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Company Description

Standard Bank Group is a leading Africa-focused financial services group, and an innovative player on the global stage, that offers a variety of career-enhancing opportunities – plus the chance to work alongside some of the sector’s most talented, motivated professionals. Our clients range from individuals, to businesses of all sizes, high net worth families and large multinational corporates and institutions. We’re passionate about creating growth in Africa. Bringing true, meaningful value to our clients and the communities we serve and creating a real sense of purpose for you.

Job Description

Support the measurement of counterparty credit risk and country risk on derivatives products across all asset classes on a daily basis. This measurement relies mainly on Monte-Carlo simulation of the market variables and pricing of the deals traded by Standard Bank with its counterparts at future dates using the simulated underlying prices.

Qualifications

Type of Qualification: Postgraduate Degree
\nField of Study: Quantitative Finance / Actuarial Sciences / Finance Engineering / Financial Mathematics
\n
\nExperience Required
\n3-7 years experience in years experience in measurement and management of counterparty credit risk exposure.
\n
\n3-7 years experience and understanding of pricing of derivative products across multiple asset classes, an understanding of stochastic processes used in the modelling of risk drivers underlying the derivative valuation, fair understanding of basic coding, communication to various stakeholders
\n
\n3-7 years experience in financial and derivative market products, quantitative modelling and problem solving.

Additional Information

Behavioural Competencies:

Checking Things
Conveying Self-Confidence
Developing Expertise
Examining Information
Following Procedures

Technical Competencies:

Data Analysis
Data Integrity
Documenting
Knowledge Classification
Statistical and Mathematical Analysis

","hiringOrganization":{"@type":"Organization","name":"Standard Bank Group","sameAs":"https://www.standardbank.com"},"jobLocation":{"@type":"Place","address":{"@type":"PostalAddress","addressLocality":"Johannesburg, GP, South Africa","addressCountry":"South Africa","addressRegion":"Africa"}}}},{"@type":"ListItem","position":2,"item":{"@type":"JobPosting","title":"Quantitative Analyst","datePosted":"2025-07-15","description":"

Onyx Capital Group was founded, by traders, on the principles of expertise, vision and excellence. The company has rapidly grown to command across the entire spectrum of oil derivative products. Our aim is not just to be market leaders but to build a unique franchise that continuously pushes boundaries. We know that our success is derived from a total commitment to pursue excellence in both our people and our technology which we heavily invest in.

We are currently hiring for an individual with strong quantitative skills to join our Quantitative Trading desk.

Your future role within Onyx would include:

Delivering high quality quantitative strategies in production
Monitoring continuous trading, strategy performance and all relevant risks
Implementing signals and relevant datasets within the global execution platform
Leveraging your trading and market expertise by sharing production results, methodology, data sets and processes with traders & senior management
Supporting the full-strategy trading cycle from risk calibration to trade executions

Requirements

Bachelors or Advanced degree in a quantitative field such as data science, statistics, mathematics, physics, or engineering
Strong knowledge in statistics and Machine Learning
Capacity to multi-task in a fast-paced environment while keeping strong attention to detail
Strong Python skills/experience essential
Experience in exploring large datasets across multiple time frames
Curiosity about global energy and commodities markets
Intellectual curiosity to explore new data sets, solve complex problems, drive innovative processes, and connect the dots between multiple fields
Capacity to work with autonomy within a collegial and collaborative environment
Trading expertise and market knowledge which can be leveraged in the systematic space is a plus
Good communication skills

","hiringOrganization":{"@type":"Organization","name":"Onyx Capital Group","sameAs":"https://www.onyxcapitalgroup.com/"},"jobLocation":{"@type":"Place","address":{"@type":"PostalAddress","addressLocality":"London, England, United Kingdom","addressCountry":"United Kingdom","addressRegion":"Europe"}}}},{"@type":"ListItem","position":3,"item":{"@type":"JobPosting","title":"Quantitative Analyst","datePosted":"2025-07-16","description":"

Are you looking for a career move that will put you at the heart of a global financial institution? Then bring your skills in programming, problem solving and communication to Citi’s Counterparty Credit Risk team.

By joining Citi, you will become part of a global organisation whose mission is to serve as a trusted partner to our clients by responsibly providing financial services that enable growth and economic progress.

The Market Quantitative Analysis (MQA) team is looking for a Quantitative Analyst to join the Counterparty Credit Risk team (MQA-CCR). The MQA-CCR team is responsible for developing and maintaining the end-to-end set of methodologies needed to calculate counterparty credit risk exposures for derivatives, from simulation and pricing across all asset classes to the effect of risk mitigants. The models are used for advanced Basel regulatory capital calculations and internal risk management measures.

What you will do:

Contribute to counterparty credit risk models and their analytics library
Write production-quality code
Develop methodologies, algorithms, and diagnostic tools for testing model performance
Analyse and provide comprehensive explanation of model outputs to internal and external clients
Collaborate closely with risk quantitative analysts, technology professionals and structurers

What we will need from you:

Experience in a comparable quantitative modelling or analytics role, ideally in the financial sector
Strong technical and programming skills: C++, Python
Ability to independently problem-solve
An ability to communicate advanced concepts in a concise and logical way, strong interpersonal and communication skills (verbal and writing)
Strong work ethic and a team player with excellent time management skills and ability to multi-task
MSc/PhD in a quantitative field

What we can offer you:

This is a role that will offer you the opportunity to contribute to improvements in Citi’s Counterparty Credit Risk models and develop new tools.

Competitive salary connected with annual salary review and discretionary annual performance bonus
Social benefits (private healthcare, award winning pension scheme, multisport, life insurance, holiday allowance, anniversary program, competitive maternity and paternity scheme)
Hybrid model of work – from modern offices and from home, flexible working hours
Working in a friendly, dynamic, supportive and diverse environment – including multiple affinity and social networks & voluntary activities to engage with
Structured onboarding process and extensive training offering (e.g. including Udemy, Degreed)
Opportunity to have an influence on the way you perform your tasks - our teams are constantly looking for new and better ways and we encourage all improvement ideas
Unlimited development opportunities within Citi global network.
Exposure to a wide range of internal stakeholders as well as to senior management

#LI-MS12

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Job Family Group:

Institutional Trading

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Job Family:

Quantitative Analysis

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Time Type:

Full time

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

Most Relevant Skills

Please see the requirements listed above.

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

Other Relevant Skills

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

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

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":"GRZYBOWSKA 60, Poland","addressCountry":"Poland","addressRegion":"Europe"}}}},{"@type":"ListItem","position":4,"item":{"@type":"JobPosting","title":"Quantitative Analyst","datePosted":"2025-08-06","description":"

We are looking for a Quantitative Analyst to join our team! In this role, you can leverage your academic training, applied experience, and passion for analytics to deploy a range of econometric, statistical, and predictive analytic methods in support of our clients’ utility sector investments in clean energy, including energy efficiency, demand response, distributed energy resources, and time-varying rates programs. This position provides an excellent opportunity to work closely with and learn from more senior researchers and can be a stepping-stone to graduate school or a long career in the industry.

