revenue from the assigned client portfolio and proper

● Contract costing in order to meet the agreed budget targets

● Identify and recommend enhanced and new services that answer clients' business needs

● Build and maintain ongoing relationships with the identified key persons within client organization

●Team handling . Team of 4-5 SRE & RE

●Managing projects independently, including client interaction & escalations if any

●Adherence of all NIQ based processes.
\n 

Qualifications

A LITTLE BIT ABOUT YOU 

 
\nQUALIFICATIONS 
\n ● 4 to 7 years’ experience in Quantitative Consumer Insights role, preferably from agency side

● Strong Client Focus and Proactiveness

● Working knowledge of statistics and multivariate analysis

● Strong interpersonal skills

● Prior team management experience is a must

● Very Good Influencing & Persuading Skills

● Excellent project management skills

● Strong understanding of consumer behavior 

● Knowledge of statistics and multivariate analysis 

●Team management

Additional Information

Our Benefits

Flexible working environment
Volunteer time off
LinkedIn Learning
Employee-Assistance-Program (EAP)

About NIQ

For more information, visit NIQ.com

Want to keep up with our latest updates?

Our commitment to Diversity, Equity, and Inclusion

","hiringOrganization":{"@type":"Organization","name":"NielsenIQ","sameAs":"https://nielseniq.com"},"jobLocation":{"@type":"Place","address":{"@type":"PostalAddress","addressLocality":"Mumbai, MH, India","addressCountry":"India","addressRegion":"Asia/Pacific"}}}},{"@type":"ListItem","position":9,"item":{"@type":"JobPosting","title":"Quantitative Research Analyst","datePosted":"2025-08-20","description":"

About Clear Street:

Clear Street is building modern infrastructure for capital markets. Founded in 2018 by top Wall Street and Silicon Valley veterans, Clear Street is an independent, non-bank prime broker designed to solve the industry’s most neglected problem: legacy technology.

We have built a proprietary, cloud-native clearing and custody system from the ground floor to replace the outdated infrastructure used across capital markets. Our platform is fully integrated with central clearing houses and exchanges to support billions in trading volume per day. We’ve agonized about our data model abstractions, created horizontal scalability, and crafted thoughtful APIs. All so we can provide a best-in-class experience for our clients.

By combining highly-skilled product and engineering talent with seasoned finance professionals, we’re building the essentials to compete in today’s fast-paced markets.

The Team:

Members of the Risk team are responsible for designing, implementing and monitoring the firm's margin/ leverage offering. We assess and manage the risk across multi-asset portfolios at the start of the day, intraday and end of the day. We work with large institutional clients including hedge funds, family offices and both traditional and alternative asset managers, sophisticated market makers as well as active trading and professional trading groups.

We partner internally with Sales, Trading, Middle Office, Client Service, Compliance, Legal, Operations and Engineering as well as externally with clients and regulatory agencies as we deliver a best-in-class risk management offering. Through the interaction with others at Clear Street, our clients and the challenging nature of the work we offer an exciting opportunity.

Responsibilities

Perform complex risk analysis of multi-asset portfolios to assess market and liquidity risks
Become a SME in the start of day, intraday and end of day risk management platform and process
Validate and support daily risk management reports and margin calls
Explain margin methodologies and the risk management process on sales calls with prospective and existing clients
Work closely and effectively with Sales, Trading, Middle Office, Client Service, Compliance, Legal, Operations and Engineering teams on implementation and deployment of enhancements to margin methodology, process and policy as well as to enhance the existing risk management platforms and margin offering
Work in conjunction with Treasury team to access and monitor liquidity stresses
Collaborate with Quantitative teams in designing and implementing of stress based risk models
Analyze significant datasets, develop and leverage tools to automate workflows, synthesize reports to communicate with senior management, clients and regulator
Leverage information from a variety of sources, internal and external, to help shape future service offerings
Assist with training and knowledge transfer for other team members to help build a stronger group
Develop and assess risk management approaches for customer portfolios, including pricing and risk management models
Handle requests from senior leadership, clients and regulators

Required Skills and Qualifications

At least 5 years of professional experience working in quantitative analytical roles, ideally in financial service markets
● An advanced degree in quantitative finance, economics, statistics, applied mathematics, engineering or similar field
● At least 3 years of professional experience and proficiency in scripting language, such as Python or R (at least one is required); functional knowledge of SQL is beneficial
● Outstanding quantitative skills
● Some combination of Equities, Fixed Income, Swaps, Futures or Listed derivatives knowledge required
● Demonstrated interest and knowledge of markets and ability to assess impact of macro trends on client portfolios
● Excellent written, presentation and communication skills
● Ability to balance multiple projects and deliverables simultaneously
● Curiosity and strong problem-solving abilities

The ideal candidate will possess a balance of strong analytical and quantitative skills, keen attention to detail, as well as excellent communication skills and confidence to deal with senior management, external clients and other stakeholders. We are looking for someone with the ability to understand data and business logic, identify patterns and leverage that information to support the risk management philosophy and ultimately our business development.

This role entails working from the Bangalore office for four days each week

#LI-Hybrid

","hiringOrganization":{"@type":"Organization","name":"Clear Street Markets","sameAs":"https://clearstreet.io/"},"jobLocation":{"@type":"Place","address":{"@type":"PostalAddress","addressLocality":"Bangalore","addressCountry":"India","addressRegion":"Asia/Pacific"}}}},{"@type":"ListItem","position":10,"item":{"@type":"JobPosting","title":"Associate, Quantitative Research","datePosted":"2025-08-15","description":"

About this role

Company: BlackRock Institutional Trust Company, N.A.
Job Title: Associate, Quantitative Research
Location: 400 Howard St San Francisco, CA 94105

Job Duties: Carry out original, implementable financial research that forecasts market returns and generates alpha for our clients. Implement these insights in client portfolios and models, using them to deliver investment performance that meets or exceeds client expectations. Remain up-to-date on developments in global financial markets and economics.

Qualifications: Bachelor’s degree (or foreign equivalent) in Financial Engineering, Finance & Economics, Operations Research and minimum two years’ work experience in quantitative asset management. In the alternative, employer will accept a Master’s degree in in Financial Engineering, Finance & Economics, Operations Research and minimum one year of work experience in quantitative asset management. Requires one year of experience in all of the following skills: 1. Programming skills including Python, MATLAB, SQL and Jupyter lab to research, develop, update, and maintain models, strategies, and tools; 2. Implement knowledge of investment markets by gathering, maintaining, and analyzing economic and financial data, especially time series data to assess various market environments; 3. Working across a range of asset classes and instruments including equity, fixed income, rates, derivatives, commodity to assist in the development of efficient financial models; 4. Utilizing statistical, machine learning and risk modelling techniques in data pruning, optimization, back testing, statistical sampling to create, maintain, test, and refine models; 5. Working with engineers to productionize code and integrate research work into existing code infrastructure to allow global visibility and sharing of work amongst other researchers; 6. Working with lead Portfolio Managers on portfolio construction and optimization, asset allocation during fund rebalances; 7. Generating and maintaining regular attribution reports to identify key contributing factors of performances and communicate professionally to internal and external audiences.

To apply, please click “Apply” on this webpage.

\nFor San Francisco, CA Only the salary range for this position is USD$145,000.00 - USD$162,000.00 . Additionally, employees are eligible for an annual discretionary bonus, and benefits including healthcare, leave benefits, and retirement benefits. BlackRock operates a pay-for-performance compensation philosophy and your total compensation may vary based on role, location, and firm, department and individual performance.\n

Our benefits

To help you stay energized, engaged and inspired, we offer a wide range of benefits including a strong retirement plan, tuition reimbursement, comprehensive healthcare, support for working parents and Flexible Time Off (FTO) so you can relax, recharge and be there for the people you care about.

Our hybrid work model

BlackRock’s hybrid work model is designed to enable a culture of collaboration and apprenticeship that enriches the experience of our employees, while supporting flexibility for all. Employees are currently required to work at least 4 days in the office per week, with the flexibility to work from home 1 day a week. Some business groups may require more time in the office due to their roles and responsibilities. We remain focused on increasing the impactful moments that arise when we work together in person – aligned with our commitment to performance and innovation. As a new joiner, you can count on this hybrid model to accelerate your learning and onboarding experience here at BlackRock.

About BlackRock

At BlackRock, we are all connected by one mission: to help more and more people experience financial well-being. Our clients, and the people they serve, are saving for retirement, paying for their children’s educations, buying homes and starting businesses. Their investments also help to strengthen the global economy: support businesses small and large; finance infrastructure projects that connect and power cities; and facilitate innovations that drive progress.

This mission would not be possible without our smartest investment – the one we make in our employees. It’s why we’re dedicated to creating an environment where our colleagues feel welcomed, valued and supported with networks, benefits and development opportunities to help them thrive.

For additional information on BlackRock, please visit @blackrock | Twitter: @blackrock | LinkedIn: www.linkedin.com/company/blackrock

BlackRock is proud to be an equal opportunity workplace. We are committed to equal employment opportunity to all applicants and existing employees, and we evaluate qualified applicants without regard to race, creed, color, national origin, sex (including pregnancy and gender identity/expression), sexual orientation, age, ancestry, physical or mental disability, marital status, political affiliation, religion, citizenship status, genetic information, veteran status, or any other basis protected under applicable federal, state, or local law. View the EEOC’s Know Your Rights poster and its supplement and the pay transparency statement.

BlackRock is committed to full inclusion of all qualified individuals and to providing reasonable accommodations or job modifications for individuals with disabilities. If reasonable accommodation/adjustments are needed throughout the employment process, please email Disability.Assistance@blackrock.com. All requests are treated in line with our privacy policy.

We recruit, hire, train, promote, pay, and administer all personnel actions without regard to race, color, religion, sex (including pregnancy, childbirth, and medical conditions related to pregnancy, childbirth, or breastfeeding), sex stereotyping (including assumptions about a person’s appearance or behavior, gender roles, gender expression, or gender identity), gender, gender identity, gender expression, national origin, age, mental or physical disability, ancestry, medical condition, marital status, military or veteran status, citizenship status, sexual orientation, genetic information, or any other status protected by applicable law. We interpret these protected statuses broadly to include both the actual status and also any perceptions and assumptions made regarding these statuses.BlackRock will consider for employment qualified applicants with arrest or conviction records in a manner consistent with the requirements of the law, including any applicable fair chance law.","hiringOrganization":{"@type":"Organization","name":"BlackRock","sameAs":"https://www.blackrock.com/"},"jobLocation":{"@type":"Place","address":{"@type":"PostalAddress","addressLocality":"SF4-San Francisco - 400 Howard Street, United States","addressCountry":"United States","addressRegion":"North America"}}}},{"@type":"ListItem","position":11,"item":{"@type":"JobPosting","title":"Senior Manager - Quantitative Research","datePosted":"2025-07-15","description":"

Job Description

ABOUT THIS JOB

RESPONSIBILITIES

Managing clients and their respective projects' custom research team in matters of market research based on experience in one or more sectors (Telecom & Technology, Retail, FMCG, Shopper Insights, Automotive, Infrastructure, etc.)

Team management
Managing a wide range of research programs like Market sizing, Segmentation, Usage & Awareness studies, Concept testing, Pricing analysis and other ad hoc requests.
Drive client satisfaction by providing insights and actionable recommendations during presentations or business reviews and also by providing value-added analyses and response to special requests.
Undertake sales activities independently or in conjunction with senior staff in terms of preparation and delivery of proposal and credentials

Adept in independently handling all stages in a Customized Market Research Project:

Responding to RFP / Proposal Design (Objective, Research design, Sample Design, costing)
Project Launch
Questionnaire design
Presentation preparation and sharing insights with client

Undertake Contract costing in order to meet the agreed budget targets
Identify and recommend enhanced and new services that answer clients' business needs
Build and maintain ongoing relationships with the identified key persons within client organization
Assist in the development of strong and captivating proposals to meet client needs, based on short research briefs and/or elaborate RFPs; including assisting with costing structure, methodological design, analytical framework, etc.
Accountable for key strategic clients in terms of execution of the full research cycle From Questionnaire design till final report delivery ensuring all quality checks are conducted to deliver insightful reports.

A LITTLE BIT ABOUT YOU

Experience in Primary Quantitative Market Research with practical knowledge of research methodologies
Strong Client Focus and Proactiveness
Working knowledge of statistics and multivariate analysis
Proactive
Strong interpersonal skills
Prior team management experience is a must
Very Good Influencing & Persuading Skills
Excellent project management skills
Strong understanding of consumer behaviour

Qualifications

8 to 10 years’ experience in Quantitative Consumer Insights role
Knowledge of statistics and multivariate analysis
Knowledge of research techniques and methodologies, also statistics and multivariate analysis will be an added advantage
Good client service skills and able to communicate and write effectively in English.

Additional Information

Our Benefits

Flexible working environment
Volunteer time off
LinkedIn Learning
Employee-Assistance-Program (EAP)

About NIQ

For more information, visit NIQ.com

Want to keep up with our latest updates?

Our commitment to Diversity, Equity, and Inclusion

","hiringOrganization":{"@type":"Organization","name":"NielsenIQ","sameAs":"https://nielseniq.com"},"jobLocation":{"@type":"Place","address":{"@type":"PostalAddress","addressLocality":"Mumbai, MH, India","addressCountry":"India","addressRegion":"Asia/Pacific"}}}},{"@type":"ListItem","position":12,"item":{"@type":"JobPosting","title":"Analyst, Quantitative Research & Trading","datePosted":"2025-08-15","description":"

AlphaGrep is a quantitative trading and investment firm founded in 2010. We are one of the largest firms by trading volume on Indian exchanges and have significant market share on several large global exchanges as well. We use a disciplined and systematic quantitative approach to identify factors that consistently generate alpha. These factors are then coupled with our proprietary ultra-low latency trading systems and robust risk management to develop trading strategies across asset classes (equities, commodities, currencies, fixed income) that trade on global exchanges.

AlphaGrep is seeking a talented Quantitative Researcher to join our trading team, which specializes in executing lightning-fast algorithmic strategies based on patterns in market behavior. As a Quantitative Researcher, you will leverage your computer science, mathematical, and analytical skills to develop complex and agile code that drives our business and enhances the efficiency of global financial markets.

Key Responsibilities

Strategy Development: Identify, maintain, and enhance trading strategies and business opportunities for our market-making algorithmic trading teams.
Performance Analysis: Analyze trading performance and financial time series data using fundamental statistical theories to uncover trends and optimize strategies.
Automation: Use a systematic, data-driven approach to automate trading strategies, ensuring they are efficient and responsive to market changes.
Financial Modeling: Construct, back-test, maintain, and improve financial models to support trading activities.
Collaboration: Work cross-functionally with the technology team to understand, maintain, and enhance our electronic trading systems.
Risk Management: Manage risk effectively, with detailed knowledge of risk procedures and the ability to adapt to changing market conditions.

Qualifications

Bachelor's, Master's, or Ph.D. degree from a top-tier institute, preferably in Computer Science, Mathematics, Engineering, or a related field.
Experience with data analysis, market research, and data modeling is a plus.
Strong software development experience, preferably in C++, Python, or R/Matlab.
Working knowledge of Linux/Unix systems.
Exceptional problem-solving skills with the ability to apply mathematical and statistical techniques to real-world financial data.
Ability to manage multiple tasks effectively in a fast-paced, high-pressure environment.
Strong communication skills with the ability to work collaboratively in a cross-functional team setting.
Interest in Financial Markets: A keen interest in financial markets and algorithmic trading, with a desire to contribute to the evolution of market efficiency.

Why Join AlphaGrep?

Be part of a dynamic team that is at the forefront of algorithmic trading across multiple markets worldwide.
Collaborate with some of the brightest minds in the industry, working on challenging projects that directly impact global financial markets.
Enjoy a culture of continuous learning, innovation, and growth, where your contributions make a tangible difference.
If you are passionate about quantitative research, eager to tackle complex challenges, and ready to make an impact in the world of algorithmic trading, we encourage you to apply!

Apply Now to join AlphaGrep as a Quantitative Researcher and help shape the future of global financial markets.

","hiringOrganization":{"@type":"Organization","name":"AlphaGrep Securities","sameAs":"https://www.alpha-grep.com/"},"jobLocation":{"@type":"Place","address":{"@type":"PostalAddress","addressLocality":"Singapore","addressCountry":"Singapore","addressRegion":"Asia/Pacific"}}}},{"@type":"ListItem","position":13,"item":{"@type":"JobPosting","title":"Internship in Quantitative Research","datePosted":"2025-08-21","description":"

Do you want to tackle the biggest questions in finance with near infinite compute power at your fingertips?

G-Research is a leading quantitative research and technology firm, with offices in London and Dallas. We are proud to employ some of the best people in their field and to nurture their talent in a dynamic, flexible and highly stimulating culture where world-beating ideas are cultivated and rewarded.

This role is based in our new Soho Place office – opened in 2023 - in the heart of Central London and home to our Research Lab.

The role

10-week summer programme (22nd June to 28th August 2026)
09:00-17:30 working hours
Based in Central London

Over the course of 10 weeks, G-Research Summer Research Programme interns gain a unique insight into life as a Quantitative Researcher at a leading quantitative finance research firm.

You will be given a meaningful and challenging research project that demands the application of innovative yet pragmatic mathematical and computational analysis.

Using rigorous scientific methodology, robust statistical analysis, and pattern recognition, you will extract meaningful predictive signals from financial time-series and use these to predict future dynamics.

Your project will give you the opportunity to use a wide range of techniques in areas such as mathematical modelling, deep learning, optimisation, and machine learning in a practical and challenging context. Additional work may involve the implementation of back-testing frameworks to ensure signal robustness, or the creation of a pipeline which constructs and simulates the performance of a portfolio derived from various input signals.

For the duration of the internship, you will collaborate with one of our Quantitative Researchers who will act as a mentor as you work on your independent project. You will receive structured feedback and reviews to help you to improve and develop, culminating in a final presentation of your research ideas to senior management.

Taking part in G-Research's Summer Internship Programme will give you an in-depth insight into our academic approach to the world of quantitative finance and allow you to explore the thriving city of London, while you get to know your fellow interns and colleagues through a full itinerary of fun social events.

Top performers on the internship will be considered for full-time opportunities on completion of their studies.

Who are we looking for?

The ideal candidate will, at a minimum, have experience in the following areas:

Strong background in mathematics
Intermediate level of programming in at least one OO language (Python/C# desirable)
An interest in applying data science, machine learning and optimisation techniques to real-world problems
You should be in the final or penultimate year of a Masters or PhD in a highly technical or quantitative subject such as Mathematics, Physics, Statistics, Engineering or Computer Science. PhD preferred
We also like to see active GitHub/Kaggle profiles, but these aren't a prerequisite
Previous experience in finance is not required, although an interest in finance and the motivation to rapidly learn more is a prerequisite for working here.

Why should you apply?

Highly competitive compensation plus accommodation
G-Research community with weekly intern activities
Lunch provided (via Just Eat for Business) and dedicated barista bar
30 days’ annual leave pro-rated
Informal dress code and excellent work/life balance
Central London office close to 5 stations and 6 tube lines

G-Research is committed to cultivating and preserving an inclusive work environment. We are an ideas-driven business and we place great value on diversity of experience and opinions.

We want to ensure that applicants receive a recruitment experience that enables them to perform at their best. If you have a disability or special need that requires accommodation please let us know in the relevant section

","hiringOrganization":{"@type":"Organization","name":"G-Research","sameAs":"https://www.gresearch.com/"},"jobLocation":{"@type":"Place","address":{"@type":"PostalAddress","addressLocality":"London, United Kingdom","addressCountry":"United Kingdom","addressRegion":"Europe"}}}},{"@type":"ListItem","position":14,"item":{"@type":"JobPosting","title":"Quantitative Research / Developer - Intern","datePosted":"2025-08-22","description":"

The Role

We are looking for a hands-on STRAT / forward-deployed engineer to embed with our multi strategy business. The candidate will sit on the trading floor, shipping full-stack tools that power research, risk, and execution across strategies such as index rebalance, delta-1 and
long/short equities. The role will be based in our Hong Kong office.

What you’ll do

Automate PM/analyst processes— alpha signals, portfolio construction, real-time risk, P&L, scenario and stress analytics.
Help build out our proprietary research, portfolio construction and risk management platform.
Build end-to-end products: data ingestion, micro-service back-ends, and lightweight front-ends for visualization and workflow.
Own SDLC: requirements gathering, architecture, coding, testing, deployment, and ongoing support in a fast-moving trading environment.
Balance long-horizon platform projects with fast tactical asks; break down roadblocks and deliver incremental value quickly.
Use our proprietary AI setup to create differentiated analytics; help extend the AI platform.
Maintain strong stakeholder communications across technology, trading, quant research and risk.
The minimum internship period is 6 months, and the role may be converted to a full-time position based on strong performance.

What you’ll bring

What you’ll need:

2–3 years buy- or sell-side experience as a STRAT, quant dev, or forward-deployed engineer.
Solid grasp of trade-lifecycle and investment management workflows; exposure to equities preferred.
Proven coding expertise; comfortable across the stack (data wrangling, REST/GraphQL APIs, Python, simple JS/React or Dash front-ends).
STEM Master degree or Ph.D. with strong quantitative/problem-solving skills; ML/AI experience a plus.
Self-starter who thrives in a high-tempo setting, communicates clearly and manages stakeholders effectively.
Willing to be based in Hong Kong (relocation support provided if needed).

Our Culture

The firm’s ethos is embedded in our people. ‘Talent is our strategy’ is our mantra and drives how we approach all initiatives at the firm. We believe our success is because of our people,
so putting our talent above all else is our top priority. Schonfeld strives to create an environment where our people can thrive. We foster a teamwork oriented, collaborative environment where ideas at any level are encouraged and shared. The development and advancement of our talent is honed through interactions with each other, learning & educational offerings, and through opportunities to make impactful contributions. At Schonfeld, we strive to cultivate a sense of belonging throughout all of our employees with Diversity, Equity and Inclusion at the forefront of this mission. As a firm we are committed to creating a hiring process which is not only fair, but also welcoming and supportive. On a daily basis, our employees welcome diversity across identity, thought, people and views which serves as the foundation of our culture and success. You can learn more about our DEI initiatives here - Belonging @ Schonfeld.

Who we are

Schonfeld Strategic Advisors is a multi-manager platform that invests its capital with Internal and Partner portfolio managers, primarily on an exclusive or semi-exclusive basis, across quantitative, fundamental equity and tactical trading strategies. We have created a unique structure to provide global portfolio managers with autonomy, flexibility and support to best enable them to maximize the value of their businesses. Over the last 30 years, Schonfeld has successfully capitalized on inefficiencies and opportunities within the equity markets. We have developed and invested heavily in proprietary technology, infrastructure and risk analytics. Our portfolio exposure has expanded across the Americas, Europe and Asia as well as multiple asset classes and products.

#L1-CT

","hiringOrganization":{"@type":"Organization","name":"Schonfeld","sameAs":"https://www.schonfeld.com/"},"jobLocation":{"@type":"Place","address":{"@type":"PostalAddress","addressLocality":"Hong Kong, Hong Kong","addressCountry":"Hong Kong","addressRegion":"Asia/Pacific"}}}},{"@type":"ListItem","position":15,"item":{"@type":"JobPosting","title":"2025 - Internship, Quantitative Research","datePosted":"2025-08-22","description":"

Programme duration: From 4-6 months, starting in 2025.

Who qualifies: Penultimate or final year students completing a Bachelor's, Master's, or PhD degrees.

Qube Research & Technologies (QRT) is a global quantitative and systematic investment manager, operating in all liquid asset classes across the world. We are a technology and data driven group implementing a scientific approach to investing. Combining data, research, technology, and trading expertise has shaped our collaborative mindset which enables us to solve the most complex challenges. QRT’s culture of innovation continuously drives our ambition to deliver high quality returns for our investors.

You will be joining a community of graduates and interns, who are all looking to build a future career within QRT. We believe in nurturing talent to be successful and are looking for a new cohort of individuals to join the firm in the upcoming year. We will offer a stimulating, intellectual and high performing environment, where we look to work together. You will be given continuous, hands-on training and mentorship which will aid in your QRT journey.

You will have the opportunity to join a growing and dynamic environment, where you will be mentored by industry professionals to support your professional growth, this includes the prospect of securing a full-time graduate position after successfully completing your internship.

Your future role at QRT

As a Quantitative Research Analyst, your primary goal will be to create high-quality predictive signals using large, diverse datasets. You will:

Analyze complex data to identify statistical patterns and opportunities.
Develop strategic solutions through mathematical modeling, statistical techniques, data analysis, and machine learning methods.
Actively share and discuss research results, methodologies, datasets, and processes with other researchers to foster a collaborative environment.
Work closely with colleagues across various disciplines, including Traders and Software Engineers, to drive innovation and achieve shared goals.

We are seeking interns eager to learn, exercise creativity, and engage in collaboration to contribute to the firm's broader growth and success.

Your present skillset

Pursuing an advanced degree in a quantitative field such as data science, statistics, mathematics, physics, or engineering
High level of technical knowledge in statistics, machine learning, NLP or AI techniques is a plus
Coding skills required in at least one leading programming language (Python and C++ or C#)
Experience in exploring large datasets across multiple time frames is a plus
Capacity to multi-task in a fast-paced environment while keeping strong attention to detail
Ability to work autonomously, in a collegial and collaborative setting, and with colleagues from diverse backgrounds and areas of expertise.
Excellent communication skills
Fluent in English, any other language is a plus

Interviewing:

Apply online: applications are evaluated continuously as they are received.
\n
The research and trading teams will create a shortlist based on the candidates' backgrounds and how they perform in technical assessments.
\n
\n
Interviews conducted on-site or through Teams allow us to evaluate your technical abilities and how well you align with our company culture.
\n

We invite candidates to take part in one of our Data Challenges. This task is designed to give you insight into the daily responsibilities of the role and allows us to assess your abilities and interest: Challenge data (ens.fr)

QRT is an equal opportunity employer. We welcome diversity as essential to our success. QRT empowers employees to work openly and respectfully to achieve collective success. In addition to professional achievement, we are offering initiatives and programs to enable employees achieve a healthy work-life balance.

","hiringOrganization":{"@type":"Organization","name":"Qube Research & Technologies","sameAs":"https://www.qube-rt.com/"},"jobLocation":{"@type":"Place","address":{"@type":"PostalAddress","addressLocality":"Zurich","addressCountry":"Switzerland","addressRegion":"Europe"}}}},{"@type":"ListItem","position":16,"item":{"@type":"JobPosting","title":"Quantitative Research : Credit : Associate","datePosted":"2025-09-10","description":"

Description

Credit QR play critical roles for management in navigating today’s complex business environment. This is an beginner / intermediate level data role within the Credit QR team at JP Morgan, Mumbai. The role offers opportunities to work on a variety of trading solutions and models required for Credit Businesses and Products.

Job summary:

As an Associate within Quantitative Research, Credit QR, you will have opportunity to develop and maintain sophisticated mathematical models, cutting-edge methodologies and infrastructure to value and hedge financial transactions ranging across Credit Bonds, Loans, Derivatives and Exotics. You will also get to work on improving the performance of algorithmic trading strategies and promote advanced electronic solutions to our clients worldwide. We work closely with trading desks to develop statistical arbitrage strategies along with other quantitative trading and risk models.

Job Responsibilities:

Develop mathematical models for pricing, hedging and risk measurement of derivatives securities
Develop models and systems for electronic trading.
Support OTC and electronic trading activities by explaining model behavior, identifying major sources of risk in portfolios, carrying out scenario analyses, developing quantitative tools, and researching for new trading ideas.
Development of production code for automated and semi-automated quoting and trading of Credit products.
Build various quantitative models, assess their appropriateness/limitations, identifying and monitoring the associated model risks.
Implement risk measurement, valuation models or algorithmic trading modules
Design efficient numerical algorithms and implementing compute efficient solutions
Design and develop software frameworks for analytics and their delivery to systems and applications.
Working with Technology market-making infrastructure, as well as on sourcing, maintaining and exposing various market and reference data feeds, i.e. data engineering.

Required qualifications, capabilities, and skills:

You have an advanced degree in quantitative subject (such as engineering, mathematics, physics)
You bring computer programming experience such as use of python/C++/other programming languages in an academic/commercial environment]
Strong interest and some experience in data engineering and big-data related database technologies and tools like (Spark, Kdb+, Onetick, Hadoop, AWS etc.)
You demonstrate quantitative, problem solving, research and analytical skills
You have strong software development skills.
You understand the different types of risks and you can discuss in detail ways of managing these risks.
You think strategically and creatively when faced with problems and opportunities. You always look for new ways of doing things in collaboration with the team.

Preferred qualifications, capabilities and skills

You’re interested in market microstructures and quantitative trading within global markets
You understand advanced mathematics arising in financial modeling including probability theory, stochastic calculus, numerical analysis, optimization, statistics
You are familiar with tools and methods of exploratory data analysis, visualization and modeling in Python e.g., pandas, scipy, Jupyter
Your excellent communication skills, both verbal and written, can engage and influence partners and stakeholders You are good at communicating concepts and ideas, also via documentation, and you are keen to defend their validity and tailor messages to different audiences.
Knowledge of Fixed Income markets, in particular Credit products and models, financial regulations, is a plus, but it’s not strict requirement.

\n\n

JPMorganChase, one of the oldest financial institutions, offers innovative financial solutions to millions of consumers, small businesses and many of the world’s most prominent corporate, institutional and government clients under the J.P. Morgan and Chase brands. Our history spans over 200 years and today we are a leader in investment banking, consumer and small business banking, commercial banking, financial transaction processing and asset management.

We recognize that our people are our strength and the diverse talents they bring to our global workforce are directly linked to our success. We are an equal opportunity employer and place a high value on diversity and inclusion at our company. We do not discriminate on the basis of any protected attribute, including race, religion, color, national origin, gender, sexual orientation, gender identity, gender expression, age, marital or veteran status, pregnancy or disability, or any other basis protected under applicable law. We also make reasonable accommodations for applicants’ and employees’ religious practices and beliefs, as well as mental health or physical disability needs. Visit our FAQs for more information about requesting an accommodation.

","hiringOrganization":{"@type":"Organization","name":"JPMorgan Chase & Co.","sameAs":"https://www.jpmorganchase.com/"},"jobLocation":{"@type":"Place","address":{"@type":"PostalAddress","addressLocality":"Mumbai, Maharashtra, India","addressCountry":"India","addressRegion":"Asia/Pacific"}}}},{"@type":"ListItem","position":17,"item":{"@type":"JobPosting","title":"Quantitative Research : Credit : Associate","datePosted":"2025-09-11","description":"

Description

Job summary:

Job Responsibilities:

Develop mathematical models for pricing, hedging and risk measurement of derivatives securities
Develop models and systems for electronic trading.
Support OTC and electronic trading activities by explaining model behavior, identifying major sources of risk in portfolios, carrying out scenario analyses, developing quantitative tools, and researching for new trading ideas.
Development of production code for automated and semi-automated quoting and trading of Credit products.
Build various quantitative models, assess their appropriateness/limitations, identifying and monitoring the associated model risks.
Implement risk measurement, valuation models or algorithmic trading modules
Design efficient numerical algorithms and implementing compute efficient solutions
Design and develop software frameworks for analytics and their delivery to systems and applications.
Working with Technology market-making infrastructure, as well as on sourcing, maintaining and exposing various market and reference data feeds, i.e. data engineering.

Required qualifications, capabilities, and skills:

You have an advanced degree in quantitative subject (such as engineering, mathematics, physics)
You bring computer programming experience such as use of python/C++/other programming languages in an academic/commercial environment]
Strong interest and some experience in data engineering and big-data related database technologies and tools like (Spark, Kdb+, Onetick, Hadoop, AWS etc.)
You demonstrate quantitative, problem solving, research and analytical skills
You have strong software development skills.
You understand the different types of risks and you can discuss in detail ways of managing these risks.
You think strategically and creatively when faced with problems and opportunities. You always look for new ways of doing things in collaboration with the team.

Preferred qualifications, capabilities and skills

You’re interested in market microstructures and quantitative trading within global markets
You understand advanced mathematics arising in financial modeling including probability theory, stochastic calculus, numerical analysis, optimization, statistics
You are familiar with tools and methods of exploratory data analysis, visualization and modeling in Python e.g., pandas, scipy, Jupyter
Your excellent communication skills, both verbal and written, can engage and influence partners and stakeholders You are good at communicating concepts and ideas, also via documentation, and you are keen to defend their validity and tailor messages to different audiences.
Knowledge of Fixed Income markets, in particular Credit products and models, financial regulations, is a plus, but it’s not strict requirement.

\n\n

","hiringOrganization":{"@type":"Organization","name":"JPMorgan Chase & Co.","sameAs":"https://www.jpmorganchase.com/"},"jobLocation":{"@type":"Place","address":{"@type":"PostalAddress","addressLocality":"Bengaluru, Karnataka, India","addressCountry":"India","addressRegion":"Asia/Pacific"}}}},{"@type":"ListItem","position":18,"item":{"@type":"JobPosting","title":"Quantitative Research Internship – PhD","datePosted":"2025-09-12","description":"

Overview

As a Quantitative Research Intern at Susquehanna, you will work on projects that model the work of our full-time employees. You will learn with mentors who are at the top of their field, allowing you to build foundational knowledge in quantitative finance.

What you’ll do

Over the 10-week program, you’ll apply probability, statistics and mathematical creativity to several impactful trading projects.
Collaborate with researchers, traders, and technologists to help transform our quantitative modeling into trading opportunities and strategies.
Read about Robert’s ‘Day in the life’ as a Quantitative Researcher

What we’re looking for

Students in the penultimate year of their PhD program studying in a quantitative field such as Mathematics, Physics, Statistics, Electrical Engineering, Computer Science, Operations Research, or Economics
Exceptional mathematical problem-solving skills
Solid communication skills, both in the ability to understand others and to make yourself clearly understood
Strong, practical computing skills; a specific language proficiency is less important than your ability to get computers to accomplish tasks efficiently and reliably
Experience working on in-depth research projects

What’s in it for you

Our non-hierarchical culture allows employees of every level to thrive and have an impact. We are not your typical trading firm – the environment is casual, collaborative and we focus on continuous development.
Fully stocked kitchen - daily breakfast and lunch.
Regular social, sporting, and community events.
Visa sponsorship and relocation package where required.
Explore our benefits and culture link

By applying to this role, you will be automatically considered for the Quantitative Systematic Trading Internship program. There is no need to apply to both positions to be considered for both.

About Susquehanna

Susquehanna is a global quantitative trading firm founded by a group of friends who share a passion for game theory and probabilistic thinking. Our rigorous and analytical approach to decision making has led Susquehanna to become one of the largest and most successful proprietary trading firms in the world. In our offices around the globe, our employees are relentless problem solvers who collaborate to make optimal decisions.

What we do

Susquehanna’s deep integration of trading, technology, and quant research makes us experts in trading essentially all listed financial products and asset classes, with a focus on derivatives. We handle millions of trading transactions around the world every day as both a market maker and market taker. Our efforts provide liquidity and ensure competitive prices for buyers and sellers. While our presence in the market is broad, our trading desks are highly specialized to allow for a deep understanding of the unique drivers of each asset class.

Equal Opportunity statement

We encourage applications from candidates from all backgrounds, and we welcome requests for reasonable adjustments during the recruitment process to ensure that you can best demonstrate your abilities. If you have any questions, please contact sydneycampus@sig.com.

Visa sponsorship is available for this position.

If you're a recruiting agency and want to partner with us, please reach out to recruiting@sig.com. Any resume or referral submitted in the absence of a signed agreement will not be eligible for an agency fee.

","hiringOrganization":{"@type":"Organization","name":"Susquehanna International Group","sameAs":"https://www.sig.com/"},"jobLocation":{"@type":"Place","address":{"@type":"PostalAddress","addressLocality":"Sydney, Australia","addressCountry":"Australia","addressRegion":"Asia/Pacific"}}}},{"@type":"ListItem","position":19,"item":{"@type":"JobPosting","title":"Quantitative Research – Quantitative Research – Prime Finance Synthetics Desk – Vice President","datePosted":"2025-09-11","description":"

The Prime Financing QR team's mission is to develop and maintain sophisticated mathematical models, cutting-edge methodologies and infrastructure to help the Prime business thrive.