Responsibilities:

Clean and analyze large datasets using R and/or Python
Apply appropriate analytical and statistical techniques to answer research questions
Exhibit critical thinking and curiosity including considering how your technical work fits within the larger context of the project, the client, and our industry
Produce high-quality analytical outputs (e.g., visualizations, tables) and contribute to client reporting
Conduct quality control of your work and apply effective practices to minimize errors
Participate in peer code review process
Prioritize work appropriately and proactively communicate issues to supervisor and project managers

Requirements:

Bachelor’s degree with 0-4 years of experience OR advanced degree with 0-2 years of experience (depending on relevance)\n
- Required degrees: Economics, statistics, data science, quantitative social science, or other quantitative field
- Coursework in econometrics, statistics, machine learning, or predictive analytics
\n
Strong programming skills in R\n
- Experience with the tidyverse package suite or data.table
\n
Passionate about clean energy and wants to advance adoption of clean energy solutions through creative and rigorous application of data analytics
Exceptional attention to detail
Highly motivated, with a demonstrated track-record of thinking critically about your work
Strong written and oral communication skills, including the ability to communicate with people at all levels of statistical knowledge in our organization
Ability to juggle and prioritize multiple tasks and deadlines simultaneously and flexibly

Preferred but not required:

Strong programming skills in Python
Experience with version control software (e.g. Git) and collaborative code development
Experience with Databricks or Spark
Coursework or applied experience in the energy industry, including energy efficiency, demand response, and/or distributed energy resources programs and initiatives
Coursework or applied experience with utility sector economic analysis including program and policy evaluation, program cost-effectiveness, load forecasting, and valuation of distributed energy resources
Experience with preparation and analysis of utility load data

Salary and Hybrid Environment:

Salary range: $75,000 – 105,000 depending on experience.
This is a hybrid role with a mix of weekly in-office and remote work out of one of our offices. Strong preference for our Waltham, MA or Portland, OR locations. Also open to La Jolla, CA.

**Please note: Depending on experience, we are open to hiring someone at the Associate Quantitative Analyst (entry level) or Quantitative Analyst (advanced degree and/or some relevant work experience) level.

ABOUT OPINION DYNAMICS

Opinion Dynamics advances knowledge to address emerging energy and social issues through sound and insightful research. Our inter-disciplinary team of consultants develops actionable and insightful research to support an array of clients, including electric and gas utilities, regulators, and stakeholders. Our research supports planning, assessment, and optimizing energy efficiency, demand response, and renewable energy programs. Our team uses a customized approach leveraging innovative methodologies to answer our client’s questions. Our company fosters innovative thought, collegiality, and growth opportunities for our employees.

Opinion Dynamics provides equal employment opportunities to all employees and applicants for employment and prohibits discrimination and harassment of any type without regard to race, color, religion, age, sex, national origin, disability status, genetics, protected veteran status, sexual orientation, gender identity or expression, or any other characteristic protected by federal, state, or local laws. This policy applies to all terms and conditions of employment, including recruiting, hiring, placement, promotion, termination, layoff, recall, transfer, leaves of absence, compensation, and training.

Opinion Dynamics is also committed to fostering a more diverse workforce. BIPOC, women, members of the LGBTQIA+ community, veterans, and individuals with disabilities are encouraged to apply.

","hiringOrganization":{"@type":"Organization","name":"Opinion Dynamics","sameAs":"https://opiniondynamics.com/"},"jobLocation":{"@type":"Place","address":{"@type":"PostalAddress","addressLocality":"Waltham, MA; Portland, OR; La Jolla, CA","addressCountry":"United States","addressRegion":"North America"}}}},{"@type":"ListItem","position":5,"item":{"@type":"JobPosting","title":"Quantitative Analyst","datePosted":"2025-08-15","description":"

Job Description

To plan, build, optimise and implement innovative quantitative analytical methodologies, procedures, products and advanced mathematical models that provide analytical support and interpret insights, to address business opportunities and problems and implement business strategy, with minimal guidance.

Hello Future Data Scientist II
Welcome to FNB, the home of the #changeables. We design for the shapeshifters and deliver products and services that make us incredibly proud of people that make it happen.
As part of our team, you will be surrounded by unique talents, diverse minds, and an adaptable environment that lives up to the promise of staying curious. Now’s the time to imagine your potential in a team where experts come together and ignite effective change.
Are you someone who can:
Apply a strong analytical mindset: Bring deep analytical thinking to uncover trends, patterns, and root causes — turning raw data into meaningful insights that drive business impact.
Translate data into insights: Use your analytics skills to surface key opportunities, behavioural patterns, and strategic levers that guide decision-making.
Tell compelling stories with data: Communicate insights through clear, impactful storytelling and data visualization — helping non-technical stakeholders connect with the numbers.
Solve real-world business problems: Understand the context behind stakeholder needs, frame problems effectively, and apply data to bring clarity or solutions.
Collaborate cross-functionally: Partner with teams across the business to co-create insights and ensure alignment between data work and business priorities.
Design and deliver thoughtful analyses: Balance rigor with practicality, tailoring analytical approaches to business realities while maintaining accuracy and relevance.
Influence through insight: Shape thinking and decision-making through well-framed recommendations, not just reports.
Stay curious and proactive: Continuously look for new ways to extract value from data, identify trends early, and suggest improvements or areas to explore.
Support a data-informed culture: Enable others to engage with insights more confidently by guiding and empowering stakeholders on data use.

You will be an ideal candidate if you:
Qualifications: Degree in Actuarial, Mathematics, Stats, Data Science, Engineering
Experience: Minimum 4 years of Data Science/Analytics experience... preferably banking (transactional/credit) experience...
Fintech experience would be advantageous

You will have access to:
Opportunities to network and collaborate.
Challenging Working
Opportunities to innovate.

We can be a match if you are:
Curious & courageous - you're driven by always wanting to know more and learn more and you're brave enough.
Obsessed with mastery - you know what it takes to become good at what you do and are constantly pushing yourself to do it

Are you interested to take the step? We look forward to engaging with you further. Apply now!

#POST
#FNB
#LI-LR1

Job Details

Take note that applications will not be accepted on the below date and onwards, kindly submit applications ahead of the closing date indicated below.

26/08/25

All appointments will be made in line with FirstRand Group’s Employment Equity plan. The Bank supports the recruitment and advancement of individuals with disabilities. In order for us to fulfill this purpose, candidates can disclose their disability information on a voluntary basis. The Bank will keep this information confidential unless we are required by law to disclose this information to other parties.

","hiringOrganization":{"@type":"Organization","name":"FirstRand Corporate Centre","sameAs":"https://www.firstrand.co.za/"},"jobLocation":{"@type":"Place","address":{"@type":"PostalAddress","addressLocality":"FNB Building, 1 Enterprise Road, Fairland, Johannesburg, 2170, South Africa","addressCountry":"South Africa","addressRegion":"Africa"}}}},{"@type":"ListItem","position":6,"item":{"@type":"JobPosting","title":"Quantitative Analyst","datePosted":"2025-08-18","description":"

Primary Purpose:

The Quantitative Analyst is responsible for supporting the development and maintenance of financial, asset and liability management, and credit risk models. The Quantitative Analyst provides analytical support for departmental and corporate activities including loan and deposit product pricing and behaviors, credit trends and loss forecasting, income and balance sheet trends, financial planning and analysis, and strategic insights to support departmental and corporate goals and objectives. The Quantitative Analyst will assist in the development and refinement of quantitative models, analysis and metrics to identify and measure interest rate and liquidity risk.

Essential Responsibilities:

Assist Senior Quantitative Analyst in the development, implementation, and maintenance the Bank’s credit loss forecasting models for CECL (Current Expected Credit Losses) to be used in the Bank’s SAS ECL solution.
Assist Senior Quantitative Analyst in the development, implementation, and maintenance of the Bank’s quantitative loan, deposit, capital planning, and stress testing models.
Assist in periodic model recalibration and/or redevelopment.
Document the modeling process including model and assumption development, validation, and back-testing.
Assist in the development and execution of ongoing model performance plans.
Assist in the remediation effort of model validation and regulatory findings.
Create data repositories of loan and deposit level data from multiple sources.
Responsible for producing monthly and ad-hoc financial, credit, and asset and liability management reports.
Research public and Bank data to develop market and industry analytical reports and provide insight to Senior Management.
Enhance the analytics vision across the organization by assisting in the development of technical studies, models, and tools to create presentations for Senior Management.
Assist with the development presentation materials of strategic financial planning initiatives for Senior Management.
Develops a working knowledge of regulatory requirements and industry best practices.
Adheres to applicable federal laws, rules, and regulations including those related to Anti-Money Laundering (AML) and the Bank Secrecy Act (BSA).
Other duties as assigned.

Minimum Required Skills & Competencies:

Bachelor's degree in a quantitative field, such as Statistics, Economics, Mathematics, or related discipline.
Knowledge of Banking, Finance, Accounting, Credit and Risk Management.
Behavior modeling for loans and deposits (loan prepayment or default, deposit decay, repricing beta)
1-5 years’ experience with SAS. Experience with R, Python or other object-oriented languages a plus.
1-5 years’ experience with data analysis and manipulating and analyzing large data sets.
Able to build strong relationships with business partners.
Strong oral and written communication skills.
Able to work in a time-sensitive environment and handle a variety of tasks simultaneously.
Able to work independently and in a team-oriented, collaborative environment.
Intellectually curious; strong analytical skills, working with data and drawing conclusions.

Desired Skills & Competencies:

1+ year credit risk management, asset and liability management, finance or accounting experience.
1+ year of project management experience.
Basic understanding of risk management principles, banking operations, products/services, systems, and associated risks/controls.
Knowledge of regulatory guidance, including Current Expected Credit Losses, Interagency Guidance on Interest Rate Risk Management, Interagency Guidance on Model Risk Management.

Physical Requirements:

Express or exchange ideas by means of the spoken word via email and verbally.
Exert up to 10 pounds of force occasionally, use your arms and legs, and sit most of the time.
Have close visual acuity to perform activities such as analyzing data, viewing a computer terminal, reading, and preparing documentation.
Not substantially exposed to adverse environmental conditions.
The physical demands described here are representative of those that must be met by an employee to successfully perform the essential responsibilities of this job. Reasonable accommodations may be made to enable individuals with disabilities to perform essential responsibilities.

","hiringOrganization":{"@type":"Organization","name":"TowneBank","sameAs":"https://www.townebank.com"},"jobLocation":{"@type":"Place","address":{"@type":"PostalAddress","addressLocality":"Suffolk, Virginia, United States","addressCountry":"United States","addressRegion":"North America"}}}},{"@type":"ListItem","position":7,"item":{"@type":"JobPosting","title":"Quantitative Analyst","datePosted":"2025-08-18","description":"

About Cubist

Cubist Systematic Strategies, an affiliate of Point72, deploys systematic, computer-driven trading strategies across multiple liquid asset classes, including equities, futures and foreign exchange. The core of our effort is rigorous research into a wide range of market anomalies, fueled by our unparalleled access to a wide range of publicly available data sources.

Role/Responsibilities:

Conduct in-depth analysis on portfolios for both Equity and Macro PMs to gain insight into their investment style, risk profile, portfolio construction philosophy and market behavior.
Engage with PMs to present analytics and research notes from a portfolio analytical perspective and continue refining the research process and deliverables based on collaborations to improve portfolio performance.
Communicate key findings on portfolios to Cubist management and counterparties across Point72 to facilitate efficient capital allocations across investment teams.
Create proprietary factors on top of conventional risk models to help portfolios navigate different market conditions.
Develop analytics tools and applications to monitor portfolio profile and construction features and identify macro themes.

Job Requirements:

Graduate degree in quantitative finance, statistics, math, engineering, or computer science.
3+ years of work experience in quantitative finance, including but not limited to research, trading, or risk management. Experience with statistical models is preferred.
Proficiency in quantitative programing languages (Python preferred) and experience with database programing language SQL.
Team player who is intellectually honest.
Strong attention to detail to ensure high quality of deliverables.
Intellectual curiosity about analytical findings and desire to drill down to details.
Experience with Unix environment is preferred.
Commitment to the highest ethical standards.

","hiringOrganization":{"@type":"Organization","name":"Point72","sameAs":"https://www.point72.com/"},"jobLocation":{"@type":"Place","address":{"@type":"PostalAddress","addressLocality":"New York","addressCountry":"United States","addressRegion":"North America"}}}},{"@type":"ListItem","position":8,"item":{"@type":"JobPosting","title":"Quantitative Analyst","datePosted":"2025-08-14","description":"

Who are we?

At Finastra, we are a dynamic global provider of open finance software solutions, dedicated to expanding access to financial services. Our innovative applications span Lending, Payments, Treasury and Capital Markets, and Universal Banking. Proudly serving over 8,000 customers, including 45 of the world's top 50 banks, we aim to boost financial inclusion for all. Join us and be part of a vibrant company that embraces diverse perspectives, and is committed to doing well by doing good.

Launch your career in quantitative finance with a team that values innovation, collaboration, and continuous learning.

We’re looking for a Quantitative Analyst to join our cross-asset quant team in Paris. You’ll contribute to the development of our Python-based analytics library, supporting pricing, risk, and market data for a wide range of financial products.

This is a fantastic opportunity to grow your skills in a high-impact, intellectually stimulating environment.

Why This Role?

Real-World Impact: Your work will directly support traders and risk managers across global markets.
Learning & Growth: Gain exposure to multiple asset classes and advanced analytics, with mentorship from experienced quants.
Collaborative Culture: Work in a supportive, Paris-based team that values curiosity, teamwork, and continuous improvement.
Work-Life Balance: Enjoy regular working hours in one of Europe’s most vibrant cities.

What You’ll Do

Design fast, stable, and production-ready algorithms for financial analytics
Research and implement models across interest rates, FX, equities, commodities, and credit
Validate model assumptions, theory, and implementation
Build and maintain Python-based analytics tools
Investigate and resolve issues in model outputs and analytics
Collaborate with cross-functional teams to deliver high-quality solutions

What We’re Looking For

Degree (Undergraduate, Master’s, or PhD) in Finance, Mathematics, Physics, Engineering, or Statistics from a French university or grande école (or equivalent)
3+ years of experience in quantitative finance, including hands-on work with derivatives pricing models
Strong analytical skills and knowledge of stochastic calculus and financial modelling
Proficient in Python, with experience in numerical implementation
Fluent in French and English (mandatory)
Proactive, dynamic, and open to discussion – we value team players who are eager to learn and share ideas

What You’ll Gain

Broad exposure to front office and market risk analytics
Opportunity to work on a cross-asset quantitative library
Career development in a high-impact, technically rigorous environment
Competitive compensation and benefits

Ready to take the next step in your quant career?