As a Vice President in the Quantitative Research (QR) for Prime Synthetics business, you will identify opportunities to transform, automate and optimize our trading operations and to define and implement cutting-edge next generation analytics to support this business transformation. We cover Prime Finance and Clearing (PFS) businesses and work closely with traders to develop data-driven solutions such as algorithmic trading signals and strategies, risk models, portfolio optimization – and to combine them into automated trading processes or trading algorithms and integrate them with the whole PFS eco-system.

Communication skills and drive are critical for this role as we expect the candidate to actively engage with the business and act as a culture carrier for modern data-driven methods and business automation.

Job responsibilities:

Work closely with Prime Synthetics Trading desks to build analytics and data-driven processes that automate and optimize risk and inventory trading quantitatively. This includes: alpha research for portfolio optimization, risk hedging and client analytics
Build trading analytics and algorithmic trading strategies such as portfolio optimization, inventory trading strategies, risk hedging strategies for the Synthetics trading desks.
Identify business opportunities and contribute to the entire lifecycle from idea generation to production: perform research, design prototype, implement analytics and strategies, monitor daily usage and analyze performance
Support trading activity by investigating model and algorithm behavior (scenarios and post trade analysis, historical behavior)
Devise hedging and trading strategies and build execution logic

Required Qualifications, Capabilities and Skills

PhD or Master’s Degree in a quantitative discipline from a top-tier institution
Experience in systematic quantitative trading in Equity or related asset classes
Strong written and verbal communication skills, ability to convey the ideas behind complex research in a clear and precise manner
A thorough understanding of algorithmic trading and knowledge of Delta 1 & Equity Derivatives product
Good expertise in statistical modelling & optimization, including standard models, linear, convex & conic optimization)
A strong coding background with proficiency in Python and relevant quantitative packages (numpy, pandas). Ability to manipulate and analyze complex, large scale, high-dimensionality data from multiple sources. Knowledge of KDB/Q expected.

Preferred Qualifications Capabilities and Skills

Experience with Machine Learning modelling is a plus.

\nJ.P. Morgan is a global leader in financial services, providing strategic advice and products to the world’s most prominent corporations, governments, wealthy individuals and institutional investors. Our first-class business in a first-class way approach to serving clients drives everything we do. We strive to build trusted, long-term partnerships to help our clients achieve their business objectives.
\n\n \n \n We recognize that our people are our strength and the diverse talents they bring to our global workforce are directly linked to our success. We are an equal opportunity employer and place a high value on diversity and inclusion at our company. We do not discriminate on the basis of any protected attribute, including race, religion, color, national origin, gender, sexual orientation, gender identity, gender expression, age, marital or veteran status, pregnancy or disability, or any other basis protected under applicable law. We also make reasonable accommodations for applicants’ and employees’ religious practices and beliefs, as well as mental health or physical disability needs. Visit our FAQs for more information about requesting an accommodation.","hiringOrganization":{"@type":"Organization","name":"JPMorgan Chase & Co.","sameAs":"https://www.jpmorganchase.com/"},"jobLocation":{"@type":"Place","address":{"@type":"PostalAddress","addressLocality":"Central and Western, Hong Kong Island, Hong Kong","addressCountry":"Hong Kong","addressRegion":"Asia/Pacific"}}}},{"@type":"ListItem","position":20,"item":{"@type":"JobPosting","title":"Quantitative Research - Credit - Vice President","datePosted":"2025-08-08","description":"Job Description\n\n\n

We are seeking a highly skilled and motivated Vice President to join our Credit Quantitative Research team, specifically within the Cash Credit team. This is a unique opportunity to work with Investment Grade (IG) and High Yield (HY) corporate bonds, bond portfolios, and fixed income ETFs globally. You will be involved in comprehensive analytics, models, and tools used in various trading activities, including High-Touch and Low-Touch (Algo/Systematic) bond market making, bond portfolios tailored for client customizations, and Fixed-Income ETFs primary and secondary trading.

As a Vice President on our Credit Quantitative Research team, you will have the opportunity to collaborate with cross-functional teams, leveraging AI/ML to enhance our trading strategies and decision-making processes. You will explore and integrate various AI/ML methodologies into our modeling approach. This involves a scientific exploration of innovative techniques, with a focus on developing and deploying proven results in a production setting end-to-end. You need to be a forward-thinking individual who can bridge the gap between cutting-edge research and practical application, ensuring that AI/ML models are robust, scalable, and aligned with business objectives. This is an exciting role for those who appreciate how every part of the business connects well together and are eager to contribute to the evolution of our quantitative research capabilities.

Job Responsibilities:

Develop and enhance quantitative models and analytics for corporate bonds, bond portfolios, and fixed income ETFs.
Collaborate with market makers, traders, and other stakeholders to support trading activities and strategies.
Analyze market trends and large datasets, translating them into actionable insights using various methodologies relevant to the projects.
Design and implement tools and systems end-to-end, ensuring that models and analytics comply with industry best practices.
Foster a deep understanding of how different parts of the business connect and contribute to the overall success of both the individual and the team.
Drive projects with a keen eye from a quantitative research perspective, ensuring they progress in the right direction for long-term success.

Required Qualifications, Capabilities, and Skills:

A post-graduate degree in a STEM discipline (e.g., Mathematics, Physics, Engineering, Computer Science) with hands on experience in statistical modeling, .
Minimum 3 to 5 years of experience in a quantitative research or related role within the financial industry.
Strong knowledge of corporate credit, fixed income markets, and ETFs.
Excellent analytical skills with a keen attention to detail and a systematic approach to problem-solving, with a willingness to explore new ideas.
Ability to work collaboratively in a fast-paced, dynamic environment, while also demonstrating independent thinking and exceptional organizational capabilities.
Strong communication skills to effectively convey complex concepts to non-technical stakeholders.

Preferred Qualifications, Capabilities, and Skills:

Expertise in time series data modeling, with the ability to experiment with and apply various modeling techniques to enhance predictive accuracy and insights.
Advanced proficiency in programming languages such as Python, or Java, enabling the development and implementation in libraries, micro-services, and systems.

\n\n

\n\n\n JPMorganChase, one of the oldest financial institutions, offers innovative financial solutions to millions of consumers, small businesses and many of the world’s most prominent corporate, institutional and government clients under the J.P. Morgan and Chase brands. Our history spans over 200 years and today we are a leader in investment banking, consumer and small business banking, commercial banking, financial transaction processing and asset management.\n \n\n

We offer a competitive total rewards package including base salary determined based on the role, experience, skill set and location. Those in eligible roles may receive commission-based pay and/or discretionary incentive compensation, paid in the form of cash and/or forfeitable equity, awarded in recognition of individual achievements and contributions. We also offer a range of benefits and programs to meet employee needs, based on eligibility. These benefits include comprehensive health care coverage, on-site health and wellness centers, a retirement savings plan, backup childcare, tuition reimbursement, mental health support, financial coaching and more. Additional details about total compensation and benefits will be provided during the hiring process.

\n\n

We recognize that our people are our strength and the diverse talents they bring to our global workforce are directly linked to our success. We are an equal opportunity employer and place a high value on diversity and inclusion at our company. We do not discriminate on the basis of any protected attribute, including race, religion, color, national origin, gender, sexual orientation, gender identity, gender expression, age, marital or veteran status, pregnancy or disability, or any other basis protected under applicable law. We also make reasonable accommodations for applicants’ and employees’ religious practices and beliefs, as well as mental health or physical disability needs. Visit our FAQs for more information about requesting an accommodation.

JPMorgan Chase & Co. is an Equal Opportunity Employer, including Disability/Veterans

","hiringOrganization":{"@type":"Organization","name":"JPMorgan Chase & Co.","sameAs":"https://www.jpmorganchase.com/"},"jobLocation":{"@type":"Place","address":{"@type":"PostalAddress","addressLocality":"New York, NY, United States","addressCountry":"United States","addressRegion":"North America"}}}},{"@type":"ListItem","position":21,"item":{"@type":"JobPosting","title":"Investment Quantitative Research Senior Analyst","datePosted":"2025-08-11","description":"

Citibank, N.A. seeks an Investment Quantitative Research Senior Analyst for its New York, NY location.

Duties: Develop and maintain capital market forecast models and compute/generate strategic return estimates across global asset classes. Create long-term strategic asset allocations across risk levels, geographic regions, and reference currencies. Automate quantitative research processes and streamline workflows to increase efficiency. Utilize machine learning or statistical modeling techniques to identify the best economic/financial variables to predict business conditions. Employ quantitative data analysis tools to clean up big financial data. Write statistical programs to create statistical modelling tools to help forecast future company returns. Apply financial knowledge to evaluate asset class attractiveness. Write financial technical documents including model validations. Analyze risk of various companies/asset classes through modern risk management techniques. A telecommuting/hybrid work schedule may be permitted within a commutable distance from the worksite in accordance with Citi policies and protocols.

Requirements: Master’s degree, or foreign equivalent, in Statistics, Math Finance, Economics, or a related field, and two (2) years of experience in the job offered or in a related quantitative occupation utilizing models to analyze data. Employer will accept pre- or post- Master’s degree experience. Two (2) years of experience must include: Utilizing programming languages including Python or MATLAB to perform statistical modeling, regression analysis, and data cleaning on large scale financial data; Analyzing financial and economic data through statistical/mathematical tools including Python or MATLAB to observe data patterns or potential issues; Building statistical models by choosing the right econometric/statistic methodology to forecast future economic/financial trends; Automating data gathering process through advanced programming of Python to effectively and efficiently collect data from multiple data sources; Utilizing advanced machine learning skills including Random Forest, Neural Network, or Regression Analysis to understand factors impacting financial markets; and Working with large database management and back-testing systems. 40 hrs./wk. Applicants submit resumes at https://jobs.citi.com/. Please reference Job ID #25886419. EO Employer.

Wage Range: $123,000 to $123,000/year

Job Family Group: Private Client Product Service

Job Family: Investment Quant Research

------------------------------------------------------

Job Family Group:

------------------------------------------------------

Job Family:

------------------------------------------------------

Time Type:

Full time

------------------------------------------------------

Primary Location:

New York New York United States

------------------------------------------------------

Primary Location Full Time Salary Range:

In addition to salary, Citi’s offerings may also include, for eligible employees, discretionary and formulaic incentive and retention awards. Citi offers competitive employee benefits, including: medical, dental & vision coverage; 401(k); life, accident, and disability insurance; and wellness programs. Citi also offers paid time off packages, including planned time off (vacation), unplanned time off (sick leave), and paid holidays. For additional information regarding Citi employee benefits, please visit citibenefits.com. Available offerings may vary by jurisdiction, job level, and date of hire.

------------------------------------------------------

Most Relevant Skills

Please see the requirements listed above.

------------------------------------------------------

Other Relevant Skills

For complementary skills, please see above and/or contact the recruiter.

------------------------------------------------------

Anticipated Posting Close Date:

Sept 26, 2025

------------------------------------------------------

Citi is an equal opportunity employer, and qualified candidates will receive consideration without regard to their race, color, religion, sex, sexual orientation, gender identity, national origin, disability, status as a protected veteran, or any other characteristic protected by law.

If you are a person with a disability and need a reasonable accommodation to use our search tools and/or apply for a career opportunity review Accessibility at Citi.

View Citi’s EEO Policy Statement and the Know Your Rights poster.

","hiringOrganization":{"@type":"Organization","name":"Citi","sameAs":"https://www.citigroup.com/"},"jobLocation":{"@type":"Place","address":{"@type":"PostalAddress","addressLocality":"388 GREENWICH STREET - TOWER, United States","addressCountry":"United States","addressRegion":"North America"}}}},{"@type":"ListItem","position":22,"item":{"@type":"JobPosting","title":"Senior Quantitative Research Executive - Innovation","datePosted":"2025-08-12","description":"

JOB PROFILE: SENIOR RESEARCH EXECUTIVE

Ipsos is among the world’s largest global research companies. Our ambition is to make market research one of the primaries means to understand contemporary society and economy.

We are recruiting one Quantitative Senior Research Executive to support our growth in Vietnam!

PURPOSE

To be at the heart of our work with clients, supporting your team in the design, set-up and management of research projects.

RESPONSIBILITY

Supervised by Associate Research Manager or Research Manager.
Provide a safe pair of hands in managing simple or complex research projects.
Effectively manage multiple projects at once and anticipate potential problems and how to prevent them.
Carry out tasks displaying solid basic research knowledge.
Design research and draft small proposals that demonstrate good knowledge.
Draft and or produce research projects outputs.
Check and appropriately analyze more complex data, interpret accurately and make good recommendations based on it.
Write good quality report.
Manage clients appropriately and proactively.
Develop product / sector knowledge and champion it.
Demonstrates commercial acumen (medium target).
Display basic supervisory / mentoring practices with junior staff.
Keenness to learn and proactive about self-development and development of others.

QUALIFICATIONS

Background:

At least 3 years of good foundation market research experience.
Experience in questionnaire design, table specifications and project management.
Experience in daily client management.
Knowledge of basic statistics is an advantage.

Soft skills:

Good communication skills, written and oral, Vietnamese and English.
Exceptional time management skills.
Presentation skill.
Good client service skills.
Able to build strong links with the rest of the business.
Able to work effectively in a team and independently.

Personality:

Detail-oriented
Analytical thinking
Proactive / Self-motivated
Logical thinking and curiosity

Education:

Bachelor Degree (or higher) in Business, Social Science, Statistics or related studies.

\n\n

Ipsos is one of the world’s largest research companies and currently the only one primarily managed by researchers, ranking as a #1 full-service research organization for four consecutive years. With over 75 different data-driven solutions, and presence in 90 markets, Ipsos brings together research, implementation, methodological, and subject-matter experts from around the world, combining thematic and technical experts to deliver top-quality research and insights. Simply speaking, we help the biggest companies solve some of their biggest problems, serving more than 5000 clients across the globe by providing research, data, and insights on their target markets. And we’re proud to share we’ve received our Great Place to Work Certification in 2022 & 2023!

","hiringOrganization":{"@type":"Organization","name":"Ipsos","sameAs":"https://www.ipsos.com/"},"jobLocation":{"@type":"Place","address":{"@type":"PostalAddress","addressLocality":"Viet Nam","addressCountry":"Vietnam","addressRegion":"Asia/Pacific"}}}},{"@type":"ListItem","position":23,"item":{"@type":"JobPosting","title":"Quantitative Research Analyst - Smart Execution","datePosted":"2025-08-12","description":"

Graham Capital Management, L.P. (\"Graham\") is an alternative investment manager founded in 1994 by Kenneth G. Tropin. Specializing in discretionary and quantitative macro strategies, Graham is dedicated to delivering strong, uncorrelated returns across a wide range of market environments. As one of the industry’s longest-standing global macro and trend-following managers, Graham remains committed to innovation, evolving its strategies through a robust investment, technology, and operational infrastructure. Graham harnesses the synergies between its discretionary and quantitative trading businesses to offer a broad suite of complementary alpha strategies, each built on the principles of thoughtful portfolio construction, active risk management, and diversification by design. Graham invests significant proprietary capital alongside its clients – including global institutions, endowments, foundations, family offices, sovereign wealth funds, investment management advisors, and qualified individual investors – reinforcing alignment of interests across all strategies.

The foundation of Graham’s sustainability and success is the experience and contributions of its people. The firm seeks to cultivate talent, encourage the diversity of ideas, and respect the contributions of all. In turn, each employee shares in the responsibility of strengthening those around them.

Description

Graham Capital Management, L.P. is seeking a Quantitative Research Analyst with a specialization in Smart Execution and intraday trading signals to join our Quantitative Strategies team. The role is an excellent opportunity for a quantitative researcher to diversify their experience and join a dynamic team in a high-impact role.

Responsibilities

Develop and optimize proprietary execution strategies and intraday systematic strategies for Futures and FX
Perform market microstructure research to develop trading signals and understand execution costs
Understand, measure, and evaluate the performance of internal and broker execution algorithms
Collaborate with other team members to implement execution and intraday strategies and proactively provide feedback and ideas for improving our systems and processes

Requirements

MS or PhD in a quantitative field such as science, engineering, or finance
3+ years of related experience at a bank, asset management, hedge fund, or prop trading firm
Successful track record of developing intraday alpha signals or execution algos in the Futures or FX space
Experience working with tick/order book data, microstructure signals, analyzing large datasets, and developing predictive statistical models
Advanced programming skills in languages suited for quantitative research and strategy implementation – preferably Python and C++
Experience with execution algos and intraday systematic strategies preferred
Exposure to machine learning and high-performance computing would be helpful in this role

This role requires commuting into our Rowayton CT office Mondays through Fridays.

Base Salary Range

The anticipated base salary range for this position is $175,000 to $250,000. The anticipated range is based on information as of the time this post was generated. The applicable annual base salary or hourly rate paid to a successful applicant will be determined based on multiple factors, including without limitation the nature and extent of prior experience, skills, and qualifications.

Base salary or rate does not include other forms of compensation or benefits offered in connection with the advertised role.

Graham is committed to providing equal employment opportunity to all employees and applicants for employment without regard to their race, color, religious creed, gender, age, national origin, ancestry, alienage, citizenship status, handicap, disability, marital status, sexual orientation, gender identity, pregnancy, childbirth or other related conditions, military status, genetic information, or any other personal characteristics protected by applicable law. This policy applies to all terms and conditions of employment, including hiring, placement, promotion, layoff, termination, transfer, leave of absence and compensation.

","hiringOrganization":{"@type":"Organization","name":"Graham Capital Management, L.P.","sameAs":"https://www.grahamcapital.com/"},"jobLocation":{"@type":"Place","address":{"@type":"PostalAddress","addressLocality":"Norwalk, Connecticut, United States","addressCountry":"United States","addressRegion":"North America"}}}},{"@type":"ListItem","position":24,"item":{"@type":"JobPosting","title":"Quantitative Research Internship: Summer 2026","datePosted":"2025-08-25","description":"

Overview

At Susquehanna, quantitative researchers drive innovation from the centre of our trading floor. Leveraging expertise in probability, statistics, numerical analysis, stochastic optimisation, and machine learning, they play a pivotal role in developing and refining our trading strategies.

We are looking for PhD and research master’s students in their penultimate year of study to join our 10-week quantitative research summer internship. Run by a team of dedicated senior traders and quantitative researchers, our education programme is widely recognised as being the best in the industry. Don’t worry if you don’t come from a finance background – we will teach you everything you need to succeed.

A core strength of our internship is that our classroom-based education is complemented by hands-on trading games and project work. Interns are immersed in a real-world algorithmic trading problem, learning about our proprietary dataspaces, novel modelling approaches, and strategy implementation.