Apply now and join a team where your ideas, curiosity, and growth matter.

We are proud to offer a range of incentives to our employees worldwide. These benefits are available to everyone, regardless of grade, and reflect the values we uphold:

· Flexibility: Enjoy unlimited vacation, based on your location and business priorities. Hybrid working arrangements, and inclusive policies such as paid time off for voting, bereavement, and sick leave.

· Well-being: Access confidential one-on-one therapy through our Employee Assistance Program, unlimited personalized coaching via our coaching app, and access to our Gather Groups for emotional and mental support.

· Medical, life & disability insurance, retirement plan, lifestyle and other benefits*

· ESG: Benefit from paid time off for volunteering and donation matching.

· DEI: Participate in multiple DE&I groups for open involvement (e.g., Count Me In, Culture@Finastra, Proud@Finastra, Disabilities@Finastra, Women@Finastra).

· Career Development: Access online learning and accredited courses through our Skills & Career Navigator tool.

· Recognition: Be part of our global recognition program, Finastra Celebrates, and contribute to regular employee surveys to help shape Finastra and foster a culture where everyone is engaged and empowered to perform at their best.

*Specific benefits may vary by location.

At Finastra, each individual is unique, bringing their own ideas, thoughts, cultural beliefs, backgrounds, and experiences together. We learn from one another, embrace and celebrate our differences, and create an environment where everyone feels safe to be themselves.

Be unique, be exceptional, and help us make a difference at Finastra!

","hiringOrganization":{"@type":"Organization","name":"Finastra","sameAs":"https://www.finastra.com/"},"jobLocation":{"@type":"Place","address":{"@type":"PostalAddress","addressLocality":"Paris, France","addressCountry":"France","addressRegion":"Europe"}}}},{"@type":"ListItem","position":9,"item":{"@type":"JobPosting","title":"CIB Risk (Multiple Positions Available)","datePosted":"2025-07-16","description":"

DESCRIPTION:

Duties: Monitor a portfolio of client credit exposures, analyzing credit data and financial statements of individual clients to determine the degree of risk involved in extending credit or loaning money for new loans and derivatives transactions. Gather client credit needs, conduct credit analysis, independently develop a credit opinion based on credit analysis, review and assign risk ratings to clients, prepare reports with credit information for use in decision making, and maintain updated credit research. Conduct credit analysis to assist in structuring, negotiating, finalizing, and executing credit-related documentation for new loans and derivatives transactions. Using financial statement data, describe the financial performance assigned corporate customers in terms of revenue, profit, and EBITDA margins, working capital sources and uses, free cash flow, leverage, and liquidity and debt capacity with comparisons to other firms in the industry. Assign ratings to corporate customers using financial metrics and qualitative assessments of credit strength consistent to and with reference to company's policies and procedures. Based on individual client credit ratings, provide approval for all lending- and trading-related transactions, including operating exposures. Construction reasonable projections of financial performance for assigned clients reflecting multiple cases reflecting different assumptions for a client's operating environment. Using discounted cash flow projections and market metrics and relying on standard Capital Asset Pricing Model techniques, value companies for comparisons and to make sound judgement regarding exposure requests. Assist legal counsel in crafting appropriate documentation and help negotiate acceptable structures for loans and counterparty credit products. Remain current on all aspects of the credit relationship, including exposure, compliance, potential problems, and opportunities. Provide a cohesive and comprehensive approach to review ratings, risk assessment, portfolios, clients, and industries. Coordinate the credit due diligence process for clients, including for capital markets transactions. Work with other lines of business (LOBs) on allocation of capital for clients while maintaining threshold and industry limits. Coordinate and allocate work across credit deal teams. Review and approve written credit approval documents, which include financials analysis and modeling. Prepare and present quarterly and annual risk reviews and tiering analyses. Train, mentor, and develop junior Credit Analyst members of the team. Support innovation and continuous efficiency improvements. This position requires up to 10% domestic travel to attend client and internal meetings, industry conferences, and company trainings.

QUALIFICATIONS:

Minimum education and experience required: Either a 3-year or a 4-year Bachelor's degree in Accounting, Finance, Economics, or related field of study plus three (3) years of experience in the job offered or as CIB Risk, Wholesale Credit Risk Associate/Analyst, Credit Manager, or related occupation.

Skills Required: This position requires three (3) years of experience working with credit risk within either a banking or a corporate finance role. This position requires two (2) years of experience with the following skills: accounting and corporate finance; financial modeling using valuation methodologies; loan products, documentation, and structuring; and MS Excel, PowerPoint, and Word. This position requires any amount of experience with the following skills: using ratio analysis to understand the primary factors driving financial performance of a firm, working capital, and the cash conversion cycle; applying the concepts of Net Present Value and Internal Rates of Return, or other quantitative methods of financial analysis; calculating Weighted Average Costs of capital; and using derivative products including forwards, futures, options, and swaps in risk management.

Job Location: 8181 Communications Parkway, Plano, TX 75024. This position requires up to 10% domestic travel to attend client and internal meetings, industry conferences, and company trainings.

\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":"Plano, TX, United States","addressCountry":"United States","addressRegion":"North America"}}}},{"@type":"ListItem","position":10,"item":{"@type":"JobPosting","title":"Senior Project Manager CIB Risk Transformation","datePosted":"2025-06-30","description":"Excited to grow your career?

BBVA is a global company with more than 160 years of history that operates in more than 25 countries where we serve more than 80 million customers. We are more than 121,000 professionals working in multidisciplinary teams with profiles as diverse as financiers, legal experts, data scientists, developers, engineers and designers.

About the Area:

At GRM CIB Risk Transformation, we support CIB Growth Initiatives and lead the transformation initiatives of the GRM CIB teams, with a focus on processes and technology. Our efforts are centered around:

Ensuring right involvement and smooth execution of Risk streams within CIB Businesses (GM, GTB, IBF, Transversal).
Leading the unit’s transformation by improving processes efficiency, data quality and adoption of new technological solutions.
Managing transformation projects within the area.
Leading group-level risk initiatives within CIB.

About the job:

Background and Proposal:

We are seeking a Senior Project Manager to support the execution of strategic transformation initiatives within GRM CIB Risk. This role is crucial in driving change across risk-related processes, ensuring alignment with the unit’s roadmap, and contributing to its overall efficiency and effectiveness.

A core requirement for this position is proven experience in similar transformation roles within other banking institutions. The candidate must bring first-hand knowledge of how large financial entities manage and evolve their risk processes, with the ability to apply that perspective to our environment and identify high-impact improvement opportunities.

Working closely with the Program Manager and cross-functional teams, the selected candidate will support the design, planning, and implementation of transformation projects, with a particular focus on process optimization, automation, and alignment with regulatory and business needs. The role involves collaborating with stakeholders across GRM CIB, IT, and business units, both locally and internationally.

This is a high-visibility position that offers the opportunity to make meaningful contributions to the evolution of BBVA’s risk function within the CIB segment, leveraging best practices from across the industry.

About the Position:

Main responsibilities:

Manage and execute transformation projects focused on process optimization and adoption of new technological solutions.
Identify improvement opportunities and collaborate with different GRM CIB areas to resolve them.
Promote process reengineering and automation.
The candidate will gain in-depth knowledge of risk management processes and is expected to contribute with new perspectives and improvements.
Collaborate with peers across CIB, other bank areas, and countries.

What are we looking for?

Academic Background:

Bachelor’s/Master’s degree in Engineering, Mathematics, Physics, Statistics, Business Administration, or a related field.
MBA, MsC Finance, CFA, FRM or similar qualifications desired but not mandatory.

Valued Knowledge:

Knowledge of CIB Business, products and end to end value chain.
Knowledge of wholesale credit risk and market risk.
Understanding of risk processes and functions.
Experience in managing and executing transformation projects focused on process optimization and technological solutions implementation
Familiarity with process reengineering methodologies.

Professional Experience:

Experience in process/organizational design, project management.
Risk management background.
Between 7 and 10 years of relevant experience.

Languages:

English: C1 level.
Spanish is highly valued.

Skills:

Strategic vision to participate in change processes and contribute to the Group’s Agile organization.
Effective communication skills and senior management reporting.
Strong teamwork and stakeholder engagement abilities.
Fast learner with adaptability to continuous change.

Skills:

Customer Targeting, Empathy, Ethics, Innovation, Proactive Thinking","hiringOrganization":{"@type":"Organization","name":"BBVA","sameAs":"https://www.bbva.com/"},"jobLocation":{"@type":"Place","address":{"@type":"PostalAddress","addressLocality":"LONDON, United Kingdom","addressCountry":"United Kingdom","addressRegion":"Europe"}}}},{"@type":"ListItem","position":11,"item":{"@type":"JobPosting","title":"Quantitative Trading Analyst","datePosted":"2025-07-20","description":"

We are seeking an exceptional candidate across all degree levels to join the firm as a Quantitative Trading Analyst for our Chicago office. Our traders execute high frequency algorithmic strategies to capitalize on trading opportunities. As a Quantitative Trading Analyst, you will apply sophisticated quantitative modeling techniques to predict market behavior and write complex and nimble code used to grow our business and increase the efficiency of the global financial markets.

Your responsibilities may include any of the following:

Designing and deploying trading strategies.
Exploring trading ideas by analyzing financial data and market microstructure for patterns.
Perform post-trade analysis.
Work with senior traders to acquire in-depth knowledge of financial markets, modeling, and risk management.

Qualifications

AlphaGrep encourages Bachelor’s, Master’s, and PhD students in computer science, mathematics, financial engineering, and related fields from elite universities to apply.

Additional requirements include:

Brilliant problem-solving abilities.
Experience with data analysis, market research, and quantitative modeling.
A passion for financial markets and new technologies.
Programming experience as demonstrated through course work, research projects, or open source activities, preferably in Python.
The ability to manage multiple tasks in a fast-paced environment
Strong English communication skills.

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":"Chicago","addressCountry":"United States","addressRegion":"North America"}}}},{"@type":"ListItem","position":12,"item":{"@type":"JobPosting","title":"Analyst, Quantitative Developer","datePosted":"2025-07-18","description":"

Company Description

Make an impact at a global and dynamic investment organization

When you join CPP Investments, you are joining one of the world’s most admired and respected institutional investors. As a professional investment management organization, CPP Investments invests the funds of the Canada Pension Plan (CPP) to help ensure its financial sustainability for generations of working and retired Canadians.

CPP Investments invests across regions and asset classes to build a globally diversified portfolio. It holds assets in public equity, private equity, real estate, infrastructure, and fixed income, and the CPP Fund is projected to reach $3.6 trillion in assets by 2050. The organization is headquartered in Toronto with offices in Hong Kong, London, Mumbai, New York City, San Francisco, São Paulo, and Sydney.

CPP Investments successfully attracts, selects, and retains talented individuals from top-tier institutions worldwide. Join our team for access to:

Stimulating work in a fast-paced and intellectually challenging environment
Accelerated exposure and responsibility
Global career development opportunities
Diverse and inspiring colleagues and approachable leaders
A hybrid-flexible work environment with an emphasis on in-person collaboration
A culture rooted in principles of integrity, partnership, and high performance
An organization with an important social purpose that positively impacts lives

If you have a passion for performance, value a collegial and collaborative culture, and approach work with the highest integrity, invest your career here.

Job Description

We are presently recruiting for an Analyst to join the newly created Asset Management (AM) team within the Credit Investments (CI) department in Toronto. This is a unique opportunity to help shape the foundational design and implementation of next-generation asset management capabilities for CI’s private credit portfolio.

The Analyst will play a key role in enhancing the scalability and rigour of our asset management, working with investment teams and enabling functions to ensure timely and robust investment monitoring and continuous feedback into our investment processes. The ideal candidate will bring strong credit fundamentals, an interest in technology-enabled innovation, and a collaborative, ownership-oriented mindset.

Team Description

AM endeavors to develop a best-in-class asset management function to support CI’s growth for the next decade and beyond. The team will consist of credit experts and quantitative engineers collaboratively delivering tech-enabled solutions to drive alpha from operational efficiency, risk mitigation, and proprietary insights.

The team will handle ongoing issuer-level tasks such as performance monitoring, analyses of fundamental data trends, covenant tracking, cashflow and ledger forecasts, valuations, portfolio updates, and other critical asset management activities. By combining domain expertise with cutting-edge technology – including GenAI and machine learning – AM aims to develop systems and processes that are tailored to CI, highly scalable and enhance decision making.

The Analyst will work at the intersection of credit analysis, portfolio management and technology with exposure to CI’s team and investment activity globally.

Accountabilities:

Develop full-stack internal platforms that support performance monitoring, covenant tracking, and credit data analysis using tools like React, Python and SQL.
Collaborate with investment teams and data engineers to translate complex investment problems with messy real-world financial data to develop organized systems/workflow – such as automated model roll-forward, alerts and report generation.
Build and refine AI-enabled pipelines to automate asset management tasks: deal onboarding, position monitoring, and portfolio analysis.
Analyze structured & unstructured data to produce insights for portfolio management use cases – such as fundamental trends, early warning signs and performance & risk analysis.
Prototype and experiment with GenAI tools (e.g., LLM-based agents, RAG frameworks) to reduce manual touchpoints in credit review and monitoring processes.

Qualifications

1–2 years of experience in a technical role—such as software engineering, data science, or applied AI—ideally within a fintech, startup, hedge fund, or large technology-driven organization.
Experience in programming languages, data analysis, AI and automation tools (e.g. Python, SQL, PydanticAI) and digital innovation is considered a strong asset.
Familiarity with data pipelines (ETL), APIs, and database technologies (SQL/NoSQL).
Familiarity with web frameworks and webtools (e.g. React and Node.js)
Strong problem-solving and communication skills. Comfortable working with non-technical stakeholders.
Familiarity with investment concepts—such as financial statements, valuation, portfolio monitoring, or risk management—is an asset
Strong academic background, preferably in a quantitative or finance-related field

Additional Information

Visit our LinkedIn Career Page or Follow us on LinkedIn. #LI-ASM1 #LI-Onsite

At CPP Investments, we are committed to diversity and equitable access to employment opportunities based on ability.