Join us this summer to see why so many interns decide to return for a full-time career in quantitative research.

What we’re looking for

Research-minded: You enjoy diving deep into a question and building mathematical models to reveal patterns in vast amounts of data.

Analytical & detail-oriented: You approach problems with a curious and analytical mindset – building models, interpreting data, and uncovering insights with precision.

Clear communicator: You enjoy building relationships with those you work closely with and are comfortable sharing ideas, expressing your thoughts, and listening to the views of others.

Class of 2026 or 2027: You’re a PhD or research master’s student in the penultimate year of study, majoring in a quantitative discipline. Depending on availability, successful interns will be invited to join the programme either immediately after the completion of the internship, or in January or September 2027.

What’s in it for you:

Education: Throughout the internship you will attend classes covering a vast range of topics (Options Pricing, Machine Learning, Data Analysis Techniques, Game Theory… the list goes on!) from some of the most experienced employees in Susquehanna.

Collaboration: You will get to work with a wide range of people in the classroom and through your project work; people who share a passion for mathematics, problem-solving, game theory, and technology.

Culture: Our non-hierarchical, casual, and collaborative culture allows employees of every level to thrive.

Perks: We offer a highly competitive compensation package to our interns. Located in Ireland’s Financial Services Centre, in the heart of Dublin’s city centre, our office features free onsite catering, a games room, and a fully equipped in-house gym. Throughout the summer, interns enjoy weekly social events. For those joining us from outside Dublin, we also provide accommodation for the duration of the internship.

Our Summer Internship is 10 weeks and runs from late June to late August. Applicants must be legally eligible to work in Ireland.

Susquehanna is an equal opportunity employer, and we are committed to diversity and inclusion throughout our recruitment process. If you need assistance and/or a reasonable accommodation due to a disability during the application or recruitment process, please contact us.

Please note that applications for this job require an online assessment. This assessment is administered by a third party company, Induslynk Training Services Private Limited (doing business as Mercer | Mettl), registered in India. By clicking through to apply for this job you are giving Susquehanna your consent to have your email address transferred to Mercer | Mettl by the administrator of our careers platform. Mercer | Mettl will then contact you directly in order to administer the assessment. The results of your assessment will be shared with Susquehanna for the purposes set out and in accordance with Susquehanna’s Privacy Policy: https://sig.com/about/privacy-policy/. Mercer |Mettl’s Privacy Policy can be found here: https://mettl.com/en/privacy-policy/.

","hiringOrganization":{"@type":"Organization","name":"Susquehanna International Group","sameAs":"https://www.sig.com/"},"jobLocation":{"@type":"Place","address":{"@type":"PostalAddress","addressLocality":"Dublin, Ireland","addressCountry":"Ireland","addressRegion":"Europe"}}}},{"@type":"ListItem","position":25,"item":{"@type":"JobPosting","title":"Quantitative Research (Multiple Positions Available)","datePosted":"2025-08-26","description":"

DESCRIPTION:

Duties: Conduct quantitative research and develop software to support pricing and risk management for interest rate derivatives. Design, implement, and optimize mathematical models in C++ and Python to price and manage risk for linear and non-linear interest rate derivatives. Develop and maintain risk engine frameworks to calculate and analyze exposures across interest rate products in developed and emerging markets. Integrate model outputs into the firm's risk infrastructure to support both intraday and end-of-day risk processes. Utilize techniques including risk-neutral valuation, interest rate curve construction, and pricing of FX linear products to address quantitative finance challenges. Create and refine analytical tools for risk management, asset optimization, pricing, and relative value analysis. Apply statistical analysis to market movement and trade data for model calibration and validation. Apply numerical methods in linear algebra, partial differential equations, and optimization to enhance model accuracy and computational efficiency. Produce comprehensive documentation detailing model specifications, implementation testing, and validation procedures to ensure transparency and compliance. Create and maintain documentation for model specifications, calibration methodologies, testing results, and deployment procedures to support regulatory and audit requirements. Ensure interoperability with existing risk systems and optimize computational performance using parallelization, distributed computing, and modern software engineering methods. Develop cross-platform analytics and abstraction layers to ensure compatibility, modularity, and scalability across proprietary systems leveraging advanced object-oriented programming and design principles. Maintain, debug, and improve trader-facing applications used in pricing, trading, and risk monitoring. Review and manage overnight batch pricing and risk processes, resolving technical issues to ensure reliable and accurate execution. Consult with traders and other financial professionals to identify requirements for new or enhanced analytics and to guide the development of quantitative techniques. Collaborate with trading desks to identify risk factors, interpret model behavior, assist with hedging strategies, and implement trader feedback into analytical design. Provide technical leadership and mentorship to junior team members, promoting consistent standards across the risk platform.

QUALIFICATIONS:

Minimum education and experience required: Master's degree in Management Information Systems, Computational Finance, Financial Engineering, Computer Science, Mathematics, or related quantitative field of study plus seven (7) years of experience in the job offered or as Quantitative Research, Rates Structuring/Risk/Pricing, Financial Software Engineer, or related quantitative occupation in the financial interest rate derivatives industry.

Skills Required: This position requires seven (7) years of experience with financial software development, focusing on risk management and pricing and working with fixed income products and markets. This position requires five (5) years of experience developing pricing and risk analytics using C++ and Python; and designing & implementing large-scale financial software. This position requires three (3) years of experience with the following skills: Interest rate curve construction methodologies including OIS and LIBOR/SOFR bootstrapping and global optimization; pricing of FX linear products including deliverable and non-deliverable forwards; interest rate swap pricing and valuation techniques; applying statistical analysis to trading and market movement data; numerical methods in linear algebra, partial differential equations, and optimization; mathematics of financial systems, including probability and statistics for financial modelling; risk-neutral valuation of interest rate derivatives; data systems, including SQL and NoSQL, for financial data management; distributed computing and performance optimization for large-scale analytics; risk management platforms such as Athena, Quartz, or SecDB; financial market data platforms such as Reuters Market Data System (RMDS) or similar platform; and integrating analytics into enterprise systems using Java.

Job Location: 383 Madison Avenue, New York, NY 10179

Full-Time. Salary: $215,000 - $350,000 per year.

\n\n

JPMorgan Chase & Co. is an Equal Opportunity Employer, including Disability/Veterans

","hiringOrganization":{"@type":"Organization","name":"JPMorgan Chase & Co.","sameAs":"https://www.jpmorganchase.com/"},"jobLocation":{"@type":"Place","address":{"@type":"PostalAddress","addressLocality":"New York, NY, United States","addressCountry":"United States","addressRegion":"North America"}}}},{"@type":"ListItem","position":26,"item":{"@type":"JobPosting","title":"2026 - Internship, Quantitative Research/Trading","datePosted":"2025-08-29","description":"

Programme duration: From 4-6 months, starting in 2026. Most individuals join in April, May, or June of each year.

Who qualifies: Penultimate or final year students completing a Bachelor's or a Master's degree.

Over the years, QRT has invested in a global research and execution platform which has been deployed to cover all geographies and asset classes. This platform covers a broad spectrum from high to low frequency trading systems. We thrive at the intersection of cutting-edge technology, smart automation, and scalable processes, enabling us to move fast, think big, and deliver at scale.  

We are committed to identifying and developing exceptional talent, and are inviting a new cohort of outstanding individuals to join us in the year ahead. Our internship offers a stimulating, intellectually rigorous, and high-performance environment, where collaboration is key to success. You will work alongside and be mentored by industry-leading professionals, gaining invaluable experience and positioning yourself for the opportunity to secure a full-time graduate role upon successful completion of the program.

Your future role at QRT

Throughout the recruitment process, we will work to align your skills, interests, and potential with the teams where you can make the greatest impact.

As a Quantitative Research Intern, you could contribute in one of two complementary areas within one of QRT's systematic teams - spanning high, mid, and low-frequencies:

Research

Your core objective will be to develop high-quality predictive signals. You will leverage access to vast and diverse datasets to identify hidden statistical patterns and market opportunities. Collaborating with fellow researchers to exchange ideas and refine methodologies. You will be trained to lead the full research cycle - from idea generation to implementation.

Trading

You will contribute to the live deployment of QRT’s research by working on the systematic trading platform itself. This involves monitoring signal behaviour, tracking performance, and improving execution efficiency, while also helping to identify and manage potential risks. Working closely with senior Researchers and Traders, you will focus on refining and scaling systematic processes, applying your quantitative and programming skills to ensure strategies perform optimally in production.

We’re looking for interns who are curious, creative, and collaborative. If you’re passionate about learning, excited to take on challenges, and ready to make a real impact, you’ll find plenty of opportunities to grow with us.

Your present skillset

Pursuing an advanced degree in a quantitative field such as data science, statistics, mathematics, physics, or engineering

High level of technical knowledge in statistics, machine learning, NLP or AI techniques is a plus

Coding skills required in at least one leading programming language (Python and C++ or C#)

Experience in exploring large datasets across multiple time frames is a plus

Capacity to multi-task in a fast-paced environment while keeping strong attention to detail

Ability to work autonomously, in a collegial and collaborative setting, and with colleagues from diverse backgrounds and areas of expertise.

Excellent communication skills

Fluent in English, any other language is a plus

Interviewing:

Apply online: applications are evaluated on a rolling basis by a member of our Talent Acquisition team. This is a great opportunity to stand out, as we read every application carefully and look for specific, thoughtful answers that reflect your genuine interests.

Interviews conducted on-site or through Teams allow us to evaluate your technical abilities and how well you align with our company culture.

We encourage you to take part in one of our Data Challenges, which offer a valuable opportunity to engage with the types of problems encountered in the Quantitative Research role while showcasing your analytical and technical skills. Strong performance may lead to direct follow-up from our team, making it an excellent way to gain early visibility in the recruitment process: Challenge data (ens.fr)

","hiringOrganization":{"@type":"Organization","name":"Qube Research & Technologies","sameAs":"https://www.qube-rt.com/"},"jobLocation":{"@type":"Place","address":{"@type":"PostalAddress","addressLocality":"Aarhus, Dubai, Geneva, London, Paris, Zurich","addressCountry":"France","addressRegion":"Europe"}}}},{"@type":"ListItem","position":27,"item":{"@type":"JobPosting","title":"Quantitative Research Specialist (Junior/Mid)","datePosted":"2025-09-05","description":"

Job Description

We are expanding our ADHOC research department and are looking for people who are curious about the world, people, and consumer trends.

Responsibilities for this position:

Delivering projects with excellence, in a way that promotes customer satisfaction and repeat purchasing/renewals,
Acting as Thought Leader for your client and the area of expertise,
Providing direct end-to-end proposal fulfilment (pricing, proposing, closing) for certain repeat or turnkey renewal sales

Requirements:

You have some experience in quantitative research (at least 2-3 years), in various sectors and methodologies, especially in brand research, advertising, and/or segmentation
You know how to and enjoy advising clients, both in the design phase of the research and in drawing conclusions and making recommendations
You are proficient in English, including client presentations

We offer:

A great and cohesive team
Flexible working hours and good location
Work in an international environment (global projects and other initiatives)
Opportunities for professional development (access to an online platform with personal development programs)
A salary system based on an employment contract
Private medical care
Subsidies from the company social benefits fund
Group insurance

Please only send applications that meet the specified requirements. Selected candidates will be invited for an interview. We reserve the right to contact only selected candidates. We assure all candidates of confidentiality.

Additional Information

This position is hybrid.

Our Benefits

Flexible working environment
Volunteer time off
LinkedIn Learning
Employee-Assistance-Program (EAP)

About NIQ

For more information, visit NIQ.com

Want to keep up with our latest updates?

Our commitment to Diversity, Equity, and Inclusion

At NIQ, we are steadfast in our commitment to fostering an inclusive workplace that mirrors the rich diversity of the communities and markets we serve. We believe that embracing a wide range of perspectives drives innovation and excellence. All employment decisions at NIQ are made without regard to race, color, religion, sex (including pregnancy, sexual orientation, or gender identity), national origin, age, disability, genetic information, marital status, veteran status, or any other characteristic protected by applicable laws. We invite individuals who share our dedication to inclusivity and equity to join us in making a meaningful impact. To learn more about our ongoing efforts in diversity and inclusion, please visit the https://nielseniq.com/global/en/news-center/diversity-inclusion

","hiringOrganization":{"@type":"Organization","name":"NielsenIQ","sameAs":"https://nielseniq.com"},"jobLocation":{"@type":"Place","address":{"@type":"PostalAddress","addressLocality":"Bucharest, Bucharest, Romania","addressCountry":"Romania","addressRegion":"Europe"}}}},{"@type":"ListItem","position":28,"item":{"@type":"JobPosting","title":"Quantitative Research & Performance Analytics Engineer","datePosted":"2025-09-10","description":"

If you are a quant-minded finance professional who thrives on building robust models, clean data pipelines, and institutional-grade performance reporting, this role is for you. As Quantitative Research & Performance Analytics Engineer, you will own Allocator One’s private markets performance modelling—designing the engines behind DPI, IRR, PME, and carry/waterfall analytics. You will partner closely with our Vienna and London teams to automate fund performance reporting and elevate decision quality.

Note: This is a fully remote position based in India; you will work directly with our global teams.

About Allocator One:

Allocator One operates a unique fund model designed to invest in the most promising first-time fund managers worldwide while optimizing fees. We serve as the anchor investor of choice for exceptional emerging managers, providing unrivalled access, expertise, and operational support. Within twelve months of launch, we received 1000+ applications, reflecting our commitment to nurturing new talent. Beyond investing, we act as a co-builder, integrating managers into our Allocator One program—often described as the “Y Combinator for capital allocators”—with essential support in regulation, administration, and structuring. Our regulated entities in the US, UK, Austria, Germany, India and (soon) Singapore (Allocator One Management GmbH) enable institutional-grade governance and reporting.

Our founding partners:

Felix Staeritz – Founder of FoundersLane (corporate venture builder), active VC/PE investor; board/advisory roles including the World Economic Forum (WEF) and Fraunhofer.
Michael Ströck – Entrepreneur with multiple exits, Y Combinator alumnus, investor instrumental in establishing three VC funds; part of a third-generation family business.

Tasks

1. Performance modelling & reporting

Own the cash-flow based performance stack: DPI, TVPI, IRR, PME (KS/LN/Direct Alpha), MoM, with and without subscription facilities.
Build reproducible Python/SQL pipelines that produce ILPA-compliant performance templates and GIPS composites.
Implement quarterly fund valuations aligned with IPEV; design carried-interest and fee waterfall models.

2. Scenario analysis & benchmarking

Run forward-looking simulations for pacing, exit timing, and financing line impacts on performance.
Develop peer benchmarking and attribution tools to compare portfolio returns vs public and private indices.

3. Data pipelines & automation

Maintain canonical cash-flow ledgers (contributions, distributions, fees, NAVs).
Partner with engineering to automate ingestion, reconciliation, and reporting pipelines; reduce time-to-insight.
Build transparent audit trails that stand up to institutional LPs and regulators.

4. Collaboration within Allocator One

Work directly with fund finance, investor relations, and the founding team to align modelling with investor needs.
Translate technical results into actionable insights for boards, founders, and LPs.

Requirements

Degree in finance, mathematics, statistics, computer science, or related field.
3–6 years’ experience in quantitative research, fund analytics, or valuation in private markets.
Strong technical toolkit: Python (pandas/numpy), SQL, advanced Excel; reproducible coding practices.
Mastery of IRR quirks (non-periodic flows, negative IRRs) and PME variants.
Familiarity with ILPA templates, GIPS standards, and IPEV valuation guidelines.
Excellent written communication; ability to explain quant insights clearly.

Benefits

Culture and how we work:

Co-builder mindset: We operate as a partner to emerging managers and to each other—hands-on, pragmatic, outcome-driven (“Y Combinator for capital allocators”).
High standards, low ego: Direct feedback, clear ownership, and high agency.
Automate by default: We build internal tooling and automate processes with our proprietary Allocator One software.
Learning loop: Structured onboarding, regular feedback, and access to experienced colleagues.
Remote-first: Fully remote from India, with deep integration into our Vienna and London teams.

Benefits:

Competitive base salary with performance bonus
Low-ego culture with high ownership and autonomy
Flexible, trust-based working hours; remote by default
Structured onboarding, dedicated points of contact, and tailored learning opportunities
Top-tier IT equipment provided

Compensation:

We benchmark competitively against VC/PE and quant hedge fund talent in India. For mid-level candidates (3–6 years experience), typical base salary ranges are:

Bangalore / Delhi NCR: ₹20L – ₹40L
Mumbai: ₹25L – ₹45L

Exceptional candidates with strong quant/hedge fund backgrounds may command higher base packages, reflecting the upper quartile of the market. In addition to base, we offer a performance-linked bonus.

Application process

Initial conversation (video): experience/fit and role expectations
Technical interview with take-home modelling case (cashflow, PME, ILPA template)
Interview with founding partners
Final decision

","hiringOrganization":{"@type":"Organization","name":"Allocator One","sameAs":"https://www.allocator.one"},"jobLocation":{"@type":"Place","address":{"@type":"PostalAddress","addressLocality":"India - Remote","addressCountry":"India","addressRegion":"Asia/Pacific"}}}},{"@type":"ListItem","position":29,"item":{"@type":"JobPosting","title":"Summer 2026 Intern - Quantitative Research","datePosted":"2025-09-11","description":"

SummitTX is seeking exceptional undergraduate candidates for our Summer 2026 Quantitative Research Internship Program. This selective 10-week program provides students with the opportunity to work alongside experienced quantitative researchers and investment professionals at a leading multi-strategy hedge fund. Interns will gain firsthand exposure to the quantitative research process, financial markets, and the development of systematic investment strategies.

\n\n

Candidate Profile

\n
Class of 2028 undergraduates pursuing degrees in Mathematics, Statistics, Computer Science, Engineering, Physics, Economics, Finance or related quantitative disciplines.
\n
\n
Outstanding academic performance and demonstrated achievement in technical or research-intensive environments.
\n
\n
Experience in programming languages such as Python or R
\n
\n
Strong foundation in probability, statistics, and data analysis; exposure to machine learning methods is a plus.
\n
\n
Highly motivated, intellectually curious, and capable of thriving in a fast-paced, demanding environment.
\n
\n
Genuine interest in financial markets and in applying quantitative methods to investment research.
\n

\n\n

Internship Responsibilities

Interns will be fully integrated into the Quantitative Research Team, contributing to projects that directly support the firm’s investment strategies. Responsibilities may include:

\n
Building and analyzing large-scale financial and alternative datasets.
\n
\n
Designing, testing, and refining systematic trading models.
\n
\n
Applying advanced statistical and machine learning techniques to identify and validate predictive signals.
\n
\n
Developing analytical tools and research infrastructure to support portfolio managers and researchers.
\n
\n
Collaborating with risk management, data engineering, and investment teams to evaluate and optimize model performance.
\n

In addition, interns will participate in firm-wide educational sessions, networking events, and professional development workshops designed to provide a comprehensive understanding of the hedge fund industry.