We thank all applicants for their interest but will only contact candidates selected to advance in the hiring process.

Our Commitment to Inclusion and Diversity:

In addition to being dedicated to building a workforce that reflects diverse talent, we are committed to fostering an inclusive and accessible experience. If you require an accommodation for any part of the recruitment process (including alternate formats of materials, accessible meeting rooms, etc.), please let us know and we will work with you to meet your needs.

Disclaimer:

CPP Investments does not accept resumes from employment placement agencies, head-hunters or recruitment suppliers that are not in a formal contractual arrangement with us. Our recruitment supplier arrangements are restricted to specific hiring needs and do not include this or other web-site job postings. Any resume or other information received from a supplier not approved by CPP Investments to provide resumes to this posting or web-site will be considered unsolicited and will not be considered. CPP Investments will not pay any referral, placement or other fee for the supply of such unsolicited resumes or information.

","hiringOrganization":{"@type":"Organization","name":"CPP Investments","sameAs":"https://www.cppib.com"},"jobLocation":{"@type":"Place","address":{"@type":"PostalAddress","addressLocality":"Toronto, CA-ON, Canada","addressCountry":"Canada","addressRegion":"North America"}}}},{"@type":"ListItem","position":13,"item":{"@type":"JobPosting","title":"Risk Quantitative Analyst","datePosted":"2025-07-16","description":"

The Model/Anlys/Valid Sr Analyst is a seasoned professional role. Applies in-depth disciplinary knowledge, contributing to the development of new techniques and the improvement of processes and work-flow within Market Risk.

Are you looking for a career move that will put you at the heart of a global financial institution? Then bring your skills in analysis, problem solving and communication to Citi’s Market and Counterparty Risk Analytics team.

By Joining Citi, you will become part of a global organization whose mission is to serve as a trusted partner to our clients by responsibly providing financial services that enable growth and economic progress.

Team/Role Overview

DART is the leading risk modelling and data analytics team in Citi. We use mathematical modelling and the latest technologies to calculate risk for the largest portfolios in Citi. We use visualizations and dashboards to communicate risk to senior stakeholders. Our models and analytics ensure that the bank has adequate capital during crisis.

We are a diverse group of professionals with backgrounds in physics, engineering, finance, economics, and data science. We work alongside experienced colleagues to further develop our analytical and quantitative skills. Our responsibilities include building models and analytical applications to tackle real-world challenges.

Strong analytical and communication skills are required.

What you will do

Prepare detailed quantitative modelling and analysis for risk managers and senior management.
Synthesize and communicate complex risk models and results.
Conduct statistical analysis, quantitative modelling, and model risk controls.
Work with Risk Managers, businesses, and tech to design and build models for risk capture and stress testing.
Research, support, enhance and maintain market risk models; design and develop in-house software for quantitative analysis.
Develop methodology for quantitative analysis required on various work streams for “Fundamental Review of the Trading Book (FRTB)” implementation within the bank.

What we’ll need from you

Educated at postgraduate level or equivalent, with an excellent academic record in a quantitative field (e.g. mathematics, physics, statistics, or financial engineering).
PhD or equivalent degree is preferred although MSc applicants will be considered.
Knowledge of or interest in finance, markets, risk management. Prior experience not required.
Ability to apply sophisticated mathematical/analytical techniques to solve real-world problems.
Excellent oral and written communication, strong project management skills and ability to confidently interact with stakeholders at all levels are required.
Proficient in Python, SQL, Unix/Linux environment.

What we can offer you

This role provides the opportunity to work in a challenging area of the financial industry with one of the world's leading companies, with exposure to variety of products and techniques. You will solve both technical and practical problems, collaborate with other Risk Quantitative Analysis teams and interact with Risk Management, IT and Front Office stakeholders.

We work hard to have a positive financial and social impact on the communities we serve. In turn, we put our employees first and provide the best-in-class benefits they need to be well, live well and save well.

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

Job Family Group:

Risk Management

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

Job Family:

Risk Analytics, Modeling, and Validation

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

Time Type:

Full time

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

Most Relevant Skills

Analytical Thinking, Business Acumen, Constructive Debate, Data Analysis, Escalation Management, Policy and Procedure, Policy and Regulation, Risk Controls and Monitors, Risk Identification and Assessment, Statistics.

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

Other Relevant Skills

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

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

","hiringOrganization":{"@type":"Organization","name":"Citi","sameAs":"https://www.citigroup.com/"},"jobLocation":{"@type":"Place","address":{"@type":"PostalAddress","addressLocality":"GRZYBOWSKA 60, Poland","addressCountry":"Poland","addressRegion":"Europe"}}}},{"@type":"ListItem","position":14,"item":{"@type":"JobPosting","title":"Treasury Quantitative Analyst","datePosted":"2025-08-08","description":"

Minimum qualifications:

Bachelor's degree in Accounting or Finance, or equivalent practical experience.
4 years of experience in finance or treasury.
Experience with programming languages such as Python, JavaScript, R, and SQL.

Preferred qualifications:

MBA.
Experience in repository management.
Experience with machine learning frameworks such as TensorFlow.
Experience with financial modeling.
Excellent communication and organizational skills.
Interest in learning about financial instruments, treasury operations, and applying analytical knowledge within investment frameworks.

MBA.MBA.

About the job

Google's Treasury team is on a mission to optimize the return on Google's financial assets. As a member of this team, you're always looking for innovative ways to help Google invest for the future while limiting volatility and material surprises. In addition to risk busting and asset management, you work collaboratively to administer business insurance programs and stock programs, and provide financial analysis support to our internal teams. You make creative yet calculated decisions that are backed by both experience and your extensive knowledge of the economy and financial industry.

The name Google came from \"googol,\" a mathematical term for the number 1 followed by 100 zeros. And nobody at Google loves big numbers like the Finance team when providing in depth analysis on all manner of strategic decisions across Google products. From developing forward-thinking analysis to generating management reports to scaling our automated financial processes, the Finance organization is an important partner and advisor to the business.

Responsibilities

Support development and implementation of advanced data-driven solutions for Treasury decision-making frameworks, utilizing quantitative techniques, including AI/ML.
Manage data vendor relationships, optimize data feeds, and enhance Treasury's data repository to make it accessible for insights cross-Treasury and Finance.
Create advanced visualizations and reports to clearly communicate data insights to stakeholders and leadership.
Advocate best practices in data analytics, research emerging techniques and technologies, and promote continuous improvement in processes, standards, and engineering practices.
Build and oversee a selection of investments that will meet the long-term financial goals and risk tolerance of an investor.

","hiringOrganization":{"@type":"Organization","name":"Google","sameAs":"https://www.google.com/"},"jobLocation":{"@type":"Place","address":{"@type":"PostalAddress","addressLocality":"Dublin, Ireland","addressCountry":"Ireland","addressRegion":"Europe"}}}},{"@type":"ListItem","position":15,"item":{"@type":"JobPosting","title":"Quantitative Analyst Intern","datePosted":"2025-08-04","description":"

Institutional Fabric for the Digital Asset Market

Founded in 2018, Talos provides institutional-grade trading technology for the global digital asset market, powering many of the major players in the crypto ecosystem.

Our mission at Talos is clear: to advance the mass adoption of digital assets by seamlessly connecting institutions to the digital asset ecosystem. We are committed to building the most innovative and trusted platform in the world, supporting the entire trading lifecycle.

At Talos, you'll find an environment that champions kindness and respect, values diverse perspectives, and upholds inclusivity at every turn. We believe that every member of our team adds invaluable insights and abilities that drive Talos forward. In our pursuit of excellence, we foster a culture of trust and integrity, collaboration, and mutual growth. Together, we are ambitiously building something extraordinary. Your unique talents and insights will play a crucial role in our shared success.

We are a tight-knit but decentralized team of highly-experienced engineers and businesspeople. We have a hybrid-friendly work environment, with physical hubs in New York, London, Singapore, Sweden and Cyprus.

About the Role

As a Quantitative Analyst Intern, you will support our team in analyzing trading and proprietary data, and helping produce quantitative models that drive the decision making behind our quantitative execution offerings. You will assist in producing quantitative signals, impact models, and analyze Talos unique trading datasets to support improvements of the trading products and beyond.

You will work alongside experienced team members, including product owners, quantitative analysts, and managers who will provide guidance and mentorship. This role offers excellent exposure to quantitative trading technology and will provide hands-on experience with financial markets data analysis. You'll gain practical experience while working with experienced professionals in the field.

This is a 12-week internship running from June to August.

Want to learn more about Talos’s engineering culture? Check out Sonic, our first open-source project which allows Talos to achieve microsecond network stack latency in Go: https://github.com/talostrading/sonic

Responsibilities and Duties

Quant Modelling

Assist in analyzing trading data, proprietary intraday signals, to produce quantitative execution alphas
Help create bespoke analytics visualizations using Talos data to illustrate trading patterns and execution insights
Learn to use internal tools and systems for data analysis

Quantitative Execution Algorithms

Work with Talos quants upon quantitative strategies that utilize execution alphas to drive trading decision making
Help gather and organize data related to trading algorithm performance
Learn about market microstructure and best execution practices

Business Support

Assist in preparing quantitative content for client meetings, presentations and academic research reporting
Work with the Quant strategies to backtest real-world trading features for the pleasure of top leading crypto firms in the space

Qualifications

Class of 2027 pursuing a Masters or Doctorate degree in Computer Science or related field
Programming Skills: Advanced proficiency in Python, with hands-on experience in data science libraries (especially pandas) and a strong understanding of dataframe architecture for data manipulation, transformation, and analysis. Familiarity with Python-based data visualization tools is a plus.
Database and Query Languages: Experience with SQL, including constructing and optimizing complex queries for large datasets; experience with BigQuery or other cloud-based querying platforms is a strong advantage.
Computational Finance: Exposure to computational finance concepts, with familiarity in using quantitative methods and tools for finance-related applications.
Statistics and Data Analysis: Strong statistical knowledge, including probability distributions, hypothesis testing, and data sampling methods. Ability to apply statistical analysis techniques to analyze financial data.
Mathematics and Machine Learning: Solid foundation in mathematical principles, including linear algebra and calculus, with a focus on regression analysis. Exposure to machine learning and deep learning algorithms and methods in the presence of sparse data, including common imputation approaches. .
Portfolio Optimization: Knowledge of portfolio optimization methodologies, specifically the Markowitz risk-return models is a plus.
Local to New York HQ

Benefits

You will also enjoy a comprehensive array of competitive benefits, regardless of your location, within our warm, welcoming, and ambitious company culture. We provide paid lunches in the office, monthly fitness and evening socials to foster connections with colleagues, and other events to engage with the wider team.

Get In Touch!

Sounds compelling? We’d love to hear from you. Contact us directly.

Also, check out other open positions listed on our website.

Talos is proud to be an Equal Opportunity employer. We do not discriminate based upon race, religion, color, national origin, sex (including pregnancy, childbirth, or related medical conditions), sexual orientation, gender, gender identity, gender expression, transgender status, sexual stereotypes, age, status as a protected veteran, status as an individual with a disability, or other applicable legally protected characteristics. Talos is committed to providing reasonable accommodations for candidates with disabilities in our recruiting process. If you need any assistance or accommodations due to a disability, please let us know at careers@talos.com.

To protect the interests of all parties, Talos Trading, LLC and its affiliates (“Talos”) strongly discourage submission of unsolicited resumes from any source other than directly from a candidate.

Talos will NOT pay fees, commissions or compensation of any kind (“Fees”) for any placement or hire resulting from the receipt of an unsolicited resume. Talos will consider any candidate for whom an Agency has submitted an unsolicited resume to have been referred by the Agency free of any charges or fees and Talos reserves the right to contact, interview, and hire the candidate directly.

Agencies, search firms, recruitment firms and similar organizations (“Agencies”) must obtain advance written approval from Talos’s internal recruiting team to submit resumes, AND must sign a valid fully executed placement agreement with Talos in order to be eligible to receive any Fees from Talos. Talos will not pay a Fee to any Agency that does not have such agreement in place. By submitting a resume without a signed agreement, you acknowledge and accept these terms.

© Talos Trading, careers@talos.com

By submitting your application and pursuing job candidacy, you consent to the processing of your personal information in connection with our Applicant & Employee Privacy Notice.

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Job Description

RMB is a place where exceptional people create their own opportunities by challenging the conventional and driving sustainable impact.
United by our proud heritage, strong ethics and philosophy of Traditional values. Innovative ideas, it’s the magic of our people and culture that sets us apart.
Now, is the time to imagine your next move with South Africa’s number one employer in Financial Services for 2025, where you can embrace the power of collective thinking to unlock unique opportunities for our clients and society.

The purpose of the role is to:

To design, specify, build, configure, and test solutions for delivering the necessary capability to business that enables quality solutions and a client centric orientation.

Are you someone who can:

Devise pricing and risk management solutions along with related IT processes and maintenance, testing and production support.
Construct and/or critically analyse financial models i.e., product pricing, curve stripping, scenario analysis etc.
Engage in process design, analysis, testing and troubleshooting in the area of pricing/risk-analysis.
Analyse systems capability/fit in the area of pricing or risk-analysis.
Analyse data and situation, identify and solve problems, reason logically and drive valid conclusions.
Analyse, design and implement purchased or in-house software applications.
Test and validate logic and processes implemented.
Take ownership of recurring production incidents by working with multiple stakeholders to resolve system issues.
Engage with the macro-environment to look for new opportunities, capabilities, and trends that would add value to the required analysis work.
Suggest changes in executing work processes to better drive value and benefits for the business.
Prepare and share recommendations for process and systems improvements in relevant area of accountability.
Participate in team, cross-discipline and vendor-driven collaboration sessions or forums to increase understanding of the working environment.
Engage with key stakeholders to gather information with regards to changes and developments in the respective business area that would impact demand for allocated technologies.
Review demand items in partnership with business to better understand impacts on the relevant system, processes, and systems environment.
Partner with process owners to create suitable roadmaps for business development and in anticipation of system and process enhancements.
Test and identify where service gaps would exist should different technologies be applied to the same process or where business process changes would not be accommodated by existing technology.
Analyse business requests to clearly understand business requirements and translate this into clear technical terms and specifications to best solve business problems.
Coordinate the integration activities of service providers
Monitor benefits against what was detailed in the business case.
Control specific measures and mechanisms to measure benefits.