\n\n

Program Structure & Compensation

\n
Program Dates: Summer 2026 (10 weeks)
\n
\n
Commitment: Full-time, 40+ hours per week
\n
\n
Compensation: Competitive, with overtime eligibility for hours worked in excess of 40 per week
\n

\n\n

What You Will Gain

\n
Direct exposure to the investment and research practices of a top-tier hedge fund.
\n
\n
Mentorship from senior quantitative researchers and portfolio managers.
\n
\n
Practical experience applying advanced computational and statistical methods to financial markets.
\n
\n
Firmwide networking and professional development opportunities.
\n
\n
A highly selective internship that provides a differentiated foundation for future opportunities in quantitative finance.
\n

\n\n

This program is designed for outstanding students who are eager to apply their quantitative skills in a rigorous investment environment and aspire to pursue a career in quantitative research or systematic investing.

","hiringOrganization":{"@type":"Organization","name":"SummitTX Capital, L.P.","sameAs":"https://www.summittxcapital.com/"},"jobLocation":{"@type":"Place","address":{"@type":"PostalAddress","addressLocality":"Fort Worth, Texas, United States","addressCountry":"United States","addressRegion":"North America"}}}},{"@type":"ListItem","position":30,"item":{"@type":"JobPosting","title":"Quantitative Research Analyst, Portfolio Construction","datePosted":"2025-09-12","description":"

Description

Graham Capital Management, L.P. is seeking a Quantitative Research Analyst to join our Quantitative Strategies team. The analyst will research and develop ways to improve GCM’s current portfolio construction process. The analyst will maximize performance and competitiveness by utilizing advanced methods in quantitative analysis, risk management and portfolio optimization.

Responsibilities

Research and develop portfolio construction and optimization methods to maximize performance while controlling risk, drawdowns and trading cost
Follow robust research and development procedures to reduce differences between simulated and actual performance
Work collaboratively in a research team environment, using common development tools to facilitate robust implementation of research as well as production versions of trading systems
Interact with other departments – technology, operations, trading, marketing, and accounting - to ensure current and proposed ideas are implemented, monitored and executed efficiently and accurately
Regularly present findings and ideas to management and investment committee
Complete other projects as requested by senior management
Enhance the scalability and flexibility of portfolios to accommodate bespoke investment needs of clients

Requirements

MS or higher education in relevant quantitative field
1+ years related experience, with direct experience in portfolio construction
A deep understanding of optimization theory and techniques is preferred
Advanced programming experience in languages suited for quantitative research and strategy implementation – Matlab is a requirement for this role. Python and/or R complementing Matlab are preferred. C++ optional
Ability to synthesize complex topics into easily digestible written commentary
Strong communication skills, both written and verbal
Exposure to securities and derivatives markets and investment processes with knowledge in mid-to-low frequency systematic strategies is preferred

This role requires commuting into our Rowayton CT office Mondays through Fridays.

Base Salary Range

The anticipated base salary range for this position is $125,000 to $225,000. The anticipated range is based on information as of the time this post was generated. The applicable annual base salary or hourly rate paid to a successful applicant will be determined based on multiple factors, including without limitation the nature and extent of prior experience, skills, and qualifications.

Base salary or rate does not include other forms of compensation or benefits offered in connection with the advertised role.

GCM is committed to providing equal employment opportunity to all employees and applicants for employment without regard to their race, color, religious creed, gender, age, national origin, ancestry, alienage, citizenship status, handicap, disability, marital status, sexual orientation, gender identity, pregnancy, childbirth or other related conditions, military status, genetic information, or any other personal characteristics protected by applicable law. This policy applies to all terms and conditions of employment, including hiring, placement, promotion, layoff, termination, transfer, leave of absence and compensation.

","hiringOrganization":{"@type":"Organization","name":"Graham Capital Management, L.P.","sameAs":"https://www.grahamcapital.com/"},"jobLocation":{"@type":"Place","address":{"@type":"PostalAddress","addressLocality":"Norwalk, Connecticut, United States","addressCountry":"United States","addressRegion":"North America"}}}},{"@type":"ListItem","position":31,"item":{"@type":"JobPosting","title":"Summer Intern 2026 - Quantitative Research Analyst","datePosted":"2025-07-21","description":"

About Five Rings

Five Rings is a proprietary trading firm founded with a vision of combining strategy, innovation and technology to succeed in today’s global markets. With offices in New York, Boca Raton, London and Amsterdam, Five Rings trades in various domestic and international markets, both established and esoteric. Our team constantly seeks new opportunities, analyzes their risks and rewards, and creates strategies and tools to capitalize on them.

We have an open culture and encourage the flow of knowledge and ideas between all areas of the firm.

About the Program

Five Rings offers an intensive 9 week summer internship program that runs from the beginning of June through the beginning of August. The program includes immersion in hands-on projects, classroom instruction, and in-house built strategy games. Interns will work closely with the research team on development projects. You will have a mentor fully dedicated to you during the internship.

You will take part in a series of talks to introduce you to key trading concepts. We also offer a variety of activities such as strategic game nights, nights out in NY, dinners, and so much more.

About You

Must be working towards a Bachelor’s degree in computer science, mathematics, physics, statistics, economics or another qualifying field
Exceptional at math and with other quantitative skills
Has a hunger to work on some of the most complex mathematical problems we find
Must enjoy problem solving as this is at the forefront of the role
Enjoys initiating/acting on a thought or idea as soon as it comes to mind
Proven track record of success within candidates field of specialty
Work side-by-side with traders to collaborate on ideas as a team
Must have basic programming experience through internships or academia
Meticulous and detail-oriented
Eager to learn

Salary: $5,750/week. Additionally, interns receive a sign on bonus and corporate housing.

Applicants are able to apply to multiple positions, but we strongly encourage you to only apply to your top choice.

","hiringOrganization":{"@type":"Organization","name":"Five Rings","sameAs":"https://fiverings.com/"},"jobLocation":{"@type":"Place","address":{"@type":"PostalAddress","addressLocality":"New York","addressCountry":"United States","addressRegion":"North America"}}}},{"@type":"ListItem","position":32,"item":{"@type":"JobPosting","title":"Associate Research Manager - Quantitative Research - Mumbai","datePosted":"2025-08-11","description":"

We go beyond the obvious, using intelligence, passion and creativity to inspire new thinking and shape the world we live in.

To start a career that is out of the ordinary, please apply...

Job Details

ROLE MISSION STATEMENT

The ARM is part of the Client Service team who would serve as an intermediary between the business and its clients, with the objective of meeting client needs, and assisting in developing the new business.

BRAND AND KANTAR STATEMENT

A leading research agency, we help clients to grow great brands and improve marketing efficiency by analyzing, interpreting, and understanding the world around us. At Kantar, our services include quantitative/ qualitative solutions, neuroscience, brand equity, advertising, media, and digital effectiveness.

The rationale behind having a single unit was to provide more compelling customized quantitative solutions, driven by expertise to address a wide spectrum of business issues for clients in the consumer goods, automotive, telecom, financial, and healthcare sectors. Our vision is to drive business growth for our clients by combining consumer understanding and market knowledge with deep research expertise.

KEY OUTCOMES STATEMENT

Individual needs to assist in smooth functioning of the CS machinery by developing liaison between the client and business on project-related issues with supervision, with the objective of meeting client needs

Day to day involvement with projects, including drafting research proposals, questionnaire design, data analysis, interpretation and development of recommendations, and preparation of presentation of findings.

Taking control in developing presentations for the client with the suggestions from Senior team members.

Monitoring of individual job costs throughout a project with supervision of seniors

Facilitating managers to ensure all procedures and policies are adhered to in his/her team or office

CAPABILITIES STATEMENT

Looking for 0-1 year of knowledge/experience in market research.

Education qualification - MBA

Possess Strong analytical skills

Strong communication skills, both written and verbal

REWARDS STATEMENT

APPLICATION STATEMENT

Location

Mumbai, The ORB BuildingIndia

Kantar Rewards Statement

We go beyond the obvious, using intelligence, passion and creativity to inspire new thinking and shape the world we live in. Apply for a career that’s out of the ordinary and join us.

We want to create a more diverse community to expand our talent pool, be locally representative, drive diversity of thinking and better commercial outcomes.

","hiringOrganization":{"@type":"Organization","name":"Kantar","sameAs":"https://www.kantar.com/"},"jobLocation":{"@type":"Place","address":{"@type":"PostalAddress","addressLocality":"Mumbai, The ORB Building, India","addressCountry":"India","addressRegion":"Asia/Pacific"}}}},{"@type":"ListItem","position":33,"item":{"@type":"JobPosting","title":"Director, SA&I, India (Quantitative Research)","datePosted":"2025-08-16","description":"

Job Description

Key Accountabilities

In this Role, you will work for Customer Success of the Consumer Behavior and insights Practice in India. Key responsibilities encompass delivering with excellence while maintaining delivery standards, driving high operational efficiency and a strong sales mindset (support upselling & cross-selling); enabling timely revenue recognition and profitable execution.

Core Responsibilities
- Lead and Manage a strong customer success delivery team.
- Support the India Sales organization and clients with best in class methodologies, deliverables and technical needs.
- Driving expertise in the practice and being the methods champion. Bringing that expertise to the fore in our proposal writing and RFP
- Support the India Customer Success lead in managing the P&L of the practice area including W&S and T&E budgets
- Coordinate and drive cross-training programs in order to maximize solution and delivery excellence, expertise, and staffing flexibility
- Set and measure a high level of delivery standards driving client satisfaction
- Contribute to meet India revenue targets by supporting repeat sales and timely deliverables
- Coordinate and support with India Vertical business leaders and Client Sales partners on client and project revenue growth, retention, and profitability
- Represent Customer Success at key client meetings, Top-To-Top meetings, and key engagements as relevant
- Drive high level employee engagement and retention
- Foster a culture of continuous improvement and accountability to drive organizational efficiency
- Lead and enable industry and thought leadership efforts from the Brand and Media Practice

Core KPIs
- Team Engagement and Retention
  - Increase engagement among customer success associates in the region as measured through Engage results as well as retention of associates
- Regional Revenue for the Practice Area
  - Drive repeat sales, renewals
  - Ensure all delivery schedules are optimized to meet quarterly revenue targets
- NPS
  - Ensure sufficient response rate from clients
  - Increase/maintain baseline performance
  - Support and/or lead key client follow ups and action plans
- EBITDA

Support India lead to:

- - Monitor project and solution profitability, and leverage time tracking learning to help improve delivery contribution
  - Manage W&S Delivery budget through a lens of optimization for India via org design, hubbing, etc.
  - Manage T&E budget through the lens of prioritizing client engagement as well as team performance and engagement

Skillsets

Strong sense of urgency and accountability to drive client outcomes
Proven experience in leading a team, managing people, and developing talent
Able to work collaboratively with internal & external teams
Capable to maintain positive client relationships in complex situations & resolve client issues
Strong logic, deductive reasoning, problem-solving, and critical thinking skills
Skilled & polished communicator, including client presentations
Able to synthesize data & simplify findings to solve client business issues
Strong project management skills and ability to manage multiple priorities
Experience using large data sets to finding insights and make recommendations
High say-do ratio

Qualifications

Proven track record in Market Research leadership roles
Expertise in (application of) Customer Insight Solutions preferred
Proven leader of high performing teams
Bachelor's Degree required, Master’s preferred, or equivalent experience
Strong analytical skills
Proven sales acumen

Additional Information

Our Benefits

Flexible working environment
Volunteer time off
LinkedIn Learning
Employee-Assistance-Program (EAP)

About NIQ

For more information, visit NIQ.com

Want to keep up with our latest updates?

Our commitment to Diversity, Equity, and Inclusion

","hiringOrganization":{"@type":"Organization","name":"NielsenIQ","sameAs":"https://nielseniq.com"},"jobLocation":{"@type":"Place","address":{"@type":"PostalAddress","addressLocality":"Delhi, DL, India","addressCountry":"India","addressRegion":"Asia/Pacific"}}}},{"@type":"ListItem","position":34,"item":{"@type":"JobPosting","title":"Quantitative Research and Strategy, Senior Associate","datePosted":"2025-08-20","description":"

Imagine if you had the skills, knowledge, and teammates to both understand the root of the world’s most pressing problems and build the technologies and companies best positioned to solve them. RA Capital has done exactly that for more than two decades, backing bold ideas in medicines to further human health and now expanding into Planetary Health to improve how efficiently we utilize the world’s precious resources.

RA Capital is among the leading providers of capital and services to the most promising innovators in the world. We invest flexibly—seed to IPO and beyond, anywhere in the world—with $10 B+ under management and a culture that prizes curiosity, rigor, and collaborative debate. We are investors who not only fund companies but get elbow deep in building them. From helping them recruit talent to helping them recruit patients for their studies to helping match them to strategic partners and even going to Washington to win reforms, RA Capital’s large team has people with nearly every relevant expertise one might need to turn an idea into a cure that actually helps people.

If you live for first-principles problem-solving with great colleagues, thrive on complexity, and want to do meaningful work that ripples across industries and ecosystems, you’ll feel at home at RA Capital. Here, questions are welcomed, ideas are tested, and victories are shared. Even our lawyers are creative and engaging. And don’t get us started on our compliance team’s wicked sense of humor; nothing about what we do is boring.

Are you ready to bring your creativity, discipline and collaborative spirit to help us invent the future? Join us and you’ll collaborate daily with investors, founders, physicians, biologists, engineers, economists, and reform advocates who think in systems and act with urgency.

Join us to invent a happier, healthier, more productive future - and have fun doing it.

About the Team
The Quantitative Research & Strategy (QR&S) team within RA Capital helps inform investment decisions and improve core processes with data-driven analyses. The team focuses on three core areas: portfolio management, risk management, and data science. They leverage complex datasets to uncover insights related to trends, patterns, and key drivers within the healthcare and financial landscapes. The team operates on a wide variety of projects in a fast-paced environment; often collaborating across teams (Invest, Venture, Legal, Finance, Compliance, TechAtlas, etc) and working directly with senior leadership & portfolio managers.

About the Position\n

The Senior Associate, Quantitative Research & Strategy supports the invest team by leading deep analyses using various types of structured and unstructured data. This role combines strong technical acumen with strategic thinking to generate insights that inform investment theses, market assessments, and commercial strategy. This includes building scalable analytics pipelines, developing automated tools, and delivering compelling data-driven narratives.

Key Responsibilities:

Lead high-impact analyses to uncover insights and patterns in data.
Serve as a strategic thought partner to the investment team, translating complex data into clear insights that shape investment decisions.
Design and maintain scalable data pipelines in Databricks using PySpark for multi-source data integration, transformation, and validation at scale.
Develop analytical frameworks and dashboards that enable real-time monitoring of commercial activity, scenario modeling, and automated performance tracking.
Champion data quality by building validation tools, detecting anomalies, and coordinating issue resolution with external vendors and internal engineering partners.
Apply data science methods – such as clustering, time series analysis, and predictive modeling – to uncover hidden patterns in data.
Present findings clearly and persuasively to internal stakeholders through written narratives, presentations, and visualizations that emphasize actionable takeaways.
Collaborate cross-functionally to test hypotheses, refine priorities, and align insights with broader business objectives.

Key Skills and Requirements:

5 - 8 years of experience working with big data to deliver high-quality, actionable insights for non-technical audiences in a fast-paced, analytically rigorous environment.
Demonstrated ability to translate complex, ambiguous business questions into structured analyses that drive strategic action.
Ability to interpret data trends and present insights in an accessible manner through written reports and basic visualizations
Strong communication skills, able to collaborate across functions and convey ideas concisely.
Capable of managing multiple tasks and priorities with attention to deadlines and quality.
Must be curious, flexible, and able to adapt quickly to changing projects and priorities.
Must be authorized to work in the United States without sponsorship.
Must be based in the Boston area and able to work on a hybrid schedule in our downtown Boston office (consideration will be given to applicants who are willing and able to relocate to MA for the role but relocation assistance is not provided).

Technical Requirements:

Strong proficiency in Python and SQL (5+ yrs of experience), with a preference for direct experience working in PySpark for large-scale data processing.
Proven track record of executing across the data lifecycle – engineering, analytics, and modeling – on multiple, concurrent code-heavy projects.
Proficient in leveraging distributed computing frameworks and processing strategies to analyze large-scale datasets (1+ Tbs) efficiently and at scale.
Preference for candidates with experience developing, deploying, and monitoring machine learning models in a production environment to support scalable, data-driven analysis.

\nRA Capital is an equal opportunity employer. We are committed to equal employment opportunity regardless of race, color, ancestry, religion, sex, national origin, sexual orientation, age, citizenship, marital status, disability, gender identity or Veteran status. If you require an accommodation during the interview process, please reach out to careers@racap.com for assistance.\n

","hiringOrganization":{"@type":"Organization","name":"RA Capital Management","sameAs":"https://www.racap.com/"},"jobLocation":{"@type":"Place","address":{"@type":"PostalAddress","addressLocality":"Boston, MA","addressCountry":"United States","addressRegion":"North America"}}}},{"@type":"ListItem","position":35,"item":{"@type":"JobPosting","title":"Director, SA&I, India (Quantitative Research)","datePosted":"2025-08-15","description":"

Job Description

Key Accountabilities

Core Responsibilities
- Lead and Manage a strong customer success delivery team.
- Support the India Sales organization and clients with best in class methodologies, deliverables and technical needs.
- Driving expertise in the practice and being the methods champion. Bringing that expertise to the fore in our proposal writing and RFP
- Support the India Customer Success lead in managing the P&L of the practice area including W&S and T&E budgets
- Coordinate and drive cross-training programs in order to maximize solution and delivery excellence, expertise, and staffing flexibility
- Set and measure a high level of delivery standards driving client satisfaction
- Contribute to meet India revenue targets by supporting repeat sales and timely deliverables
- Coordinate and support with India Vertical business leaders and Client Sales partners on client and project revenue growth, retention, and profitability
- Represent Customer Success at key client meetings, Top-To-Top meetings, and key engagements as relevant
- Drive high level employee engagement and retention
- Foster a culture of continuous improvement and accountability to drive organizational efficiency
- Lead and enable industry and thought leadership efforts from the Brand and Media Practice

Core KPIs
- Team Engagement and Retention
  - Increase engagement among customer success associates in the region as measured through Engage results as well as retention of associates
- Regional Revenue for the Practice Area
  - Drive repeat sales, renewals
  - Ensure all delivery schedules are optimized to meet quarterly revenue targets
- NPS
  - Ensure sufficient response rate from clients
  - Increase/maintain baseline performance
  - Support and/or lead key client follow ups and action plans
- EBITDA

Support India lead to:

- - Monitor project and solution profitability, and leverage time tracking learning to help improve delivery contribution
  - Manage W&S Delivery budget through a lens of optimization for India via org design, hubbing, etc.
  - Manage T&E budget through the lens of prioritizing client engagement as well as team performance and engagement

Skillsets

Strong sense of urgency and accountability to drive client outcomes
Proven experience in leading a team, managing people, and developing talent
Able to work collaboratively with internal & external teams
Capable to maintain positive client relationships in complex situations & resolve client issues
Strong logic, deductive reasoning, problem-solving, and critical thinking skills
Skilled & polished communicator, including client presentations
Able to synthesize data & simplify findings to solve client business issues
Strong project management skills and ability to manage multiple priorities
Experience using large data sets to finding insights and make recommendations
High say-do ratio

Qualifications

Proven track record in Market Research leadership roles
Expertise in (application of) Customer Insight Solutions preferred
Proven leader of high performing teams
Bachelor's Degree required, Master’s preferred, or equivalent experience
Strong analytical skills
Proven sales acumen

Additional Information

Our Benefits

Flexible working environment
Volunteer time off
LinkedIn Learning
Employee-Assistance-Program (EAP)

About NIQ

For more information, visit NIQ.com

Want to keep up with our latest updates?

Our commitment to Diversity, Equity, and Inclusion

","hiringOrganization":{"@type":"Organization","name":"NielsenIQ","sameAs":"https://nielseniq.com"},"jobLocation":{"@type":"Place","address":{"@type":"PostalAddress","addressLocality":"Mumbai, MH, India","addressCountry":"India","addressRegion":"Asia/Pacific"}}}},{"@type":"ListItem","position":36,"item":{"@type":"JobPosting","title":"2026 Internship/Graduate - Quantitative Research/Trading","datePosted":"2025-08-19","description":"

Programme duration: From 3-6 months, starting in 2026.

Who qualifies: Penultimate or final year students completing a Bachelor's, Master's, PhD.

Your future role at QRT

Throughout the recruitment process, we will work to align your skills, interests, and potential with the teams where you can make the greatest impact.

As a Quantitative Research Intern, you could contribute to one of two complementary areas within one of QRT's systematic teams - spanning high, mid, and low-frequencies:

Research

Your core objective will be to develop high-quality predictive signals. You will leverage access to vast and diverse datasets to identify hidden statistical patterns and market opportunities. Collaborating with fellow researchers to exchange ideas and refine methodologies. You will be trained to lead the full research cycle - from idea generation to implementation. 

Trading

Your present skillset

Pursuing an advanced degree in a quantitative field such as data science, statistics, mathematics, physics, or engineering

High level of technical knowledge in statistics, machine learning, NLP or AI techniques is a plus

Coding skills required in at least one leading programming language (Python and C++ or C#)

Experience in exploring large datasets across multiple time frames is a plus

Capacity to multi-task in a fast-paced environment while keeping strong attention to detail

Ability to work autonomously, in a collegial and collaborative setting, and with colleagues from diverse backgrounds and areas of expertise.

Excellent communication skills

Fluent in English, any other language is a plus

Interviewing:

Apply online: applications are evaluated on a rolling basis by a member of our Talent Acquisition team. This is a great opportunity to stand out, as we read every application carefully and look for specific, thoughtful answers that reflect your genuine interests.

Technical assessment - Selected candidates will be invited to complete a coding challenge designed to evaluate core technical and problem-solving skills.

Interviews - Shortlisted applicants will proceed to interviews conducted either on-site or via Microsoft Teams. These will assess both your technical expertise and your alignment with our culture and values.

","hiringOrganization":{"@type":"Organization","name":"Qube Research & Technologies","sameAs":"https://www.qube-rt.com/"},"jobLocation":{"@type":"Place","address":{"@type":"PostalAddress","addressLocality":"Hong Kong, Singapore, Shanghai","addressCountry":"Hong Kong","addressRegion":"Asia/Pacific"}}}},{"@type":"ListItem","position":37,"item":{"@type":"JobPosting","title":"Handelsbanken Quantitative Research - Fall Internship 2025","datePosted":"2025-08-19","description":"

Your team
The Quantitative Research team within Handelsbanken Markets is looking for interns. The team is comprised of 8 people responsible for developing valuation models, index models and tools for pricing & analytics. Our work covers all asset classes: Interest Rates, Credits, Equities, FX and Commodities.

The team is seated on the trading floor and works in close cooperation with sales & trading desks,
\nas well as departments for risk management, risk control and treasury. We also play a central role in the area of investment advice through our expertise in building simulation models.

Your role
\nAs Quantitative Research Intern, you will work under the guidance of colleagues from our team, as well as from our eFX business unit, and your research will be focused on currencies trading with the aim to optimize our customer offering. The work process will cover the whole development life cycle from analysis and investigation to implementation. You should have a passion for programming, mathematics, financial markets and for learning new skills.

Your profile
We are looking for a candidate who:

Studies at a technical university with focus on mathematics and programming.
Is about to start the 5th year of university studies.
Has a strong academic track record.
Has an interest in financial markets.
Has strong programming skills.
Has the ability to learn quickly.

As a person you should be self-reliant, driven and have a desire to exceed expectations. Considering our close cooperation with other teams, you should be a strong team player, communicator and work in a structured manner.

The internship ideally stretches from September to January and to make it as mutually rewarding as possible, we are looking for candidates who are available one day per week (on average) at our office in central Stockholm during the fall semester.

We are interested to learn about yourself, your skills and how you can contribute as part of our team, as well as previous achievements that you are proud of. When applying, please include an up-to-date academic transcript.

Welcome with your application!

Contact details
\nRecruiting manager: Martin Almqvist, martin.almqvist@handelsbanken.se
Axel Nilsson, eFX Sales & eFX Quant, axel.nilsson@handelsbanken.se
Talent Acquisition Partner: Emelie Stark Forne, emelie.stark.forne@handelsbanken.se
\nUnion representative Finansförbundet: Anki Thorsell, ann-christin.thorsell@handelsbanken.se
\nUnion representative Akademikerförbundet: Maria Oskarsson, maria.oskarsson@handelsbanken.se

","hiringOrganization":{"@type":"Organization","name":"Svenska Handelsbanken AB","sameAs":"https://www.handelsbanken.se/"},"jobLocation":{"@type":"Place","address":{"@type":"PostalAddress","addressLocality":"Stockholm","addressCountry":"Sweden","addressRegion":"Europe"}}}},{"@type":"ListItem","position":38,"item":{"@type":"JobPosting","title":"Graduate Quantitative Research Methodology Coordinator (Student)","datePosted":"2025-08-27","description":"

Work Where You Learn: Build Experience, Grow Skills, and Contribute to Your University Community.

This position is available only to enrolled American University students.

Important guidance for current American University employees: American University current employees, including those employed in student positions, must apply through their employee Workday account. If you are a current employee at American University, please log into your employee Workday account and select the Find Jobs report which will take you to our internal career listings. Applying outside of your employee Workday account may cause delays in a hire process.

Department:

CFE Research

Time Type:

Part time

FLSA Status:

Non-Exempt

Job Description:

Summary:

The Graduate Quantitative Research Methodology Coordinator provides guidance and training to faculty on the use of quantitative data analysis software such as SPSS, STATA, SAS, EViews, Mathematica, MATLAB, R, and others. In collaboration with the Director of Data and Statistical Analysis, they conduct one-on-one consultations; custom workshops for departments; and general faculty workshops as part of CFE faculty programming. They also collaborate on researching new tools and troubleshooting solutions to questions received from faculty.

Responsibilities:

Provide guidance for faculty on the use of quantitative data analysis software such as SPSS, STATA, SAS, EViews, Mathematica, MATLAB, R, and others.
Consult on the access and use of proprietary and open-use data resources, including data available through the Inter-University Consortium for Political Research (ICPSR).
Support faculty with the import, organization, formatting, cleaning, and coding of data.
Consult faculty on the selection and application of analytical methods (such as graphing and tabulating data; descriptive and inferential statistics: including measures of central tendency and variability, correlation and regression, parametric and non-parametric tests, sampling and statistical inference, and time series and cross-section-time-series analysis).
Support faculty with the process of running analyses.
Collaborate with the Director of Data and Statistical Analysis to identify needs for new applications or modifications.
Deliver walk-in and scheduled one-on-one consultations for individual faculty members on qualitative research tools.
Deliver specialized training sessions for groups of faculty in collaboration with academic departments.
Deliver workshops during CFE’s regularly scheduled events, such as the August Faculty Workshops.

Position Type/Expected Hours of Work:

Part-Time.
Current AU graduate student.
The position is a part-year, 30-week position at 20 hours per week during the fall and spring semesters, with variable hourly work during spring, summer, and winter breaks (with high volume work during the two weeks prior to the beginning of the fall semester, the week prior to the beginning of the spring semester, and the week following the end of the spring semester, due to major events).

Salary Range:

$18.00 per hour.

Required Education and Experience:

Current Master’s or PhD student at American University.
A strong background in the types of quantitative and mixed methods analyses relevant to their field.
Experience with some of the software packages we support, such as SPSS, STATA, SAS, EViews, Mathematica, MATLAB, and R.
Excellent communication skills, both verbal and written.
Experience working in a team setting, providing support and guidance.
Must be able to exercise initiative, work independently, multitask, and project a professional image at all times.
Expertise in the Microsoft Office suite.

Preferred Education and Experience:

Experience working with faculty.

Other Details

This position is available only to enrolled American University students.
Please note this job announcement is not designed to cover or contain a comprehensive listing of activities, duties or responsibilities that are required of the employee for this job. Duties, responsibilities, and activities may change at any time with or without notice.
American University is an E-Verify employer.
Visit https://www.american.edu/hr/ for additional information about American University employment and benefits.

Current American University Employees

American University current employees (including those employed in student positions) must apply through their employee Workday account. If you are a current employee at American University, please log into Workday and select the Find Jobs report which will take you to our internal career listings.

Contact Us

For more information or assistance with the American University careers site, email theworkline@american.edu.

American University is an equal opportunity, affirmative action institution that operates in compliance with applicable laws and regulations. The university does not discriminate on the basis of race, color, national origin, religion, sex (including pregnancy), age, sexual orientation, disability, marital status, personal appearance, gender identity and expression, family responsibilities, political affiliation, source of income, veteran status, an individual’s genetic information or any other bases under federal or local laws (collectively \"Protected Bases\") in its programs and activities.

","hiringOrganization":{"@type":"Organization","name":"American University","sameAs":"https://www.american.edu/"},"jobLocation":{"@type":"Place","address":{"@type":"PostalAddress","addressLocality":"Hurst Hall, United States","addressCountry":"United States","addressRegion":"North America"}}}},{"@type":"ListItem","position":39,"item":{"@type":"JobPosting","title":"Quantitative Research – Strategic Indices – Vice President","datePosted":"2025-09-08","description":"

Quantitative Research (QR) is an expert quantitative modelling group in J.P. Morgan, as well as a leader in financial engineering, data analytics, statistical modelling, and portfolio management. As a global team, QR partners with traders, marketers and risk managers across all products and regions, contributes to sales and client interaction, product innovation, valuation and risk management, inventory and portfolio optimization, electronic trading and market making, and appropriate financial risk controls.

As a Quantitative Research Strategic Indices Vice President on the Quantitative Research team, you will be responsible for the implementation, deployment, independent calculation, and risk management of investable indices. You will also be an integral part of the Strategic Indices business, where you have a direct and independent role in revenue generation in close partnership with Structuring, Trading, and Technology teams. We are a team with a global footprint and we cover a broad range of asset classes, including Equities, Rates, Commodities, and FX.

Job Responsibilities:

Participate in the development of J.P.Morgan systematic trading strategies with our Structuring teams
Develop, deploy, and maintain new and existing algorithmic trading strategies
Expand and support the risk management platform used by traders to hedge investable indices traded with our clients
Build foundational infrastructure to support new product offerings, enhance efficiency, and improve controls
Provide support to Trading teams through risk analysis and investigations of production trading strategies
Contribute to our automation ecosystem by delivering end-to-end automation and optimization of trading execution and other related investable index trading and risk management workflows

Required qualifications, capabilities, and skills:

You hold an advanced degree (Master’s or PhD) in a quantitative field: Mathematics, Computer Science, Physics, Engineering (or equivalent)
You have experience working with quantitative investment strategies and derivatives, ideally with cross-asset exposure to Equities, Commodities, and/or Rates
You have a strong programming background with high proficiency in Python
You have highly-focused attention to details and to the quality of deliverables
You understand advanced mathematics used in financial modeling including topics such as calculus, numerical analysis, optimization, and statistics
You have a good understanding of the mathematics involved in the valuation of financial products and trading strategies
You demonstrate exceptional analytical, quantitative, and problem-solving skills
Your excellent communication skills, both verbal and written, can engage partners and stakeholders on complex and technical topics, which you can explain with exceeding clarity

Preferred qualifications, capabilities, and skills.

Experience of financial markets and familiarity with general trading concepts and terminology
Knowledge of derivatives pricing theory, trading algorithms, and/or financial regulations
You understand the different types of financial risk and you can discuss in detail ways of managing these risks
You are interested in applying agile development practices in a front-office trading environment
You have good practical knowledge of derivatives pricing and risk management of vanilla options and volatility products
A mindset of robust system and solution design and implementation, including diligent testing and verification practices

\n\n

JPMorgan Chase & Co. is an Equal Opportunity Employer, including Disability/Veterans

","hiringOrganization":{"@type":"Organization","name":"JPMorgan Chase & Co.","sameAs":"https://www.jpmorganchase.com/"},"jobLocation":{"@type":"Place","address":{"@type":"PostalAddress","addressLocality":"New York, NY, United States","addressCountry":"United States","addressRegion":"North America"}}}},{"@type":"ListItem","position":40,"item":{"@type":"JobPosting","title":"Quantitative Research Graduate Program (2026 Spring)","datePosted":"2025-09-11","description":"

This role is directed at graduates seeking a 2025 start date. For 2026 start dates please apply for our Internships/Summer Analyst Program.

What you can expect:

Kickstart your journey with a focused training program to quickly get you up to speed with our systems and processes.
Gain hands-on experience in real-life research projects
Enhance your analytical skills by working with large datasets provided by the company to uncover insights.
Learn to prioritize key findings and turn them into actionable solutions.
Take ownership of your ideas and contribute to innovative strategies from day one.
Be part of an environment that encourages creativity, innovation, and exploration without boundaries.

Qualifications

Bachelor’s or master's degree in a quantitative discipline (Computer Science, Math, Stats, Physics, Financial Engineering, Economics, or another highly quantitative field) who is eligible for full-time roles in 2025
Juniors with less than 3 years of experience in relevant fields are welcome to apply for this role
Excellent problem-solving skills and proactiveness in an independent research environment
Strong written and verbal communication skills fostering research discussion with various stakeholders
Proficient in Python and can learn C++ quickly

Why you should join us:

Working at one of the most competitive quant trading firms in the crypto space.
Engaging projects offering accelerated responsibilities and ownership.
Great company culture emphasizing Meritocracy, Urgency, Team, Integrity and Innovation
Competitive compensation

Location and Onboarding Requirement

To ensure comprehensive onboarding and integration into our team, qualified candidates will be required to attend the program at our HQ Taiwan office for a period of 12 to 18 months.
Candidates are expected to onboard as batches, exact date will be further discussed

","hiringOrganization":{"@type":"Organization","name":"Kronos Research","sameAs":"https://kronosresearch.com/"},"jobLocation":{"@type":"Place","address":{"@type":"PostalAddress","addressLocality":"Taiwan","addressCountry":"Taiwan","addressRegion":"Asia/Pacific"}}}},{"@type":"ListItem","position":41,"item":{"@type":"JobPosting","title":"Program Manager III - Quantitative Research Operations","datePosted":"2025-09-09","description":"

Riot’s mission is to put players at the center of everything we do. As we continue to evolve and deliver new experiences, the research discipline plays a critical role in informing decisions and connecting us to our players.

Global Research Operations (GRO) exists to make that work more scalable, more secure, and more impactful. As a Program Manager III for Quantitative Research Operations, you will be the first dedicated owner of our quant infrastructure program – responsible for building foundational systems that support the entire research discipline. This is a strategic individual contributor (IC) role focused on infrastructure, governance, tooling, and data quality across quant research at Riot. Your work will involve defining best practices and standards, collaborating with craft and tech partners, and establishing long-term systems that enable consistent, reliable, scalable, and representative quant research. You will lay the groundwork for what this capability looks like at Riot and help shape how it grows. You will report to the Senior Manager of Global Research Operations.

Responsibilities:

Define and operationalize governance for Riot’s quantitative research systems, focusing on tooling, data quality, sampling standards, and scalable workflows
Partner cross-functionally with Researchers, Analysts, and Devs to design and implement scalable systems and integrations that support efficient quantitative research data flows
Identify gaps, bottlenecks, and inconsistencies in current quantitative research workflows, implementing sustainable process improvements that enhance consistency, data integrity, and operational efficiency
Collaborate with Research Craft leads to set and uphold standards for data quality and sampling (e.g., stratification, weighting, response integrity, oversampling mitigation)
Develop enablement systems (training, onboarding, documentation) to empower researchers across the org
Evaluate, recommend, and implement platforms, tools, vendors, and technical solutions to strengthen and scale Riot’s quantitative research capabilities

Required Qualifications:

6+ years of experience in quantitative research operations or quantitative research program management with a focus on quantitative research infrastructure, tooling, or technical enablement
Experience working with quantitative research tools (e.g., UserTesting, UserInterviews) and survey platforms (e.g., Qualtrics, Sawtooth)
Strong understanding of research quality principles, including sampling, panel health, and data integrity
Experience designing governance for research tools, data access, or research quality standards
Experience leading cross-functional programs aligned to strategic priorities and craft roadmaps
Experience thriving as a self-starter in fast-paced, ambiguous environments with the ability to ramp up quickly

Desired Qualifications:

Previous experience in the games industry
Previous experience as a researcher (e.g., UX or market research)
Familiarity with Riot’s games and player base
Previous program experience in a large organization
Experience leading change management initiatives for large-scale programs
Experience with various project methodologies and their applications (e.g. Agile, Six Sigma)
Experience navigating complex, ambiguous problem spaces with overlapping or competing priorities
Deep knowledge of games, game audiences, and the game industry
Master’s degree in a related field

For this role, you'll find success through craft expertise, a collaborative spirit, and decision-making that prioritizes the delight of players. We will be looking at your past studies, experience, and your personal relationship with games. If you embody player empathy and care about players' experiences, this could be your role!

Our Perks:

Riot has a focus on work/life balance, shown by our open paid time off policy, in addition to other perks such as flexible work schedules. We offer medical, dental, and life insurance, parental leave for you, your spouse/domestic partner and children, and a 401k with company match. Check out our benefits pages for more information.

At Riot Games, we put players first. That mission drives every decision in our quest to create games and experiences that make it better to be a player. Whether you’re working directly on a new player-facing experience or you’re supporting the company as a whole, everyone at Riot is part of our mission. And just like in our games, we’re better when we work together. Our goal is to create collaborative teams where you are empowered to bring your unique perspective everyday. If that sounds like the kind of place you want to work, we’re looking forward to your application.

It’s our policy to provide equal employment opportunity for all applicants and members of Riot Games, Inc. Riot Games makes reasonable accommodations for handicapped and disabled Rioters and does not unlawfully discriminate on the basis of race, color, religion, sex, sexual orientation, gender identity or expression, national origin, age, handicap, veteran status, marital status, criminal history, or any other category protected by applicable federal and state law. We consider for employment all qualified applicants, including those with criminal histories, in a manner consistent with applicable federal, state and local law, including the California Fair Chance Act, the City of Los Angeles Fair Chance Initiative for Hiring Ordinance, the Los Angeles County Fair Chance Ordinance for Employers, the San Francisco Fair Chance Ordinance, and the Washington Fair Chance Act.

Per the Los Angeles County Fair Chance Ordinance, the following core duties may create a basis for disqualifying candidates with relevant criminal histories:

Safeguarding confidential and sensitive Company data
Communication with others, including Rioters and third parties such as vendors, and/or players, including minors
Accessing Company assets, secure digital systems, and networks
Ensuring a safe interactive environment for players and other Rioters

These duties are directly related to essential operations, safety, trust, and compliance obligations within our organization. Please note that job duties may evolve based on business needs and additional responsibilities may be assigned as necessary to maintain operational efficiency and security.

","hiringOrganization":{"@type":"Organization","name":"Riot Games, Inc.","sameAs":"https://www.riotgames.com/"},"jobLocation":{"@type":"Place","address":{"@type":"PostalAddress","addressLocality":"Los Angeles, USA","addressCountry":"United States","addressRegion":"North America"}}}},{"@type":"ListItem","position":42,"item":{"@type":"JobPosting","title":"Morningstar Internship Program- Quantitative Research Intern (Campus)","datePosted":"2025-09-05","description":"

About the Group: As a Quantitative Research Intern, you’ll be part of a cohort of interns across the company, participating in training, mentorship, and networking opportunities while contributing meaningfully to our research and data science initiatives. We welcome students who are curious, analytical, and passionate about using data to improve investor outcomes. This internship is ideal for those interested in quantitative research, investment analysis, and financial technology.

The Program: We created the Morningstar Summer Internship Program for college students entering their final year as a first step towards successful, long-term careers in any professional field. Participants will contribute to different aspects of Morningstar’s business through ten-week- individual and group projects, learning about the financial services and securities industries, and gaining critical business development skills. Our interns receive hands-on mentoring from their colleagues and the People & Culture team to help them succeed at Morningstar.

Job Responsibilities:

Assist in cleaning and organizing financial datasets for use in research projects.

Support the development and testing of models using basic statistical techniques.

Help build visualizations and summaries to communicate research findings.

Shadow quantitative analysts to learn how they apply data science to investment questions.

Collaborate with internal teams to understand how research connects to Morningstar’s products and services.

Participate in team meetings and contribute ideas to improve research workflows.

Document processes and findings to support transparency and reproducibility.

Qualifications

Currently pursuing a bachelor’s degree in a quantitative or financial discipline (graduating in 2026 or later).

Familiarity with Python or R for data analysis.

Basic knowledge of SQL and statistical methods.

Strong communication skills and ability to explain technical concepts clearly.

Detail-oriented, curious, and eager to learn.

Comfortable working independently and in team settings.

Prior experience with research projects, coding, or financial analysis is a plus.

Must possess unrestricted right to work in the U.S. for this position.

A resume is required to apply. Please include the word \"Resume\" in the file name of the resume you upload.

Location: Chicago

Start Date June 1st 2026

Compensation and Benefits

At Morningstar we believe people are at their best when they are at their healthiest. That’s why we champion your wellness through a wide-range of programs that support all stages of your personal and professional life. Here are some examples of the offerings we provide:

Financial Health
- 75% 401k match up to 7%
- Stock Ownership Potential
- Company provided life insurance - 1x salary + commission

Physical Health
- Comprehensive health benefits (medical/dental/vision) including potential premium discounts and company-provided HSA contributions (up to $500-$2,000 annually) for specific plans and coverages
- Additional medical Wellness Incentives - up to $300-$600 annual
- Company-provided long- and short-term disability insurance

Emotional Health
- Trust-Based Time Off
- 6-week Paid Sabbatical Program
- 6-Week Paid Family Caregiving Leave
- Competitive 8-24 Week Paid Parental Bonding Leave
- Adoption Assistance
- Leadership Coaching & Formal Mentorship Opportunities
- Annual Education Stipend
- Tuition Reimbursement

Social Health
- Charitable Matching Gifts program
- Dollars for Doers volunteer program
- Paid volunteering days
- 15+ Employee Resource & Affinity Groups

Morningstar’s hybrid work environment gives you the opportunity to work remotely and collaborate in-person each week. While some positions are available as fully remote, we’ve found that we’re at our best when we’re purposely together on a regular basis, typically three days each week. A range of other benefits are also available to enhance flexibility as needs change. No matter where you are, you’ll have tools and resources to engage meaningfully with your global colleagues.

","hiringOrganization":{"@type":"Organization","name":"Morningstar","sameAs":"https://www.morningstar.com/"},"jobLocation":{"@type":"Place","address":{"@type":"PostalAddress","addressLocality":"Chicago, United States","addressCountry":"United States","addressRegion":"North America"}}}},{"@type":"ListItem","position":43,"item":{"@type":"JobPosting","title":"Quantitative Research Equities – Alpha Quant - Vice President","datePosted":"2025-09-05","description":"

Are you ready to make an impact in the world of equities trading? As a Quantitative Researcher, you will drive innovation and optimize trading processes through advanced data analytics and modeling. Join our global team and leverage your skills to shape the future of financial markets.

As a Quantitative Researcher- Alpha Quant in the Equities team, you will focus on data processing, signal feature construction, signal research, and systematic trading. You will help to drive the alpha research agenda, using data analytics and programming to drive business transformation. Your role will involve feature engineering from various data sources, building robust alpha calibration and attribution framework, portfolio optimization, develop prediction models, collaborating with trading desks and implementing trading strategies.

We offer comprehensive training and growth opportunities to enhance your skills and advance your career. Our diverse team supports a wide range of business functions, providing a unique environment for professional development. We are committed to accommodating diverse needs and fostering an inclusive workplace.

Job Responsibilities:

Work closely with trading to build end-to-end design and implementation of daily and intraday signal research infrastructure, with special focus on central risk trading.
Be involved in the whole spectrum of tradables ranging from cash to vanilla options in singles, ETFs and major indices.
Contribute from idea generation to production implementation: perform research, design prototype, implement signals, alpha calibration, and trading strategies, support their daily usage, and analyze their performances.
Develop robust portfolio optimization framework including drawdown management for signal weighting and maximizing various utility functions.
Research on factor models driving the cash and vol markets; Analyze factors and strategy performance under different market regimes.
Devise in depth PnL analysis to rationalize PnL gain and leakage for tradable instruments.
Develop models for market making taking into consideration fundamental and quantitative features, and historic behavior using statistics, machine learning or heuristics.
Work with the business on risk recycle, alpha capture, and devise hedging strategies accordingly.
Collaborate broadly with QR teams across regions to build reusable research libraries and tools to back testing and alpha attributions.

Required Qualifications, Capabilities, and Skills:

You have a strong quantitative background, as well as practical problem-solving skills.
You have direct working knowledge of signal research with market data and other financial data, alpha capture, risk warehousing, preferable in equities.
You like working closely with trading desks, understanding their business, and have a strong mind-set of ownership to have an impact on the way they operate.
You demonstrate proficiency in code design and programming skills, with primary focus on Python, KDB, C++ or Java in a commercial environment.
You have practical data analytics skills on real data sets gained through hands-on experience, and can handle and analyze complex, large scale, high-dimensionality data from various sources.
You quickly grasp business concepts outside immediate area of expertise and adapt to rapidly changing business needs.
You think strategically and creatively when faced with problems and opportunities. You always look for new ways of doing things.
Your excellent communication skills, both verbal and written, can engage and influence partners and stakeholders.

Preferred Qualifications, Capabilities, and Skills:

Strong graduate degree (MS or PhD) in a quantitative field (Computer Science, Financial Engineering, Mathematics, Physics, Statistics, Economics, …).
Strong expertise in statistics and machine learning in financial industry.
Robust testing and verification practice.
Direct Experience with electronic trading, and knowledge of trading algorithms.
3 to 5 years’ experience in finance: market making, electronic trading, , trading strategies (high to low frequency: market making, statistical arbitrage, option trading…), or derivatives pricing and risk management.
Knowledge of equity and volatility products is a plus, but not strict requirement.

\n\n

JPMorgan Chase & Co. is an Equal Opportunity Employer, including Disability/Veterans

","hiringOrganization":{"@type":"Organization","name":"JPMorgan Chase & Co.","sameAs":"https://www.jpmorganchase.com/"},"jobLocation":{"@type":"Place","address":{"@type":"PostalAddress","addressLocality":"Plano, TX, United States","addressCountry":"United States","addressRegion":"North America"}}}},{"@type":"ListItem","position":44,"item":{"@type":"JobPosting","title":"Blackstone Multi-Asset Investing – Quantitative Research Analyst","datePosted":"2025-09-08","description":"

Blackstone is the world’s largest alternative asset manager. We seek to create positive economic impact and long-term value for our investors, the companies we invest in, and the communities in which we work. We do this by using extraordinary people and flexible capital to help companies solve problems. Our $1.1 trillion in assets under management include investment vehicles focused on private equity, real estate, public debt and equity, infrastructure, life sciences, growth equity, opportunistic, non-investment grade credit, real assets and secondary funds, all on a global basis. Further information is available at www.blackstone.com. Follow @blackstone on LinkedIn, X, and Instagram.

Business Group: Blackstone Multi-Asset Investing (BXMA)

Business Group Overview:

Blackstone Multi-Asset Investing (BXMA) manages $90 billion across a diversified set of businesses. We strive to generate attractive risk-adjusted returns for our clients across market cycles. Our strategies include Absolute Return, Multi-Strategy, Total Portfolio Management, and Public Real Assets.

Job Title: Blackstone Multi-Asset Investing (BXMA) – Quantitative Research Analyst

Job Responsibilities:

Support BXMA’s Quantitative Research team in optimization and risk analytics across BXMA’s businesses.
Research systematic investment strategies that leverage BXMA’s proprietary data.
Data Infrastructure: Ongoing development and maintenance of internal data solutions with a focus on highly scalable and computationally efficient data and analytical infrastructure.
Portfolio Analytics: Develop portfolio analytics across portfolio construction, optimization and risk modeling.
Quantitative Research: conduct signal research using advanced statistical and machine learning techniques utilizing conventional and alternative data sources, including proprietary BXMA and Blackstone data.
Collaborate across other BXMA groups, including Investment teams, Operations, Treasury and Legal.
Perform responsibilities utilizing knowledge and experience applying advanced statistical and machine learning techniques.
Perform other duties as needed.

Qualifications:

Education:

Master’s degree (or foreign equivalent) in Finance, Economics, Mathematics, or a related field required.

Experience:

Minimum 2 years of experience in job offered or related occupations required.
Minimum 2 years of experience in multi-asset portfolio optimization and/or a related quantitative occupation performing statistical analysis and building mathematical models in the financial industry.
Minimum 2 years of experience understanding hedge fund strategies and market dynamics, including discretionary macro, systematic equity, CTAs, event-driven equities, and volatility-based strategies, with hands-on experience analyzing market risk exposures and reporting performance attribution.
Minimum 2 years of experience in a role requiring strong programming proficiency in Python and SQL. with hands-on experience in developing systematic investment engines, data pipelines, and automation frameworks for portfolio construction.
Minimum 2 years of experience leveraging financial data services and analytics tools, including hands-on experience and proficiency with Bloomberg (BQL/BLP/BQuant), Snowflake, and Tableau for position monitoring, risk assessment, and performance attribution.
Minimum 2 years of experience sourcing, cleaning, managing, and analyzing large data sets.
Minimum 2 years of experience applying advanced statistical and machine learning techniques to financial datasets, such as Gaussian Mixture Models for regime classifications, factor-based risk decompositions, and asset volatility time-series analysis.
Minimum 2 years of experience in financial engineering and mathematical modeling with competency in options, fixed income, linear algebra, probability theory, statistics and machine learning, financial time-series analysis, numerical methods and optimization.
Experience can be concurrent.

The duties and responsibilities described here are not exhaustive and additional assignments, duties, or responsibilities may be required of this position. Assignments, duties, and responsibilities may be changed at any time, with or without notice, by Blackstone in its sole discretion.

Expected annual base salary range:

$113,000 - $140,000

Actual base salary within that range will be determined by several components including but not limited to the individual's experience, skills, qualifications and job location. For roles located outside of the US, please disregard the posted salary bands as these roles will follow a separate compensation process based on local market comparables.

Additional compensation: Base salary does not include other forms of compensation or benefits offered in connection with the advertised role.

Blackstone is committed to providing equal employment opportunities to all employees and applicants for employment without regard to race, color, creed, religion, sex, pregnancy, national origin, ancestry, citizenship status, age, marital or partnership status, sexual orientation, gender identity or expression, disability, genetic predisposition, veteran or military status, status as a victim of domestic violence, a sex offense or stalking, or any other class or status in accordance with applicable federal, state and local laws. This policy applies to all terms and conditions of employment, including but not limited to hiring, placement, promotion, termination, transfer, leave of absence, compensation, and training. All Blackstone employees, including but not limited to recruiting personnel and hiring managers, are required to abide by this policy.

If you need a reasonable accommodation to complete your application, please email Human Resources at HR-Recruiting-Americas@Blackstone.com.

Depending on the position, you may be required to obtain certain securities licenses if you are in a client facing role and/or if you are engaged in the following:

Attending client meetings where you are discussing Blackstone products and/or and client questions;
Marketing Blackstone funds to new or existing clients;
Supervising or training securities licensed employees;
Structuring or creating Blackstone funds/products; and
Advising on marketing plans prepared by a sales team or developing and/or contributing information for marketing materials.

Note: The above list is not the exhaustive list of activities requiring securities licenses and there may be roles that require review on a case-by-case basis. Please speak with your Blackstone Recruiting contact with any questions.

To submit your application please complete the form below. Fields marked with a red asterisk * must be completed to be considered for employment (although some can be answered \"prefer not to say\"). Failure to provide this information may compromise the follow-up of your application. When you have finished click Submit at the bottom of this form.

","hiringOrganization":{"@type":"Organization","name":"Blackstone","sameAs":"https://www.blackstone.com/"},"jobLocation":{"@type":"Place","address":{"@type":"PostalAddress","addressLocality":"New York, United States","addressCountry":"United States","addressRegion":"North America"}}}},{"@type":"ListItem","position":45,"item":{"@type":"JobPosting","title":"Morningstar Internship Program- Quantitative Research Intern (Campus)","datePosted":"2025-09-10","description":"

Job Responsibilities:

Assist in cleaning and organizing financial datasets for use in research projects.

Support the development and testing of models using basic statistical techniques.

Help build visualizations and summaries to communicate research findings.

Shadow quantitative analysts to learn how they apply data science to investment questions.

Collaborate with internal teams to understand how research connects to Morningstar’s products and services.

Participate in team meetings and contribute ideas to improve research workflows.

Document processes and findings to support transparency and reproducibility.

Qualifications

Between 0-2 years of professional working experience.
Currently pursuing a bachelor’s degree in a quantitative or financial discipline (graduating in 2026 or later).

Familiarity with Python or R for data analysis.

Basic knowledge of SQL and statistical methods.

Strong communication skills and ability to explain technical concepts clearly.

Detail-oriented, curious, and eager to learn.

Comfortable working independently and in team settings.

Prior experience with research projects, coding, or financial analysis is a plus.

Must possess unrestricted right to work in the U.S. for this position.

A resume is required to apply. Please include the word \"Resume\" in the file name of the resume you upload.

Location: Chicago

Start Date June 1st 2026

Compensation and Benefits

Financial Health
- 75% 401k match up to 7%
- Stock Ownership Potential
- Company provided life insurance - 1x salary + commission

Physical Health
- Comprehensive health benefits (medical/dental/vision) including potential premium discounts and company-provided HSA contributions (up to $500-$2,000 annually) for specific plans and coverages
- Additional medical Wellness Incentives - up to $300-$600 annual
- Company-provided long- and short-term disability insurance

Emotional Health
- Trust-Based Time Off
- 6-week Paid Sabbatical Program
- 6-Week Paid Family Caregiving Leave
- Competitive 8-24 Week Paid Parental Bonding Leave
- Adoption Assistance
- Leadership Coaching & Formal Mentorship Opportunities
- Annual Education Stipend
- Tuition Reimbursement

Social Health
- Charitable Matching Gifts program
- Dollars for Doers volunteer program
- Paid volunteering days
- 15+ Employee Resource & Affinity Groups

","hiringOrganization":{"@type":"Organization","name":"Morningstar","sameAs":"https://www.morningstar.com/"},"jobLocation":{"@type":"Place","address":{"@type":"PostalAddress","addressLocality":"Chicago, United States","addressCountry":"United States","addressRegion":"North America"}}}},{"@type":"ListItem","position":46,"item":{"@type":"JobPosting","title":"Quantitative Research - FX Options – Analyst or Associate","datePosted":"2025-09-10","description":"

Quantitative Research (QR) is an expert quantitative modelling group in J.P. Morgan, as well as a leader in financial engineering, data analytics, statistical modelling and portfolio management. As a global team, QR partners with traders, marketers and risk managers across all products and regions, contributes to sales and client interaction, product innovation, valuation and risk management, inventory and portfolio optimization, electronic trading and market making, and appropriate financial risk controls.

Job summary:

As an Analyst or Associate within Quantitative Research, FX Options team, you will have an opportunity to work on develop and maintain sophisticated mathematical models, cutting-edge methodologies and infrastructure to value and hedge financial transactions ranging from vanilla flow products to complex derivative deals.

Job responsibilities:

Develop mathematical models for pricing, hedging and risk measurement of derivatives securities
Contribute to the firm’s product innovation, effective risk management, financial risk controls
Support both OTC and electronic trading activities by explaining model behavior, identifying major sources of risk in portfolios, carrying out scenario analyses, developing and delivering quantitative tools, and researching for new trading ideas
Assess the appropriateness of quantitative models and their limitations, identifying and monitoring the associated model risk
Implement risk measurement, valuation models or algorithmic trading modules in software and systems
Design efficient numerical algorithms and implementing high performance computing solutions
Design and develop software frameworks for analytics and their delivery to systems and applications
Write well-formulated documents of model specification and implementation testing

Required qualifications, capabilities, and skills:

You understand advanced mathematics arising in financial modeling (stochastic calculus, probability theory, partial differential equations, numerical analysis, optimization, statistics)
You have advanced degree (PhD, MSc or equivalent) in Engineering, Mathematics, Physics, Computer Science, etc. Relevant academic research publications a plus
You demonstrate proficiency in code design and programming skills, with primary focus on Python and C++
You’re interested in applying agile development practices in a front-office trading environment
You quickly grasp business concepts outside immediate area of expertise and adapt to rapidly changing business needs
You demonstrate quantitative and problem-solving skills as well as research skills
You’re enthusiastic about knowledge sharing and collaboration
Your excellent communication skills, both verbal and written, can engage and influence partners and stakeholders

Preferred qualifications, capabilities and skills

Knowledge of FX Option payoffs and pricing models
Understanding of the different types of financial risk and you can discuss in detail ways of managing these risks
Markets experience and general trading concepts and terminology is useful to be familiar with
Practical data analytics skills on real data sets gained through hands-on experience, including familiarity with methods for working with large data and tools for data analysis (pandas, numpy, TensorFlow)

\nJ.P. Morgan is a global leader in financial services, providing strategic advice and products to the world’s most prominent corporations, governments, wealthy individuals and institutional investors. Our first-class business in a first-class way approach to serving clients drives everything we do. We strive to build trusted, long-term partnerships to help our clients achieve their business objectives.
\n\n \n \n We recognize that our people are our strength and the diverse talents they bring to our global workforce are directly linked to our success. We are an equal opportunity employer and place a high value on diversity and inclusion at our company. We do not discriminate on the basis of any protected attribute, including race, religion, color, national origin, gender, sexual orientation, gender identity, gender expression, age, marital or veteran status, pregnancy or disability, or any other basis protected under applicable law. We also make reasonable accommodations for applicants’ and employees’ religious practices and beliefs, as well as mental health or physical disability needs. Visit our FAQs for more information about requesting an accommodation.","hiringOrganization":{"@type":"Organization","name":"JPMorgan Chase & Co.","sameAs":"https://www.jpmorganchase.com/"},"jobLocation":{"@type":"Place","address":{"@type":"PostalAddress","addressLocality":"LONDON, LONDON, United Kingdom","addressCountry":"United Kingdom","addressRegion":"Europe"}}}},{"@type":"ListItem","position":47,"item":{"@type":"JobPosting","title":"Quantitative Research - Non-Agency Mortgage Trading Strategy - Analyst","datePosted":"2025-08-12","description":"

Join our dynamic team as a Desk Strategist for the JPM Non-Agency Mortgage/RMBS Desk, where you'll play a pivotal role in shaping the future of our market-leading Whole Loan and Securities trading business.

Position Summary:

As an Analyst within the Quantitative Research team, you will collaborate directly with top traders to create tools and analyses that revolutionize our business operations. You will be part of a dedicated and skilled team that prioritizes integrity, hard work, and creativity. If you possess a solid foundation in computer science or mathematics and have a keen interest in financial markets, we encourage you to join us and contribute significantly to our success.

Job Responsibilities:

Manipulate large datasets to produce systematic analyses and reports delivered directly to trading desk.
Develop Python scripts and tools for market and business analysis and trading activities.
Collaborate with technology and internal teams on trading systems and P&L systems.
Build tools to streamline trading operations and improve efficiencies.
Assist in development of internal pricing and risk models.

Required Qualifications, Capabilities, and Skills:

Strong academic background in computer science, mathematics-related fields, or Finance.
Excellent programming skills (Python)
Excellent communication skills.
Solid understanding of basic mathematical and financial markets concepts.
Self-motivated with strong critical and independent thinking abilities.
Keen interest in applying programming skills to financial problems.

Preferred Qualifications, Capabilities, and Skills:

SQL knowledge a plus.
Prior financial experience is helpful.
Prior mortgage knowledge is helpful.

\n\n

JPMorgan Chase & Co. is an Equal Opportunity Employer, including Disability/Veterans

","hiringOrganization":{"@type":"Organization","name":"JPMorgan Chase & Co.","sameAs":"https://www.jpmorganchase.com/"},"jobLocation":{"@type":"Place","address":{"@type":"PostalAddress","addressLocality":"New York, NY, United States","addressCountry":"United States","addressRegion":"North America"}}}},{"@type":"ListItem","position":48,"item":{"@type":"JobPosting","title":"Quantitative Research - Data Product Owner - Credit - Executive Director","datePosted":"2025-08-19","description":"

Are you passionate about data management and eager to drive the success of data initiatives? Join us as a Data Product Owner to lead the development and delivery of data products that meet the needs of both internal and external consumers. Ensure high standards of data quality and accessibility while working in a dynamic environment.

Job Summary:

As an Executive Director Data Product Owner for the Quantitative Research Credit team, you will be responsible for defining data products and their attributes, registering metadata, and ensuring rigorous testing and validation. You will collaborate with traders and data consumers to establish data quality metrics and automate monitoring. You will act as a bridge between technical teams and end users, translating requirements into actionable tasks and managing development timelines. Your role will prioritize feature requests, resolve data quality issues, and promote the reuse of data products.

You will maintain SLAs for data products, provide user training, and ensure seamless integration between technology and end users. Your expertise will drive the success of our data initiatives, ensuring that data products meet consumer needs and maintain high quality standards. If you have a proven track record in data management, we invite you to join our team and make a significant impact.

Job Responsibilities:

Collaborate closely with Quant Research and Technology on Financial Data Products design and strategy, delivering business value with Data to Credit Trading business.
Act as the business’s official Data Producer for delivering domain-specific Data Products.
Define data attribute requirements and map data lineage for each Data Product.
Perform testing and validation of technical implementations and sign-off.
Register metadata in the catalog and ensure its evergreen status.
Define critical data elements, data quality metrics, and alerting thresholds.
Maintain SLAs for data quality and timeliness to meet consumer needs.
Provide consumer training and promote the reuse of Data Products.
Translate consumer requirements into actionable development tasks.
Manage releases and track development timelines and milestones
Prioritize feature requests and drive resolution of data quality issues.

Required Qualifications, Capabilities, and Skills:

Master’s or Ph.D. degree in Math, Physics, Computer Science, Engineering, Data Engineering, or related field.
Strong track record and hands-on experience with financial engineering and data analysis in Bonds, Loans and other Credit products.
10+ years of relevant experience with exposure to Markets data or financial services.
Solid programming skills in Python, data querying languages and experience with relational and NoSQL databases.
Experience analyzing complex data sets on prem and in cloud services like AWS, Azure, or GCP.
Strong communication skills and attention to detail.
Ability to translate technical concepts for Sales & Trading colleagues.
Ability to work collaboratively across multiple teams within the firm.

Preferred Qualifications, Capabilities, and Skills:

Understanding of financial market data and experience with financial data platforms.
Experience as an end-user of data feeds to contribute to Data Product design.
Prior experience as a Data Product Owner.

\nJ.P. Morgan is a global leader in financial services, providing strategic advice and products to the world’s most prominent corporations, governments, wealthy individuals and institutional investors. Our first-class business in a first-class way approach to serving clients drives everything we do. We strive to build trusted, long-term partnerships to help our clients achieve their business objectives.
\n\n \n \n We recognize that our people are our strength and the diverse talents they bring to our global workforce are directly linked to our success. We are an equal opportunity employer and place a high value on diversity and inclusion at our company. We do not discriminate on the basis of any protected attribute, including race, religion, color, national origin, gender, sexual orientation, gender identity, gender expression, age, marital or veteran status, pregnancy or disability, or any other basis protected under applicable law. We also make reasonable accommodations for applicants’ and employees’ religious practices and beliefs, as well as mental health or physical disability needs. Visit our FAQs for more information about requesting an accommodation.","hiringOrganization":{"@type":"Organization","name":"JPMorgan Chase & Co.","sameAs":"https://www.jpmorganchase.com/"},"jobLocation":{"@type":"Place","address":{"@type":"PostalAddress","addressLocality":"LONDON, LONDON, United Kingdom","addressCountry":"United Kingdom","addressRegion":"Europe"}}}},{"@type":"ListItem","position":49,"item":{"@type":"JobPosting","title":"Quantitative Research Cash Equities – Alpha Quant - Vice President","datePosted":"2025-09-05","description":"

As a Quantitative Researcher- Alpha Quant in the Cash Equities team, you will focus on data processing, signal feature construction, signal research, and systematic trading. You will help to drive the alpha research agenda for central risk book trading, using data analytics and programming to drive business transformation. Your role will involve feature engineering from various data sources, building robust alpha calibration and attribution framework, portfolio optimization, develop prediction models, collaborating with trading desks and implementing trading strategies.

Job Responsibilities:

Work closely with trading to build end-to-end design and implementation of daily and intraday signal research infrastructure, with special focus on central risk trading.
Contribute from idea generation to production implementation: perform research, design prototype, implement signals, alpha calibration, and trading strategies, support their daily usage, and analyze their performances.
Develop robust portfolio optimization framework including drawdown management for signal weighting and maximizing various utility functions.
Research on factor models driving the cash and vol markets; Analyze factors and strategy performance under different market regimes.
Develop models for market making taking into consideration fundamental and quantitative features, and historic behavior using statistics, machine learning or heuristics.
Work with the business on risk recycle, alpha capture, and devise hedging strategies accordingly.
Collaborate broadly with QR teams across regions to build reusable research libraries and tools to back testing and alpha attributions.

Required Qualifications, Capabilities, and Skills:

You have a strong quantitative background, as well as practical problem-solving skills.
You have direct working knowledge of signal research with market data and other financial data, alpha capture, risk warehousing, preferrable in equities.
You like working closely with trading desks, understanding their business, and have a strong mind-set of ownership to have an impact on the way they operate.
You demonstrate proficiency in code design and programming skills, with primary focus on Python, KDB, C++ or Java in a commercial environment.
You have practical data analytics skills on real data sets gained through hands-on experience, and can handle and analyze complex, large scale, high-dimensionality data from various sources.
You quickly grasp business concepts outside immediate area of expertise and adapt to rapidly changing business needs.
You think strategically and creatively when faced with problems and opportunities. You always look for new ways of doing things.
Your excellent communication skills, both verbal and written, can engage and influence partners and stakeholders.

Preferred Qualifications, Capabilities, and Skills:

Strong graduate degree (MS or PhD) in a quantitative field (Computer Science, Financial Engineering, Mathematics, Physics, Statistics, Economics, …).
Strong expertise in statistics and machine learning in financial industry.
Robust testing and verification practice.
Direct Experience with electronic trading, and knowledge of trading algorithms.
3 to 5 years’ experience in finance: market making, electronic trading, , trading strategies (high to low frequency: market making, statistical arbitrage, option trading…), or derivatives pricing and risk management.

Knowledge of equity and volatility products is a plus, but not strict r

\n\n

JPMorgan Chase & Co. is an Equal Opportunity Employer, including Disability/Veterans

","hiringOrganization":{"@type":"Organization","name":"JPMorgan Chase & Co.","sameAs":"https://www.jpmorganchase.com/"},"jobLocation":{"@type":"Place","address":{"@type":"PostalAddress","addressLocality":"NY, United States","addressCountry":"United States","addressRegion":"North America"}}}},{"@type":"ListItem","position":50,"item":{"@type":"JobPosting","title":"Blackstone Multi-Asset Investing – Vice President, Quantitative Research","datePosted":"2025-09-08","description":"

Business Group: Blackstone Multi-Asset Investing (BXMA)

Business Group Overview:

Job Title: Blackstone Multi-Asset Investing (BXMA) – Vice President, Quantitative Research

Job Responsibilities:

Support BXMA’s Quantitative Research team in generating performance, attribution, optimization, and risk analytics across BXMA’s businesses.
Research, design, and implement systematic investment strategies that leverage BXMA’s proprietary data.
Data Infrastructure: Ongoing development and maintenance of internal data solutions with a focus on highly scalable and computationally efficient data and analytical infrastructure.
Portfolio Analytics: Develop, execute, and analyze ongoing and bespoke performance and portfolio analytics across attribution, portfolio construction, portfolio optimization and risk modeling.
Quantitative Research: Conduct signal research using advanced statistical and machine learning techniques utilizing conventional and alternative data sources, including proprietary BXMA and Blackstone data.
Collaborate across other BXMA groups, including Investment teams, Operations, Treasury, and Legal.
Perform responsibilities utilizing knowledge and experience applying advanced statistical and machine learning techniques.
Perform other duties as needed.

Qualifications:

Education:

Master’s degree (or foreign equivalent) in Finance, Economics, or a related field required.

Experience:

Minimum 3 years of experience in job offered or related occupations required.
3+ years of experience developing and implementing alpha-generating quantitative investment strategies using software packages like Python (Pandas, NumPy, SciPy, scikit-learn).
3+ years of experience in a leading buy-side or sell-side institution pricing and performing risk analysis for equity and derivatives products using factor modelling, simulation, and advanced stochastic calculus.
3+ years of experience applying statistical and machine learning techniques including factor models, regression analysis, and time series forecasting to analyze market and alternative data.
3+ years of experience in portfolio analytics, including performance attribution and portfolio optimization using digital tools like Python and Microsoft Excel/VBA.
3+ years of experience preparing and presenting complex financial products and trade ideas to both technical and non-technical audiences, employing Microsoft PowerPoint and other data visualization tools.
3+ years of experience collaborating with cross-functional teams, utilizing project management tools like JIRA and Confluence to lead workflows across trading, operations, and legal departments.
Experience can be concurrent.

Expected annual base salary range:

$175,000 - $225,000

If you need a reasonable accommodation to complete your application, please email Human Resources at HR-Recruiting-Americas@Blackstone.com.

Depending on the position, you may be required to obtain certain securities licenses if you are in a client facing role and/or if you are engaged in the following:

Attending client meetings where you are discussing Blackstone products and/or and client questions;
Marketing Blackstone funds to new or existing clients;
Supervising or training securities licensed employees;
Structuring or creating Blackstone funds/products; and
Advising on marketing plans prepared by a sales team or developing and/or contributing information for marketing materials.

Set your job search on autopilot

Account Manager Jobs

Account Manager, Quantitative Research

Account Manager, Quantitative Research

Account Manager, Quantitative Research

Account Manager - Quantitative Research - Mumbai

Quantitative Research Intern

Manager - Quantitative Research

Quantitative Research Intern

Manager - Quantitative Research

Quantitative Research Analyst

Associate, Quantitative Research

Senior Manager - Quantitative Research

Analyst, Quantitative Research & Trading

Internship in Quantitative Research

Quantitative Research / Developer - Intern

2025 - Internship, Quantitative Research

Quantitative Research : Credit : Associate

Quantitative Research : Credit : Associate

Quantitative Research Internship – PhD

Quantitative Research – Quantitative Research – Prime Finance Synthetics Desk – Vice President

Quantitative Research - Credit - Vice President

Investment Quantitative Research Senior Analyst

Senior Quantitative Research Executive - Innovation

Quantitative Research Analyst - Smart Execution

Quantitative Research Internship: Summer 2026

Quantitative Research (Multiple Positions Available)

2026 - Internship, Quantitative Research/Trading

Quantitative Research Specialist (Junior/Mid)

Quantitative Research & Performance Analytics Engineer

Summer 2026 Intern - Quantitative Research

Quantitative Research Analyst, Portfolio Construction

Summer Intern 2026 - Quantitative Research Analyst

Associate Research Manager - Quantitative Research - Mumbai

Director, SA&I, India (Quantitative Research)

Quantitative Research and Strategy, Senior Associate

Director, SA&I, India (Quantitative Research)

2026 Internship/Graduate - Quantitative Research/Trading

Handelsbanken Quantitative Research - Fall Internship 2025

Graduate Quantitative Research Methodology Coordinator (Student)

Quantitative Research – Strategic Indices – Vice President

Quantitative Research Graduate Program (2026 Spring)

Program Manager III - Quantitative Research Operations

Morningstar Internship Program- Quantitative Research Intern (Campus)

Quantitative Research Equities – Alpha Quant - Vice President

Blackstone Multi-Asset Investing – Quantitative Research Analyst

Morningstar Internship Program- Quantitative Research Intern (Campus)

Quantitative Research - FX Options – Analyst or Associate

Quantitative Research - Non-Agency Mortgage Trading Strategy - Analyst

Quantitative Research - Data Product Owner - Credit - Executive Director

Quantitative Research Cash Equities – Alpha Quant - Vice President

Blackstone Multi-Asset Investing – Vice President, Quantitative Research