You will be an ideal candidate if you have the following:

Qualifications

Minimum qualification: Bachelor’s degree in Mathematical Finance or another quantitative discipline
Preferred qualification: Post-graduate qualification in Mathematical Finance or another quantitative discipline

Experience and Skills

3 - 5 years’ experience in a similar environment, of which 1 - 2 years ideally at a junior specialist level, with specific reference to relevant quantitative, risk and business analysis experience
Experience in designing and implementing integrated solutions
Experience in designing, testing, and configuring quantitative systems
Working knowledge of SQL and ability to analyse data
Multi asset class, and trade life cycle knowledge beneficial
Business process modelling and design capabilities
Understanding of data models and ability to validate data flows between and within systems

You will have access to:

Opportunities to network and collaborate
Challenging working
Opportunities to innovate

We can be a match if you are:

Curious & courageous - you're driven by always wanting to know more and learn more and you're brave enough to
Obsessed with mastery - you know what it takes to become good at what you do and are constantly pushing yourself to do it
Love putting our clients at the forefront of what you do

Are you interested to take the step? We look forward to engaging with you further. Apply now!

#Post

#RMB

#LI-ZM1

Job Details

Take note that applications will not be accepted on the below date and onwards, kindly submit applications ahead of the closing date indicated below.

11/08/25

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Business Unit:

Compliance, Risk and Internal Audit

Salary Range:

$97,500 USD - $115,000 USD

Specific compensation will be based on candidate’s experience, skills, qualifications, commercial considerations, and other job-related factors permitted by law. At Russell Investments, salary is just one part of our compensation package. Our total rewards approach includes an annual performance bonus (subject to eligibility criteria) in addition to participation in our competitive benefits programs including healthcare, retirement, vacation, and wellbeing programs.

Job Description:

Responsibilities: The Quantitative Risk Analyst will be responsible for development, maintenance, and support of the portfolio risk systems, which includes risk management database, internal risk tools and risk applications. S/he is also responsible for preparing, analyzing, and delivering of risk reports, and seek to optimize them by using computer programs. S/he will provide advice and clarification to users of these reports across global business units, work with the global IT and Operations unit to ensure data quality and participate in ongoing and new project work aimed at improving Portfolio Analytics or other areas related to the Risk Management function. S/he will prepare, analyze, and deliver periodic market risk reports utilized by portfolio managers, senior management, regulators, and business units. S/he will contribute to the development of an effective and efficient risk-reporting infrastructure by gathering and analyzing data from various business units, writing reports, and providing recommendations. S/he will work on ad hoc projects and analyses that support risk management. S/he will keep up to date on current trends in the asset management space, financial markets, securities, and general investment themes, as well as advances in Risk Management theory and practice. S/he will maintain and enhance daily risk exposure measurements. S/he will utilize knowledge of and experience of a range of analytical resources, including Riskmetrics, Vidrio, Factset, Wilshire, Bloomberg, and Axioma. S/he will perform work using spreadsheets and facility with database manipulation. S/he will utilize programming skills (SQLserver, Visual Basic, Python, R, C#) and XML.

*Multiple positions available*

Qualifications: THIS POSITION REQUIRES A MASTER’S DEGREE (OR FOREIGN EQUIVALENT) IN QUANTITATIVE FINANCE, OR IN A CLOSELY RELATED QUANTITATIVE MAJOR.

Special Requirements:

REQUIRED SKILLS: EXPERTISE/KNOWLEDGE OF:

Mathematical and analytical skills in the areas of stochastic calculus, linear algebra, and probability.
Solid understanding of the fundamentals of algorithms and data structures.
Knowledge of databases: indexes, views, stored procedures, SQL.
Coding ability in one of the general purpose languages, e.g. Python, C, C++, Java, etc.
Documented presentation skills, ability to present technical information and data to various teams.

MUST POSSESS EXPERTISE/ KNOWLEDGE SUFFICIENT TO ADEQUATELY PERFORM THE DUTIES OF THE JOB BEING OFFERED. EXPERTISE/ KNOWLEDGE MAY BE GAINED THROUGH EMPLOYMENT EXPERIENCE OR EDUCATION. SUCH EXPERTISE/ KNOWLEDGE CANNOT BE \"QUANTIFIED\" BY \"TIME.\"

*May work from home up to 1 day a week*

Equal Employment Opportunity

Russell Investments is committed to providing equal employment opportunities for all associates and employment applicants regardless of race, religion, ancestry, creed, color, gender (including gender identity which refers to a person's actual or perceived sex, and includes self-image, appearance, behavior or expression, whether or not different from that traditionally associated with a person's biological sex), age, national origin, citizenship status, disability, medical condition, military status, veteran status, marital status, sexual orientation, past or present unemployment status , or any other characteristic protected by law.

","hiringOrganization":{"@type":"Organization","name":"Russell Investments","sameAs":"https://russellinvestments.com/"},"jobLocation":{"@type":"Place","address":{"@type":"PostalAddress","addressLocality":"Seattle, United States","addressCountry":"United States","addressRegion":"North America"}}}},{"@type":"ListItem","position":18,"item":{"@type":"JobPosting","title":"Quantitative Trainee Analyst","datePosted":"2025-08-05","description":"

The position will be reporting to the Head of Quantitative Methods and (Re)Insurance Products. The team is part of SCOR’s P&C Operations team and is a central function, its remit encompassing SBS (direct) and Reinsurance business. Its main “clients” are the Pricing & Modelling pricing teams and collaborates with the other functions in Operations.

The team is responsible for designing/implementing methodologies and models, especially related to pricing, and supporting operations for all pricing & modelling activities regarding systems, processes, and governance.

The role would be that of a quantitative analysist (quant), and therefore it would require both mathematical and computing skills.

You would be expected to be involved in the following activities, with varying emphasis depending on the needs:

the development of pricing models and the software around these models
the migration of existing models from spreadsheets to professional platforms
work on portfolio analytics, especially related to pricing
model governance
ad-hoc projects with other teams in P&C Operations

Required experience & competencies

Strong mathematical/actuarial skills
Strong computing skills in (ideally in Python), and familiarity with SQL and the MS Office suite (Excel, etc.).
Sufficient domain knowledge in general insurance and pricing.
Good written and verbal communication skills. (Fluency in English is a given.)

Required Education

A degree in a quantitative subject or equivalent experience
Part-qualification as an actuary is a bonus

As a leading global reinsurer, SCOR offers its clients a diversified and innovative range of reinsurance and insurance solutions and services to control and manage risk. Applying “The Art & Science of Risk,” SCOR uses its industry-recognized expertise and cutting-edge financial solutions to serve its clients and contribute to the welfare and resilience of society in around 160 countries worldwide.

Working at SCOR means engaging with some of the best minds in the industry – actuaries, data scientists, underwriters, risk modelers, engineers, and many others – as we work together to find solutions to pressing challenges facing societies.

As an international company, our common culture is defined by “The SCOR Way.” Serving both to build momentum that drives the Group forward and as a compass to guide our actions and choices, The SCOR Way is anchored by five core values, reflecting the input of employees at all levels of the Group. We care about clients, people, and societies. We perform with integrity. We act with courage. We encourage open minds. And we thrive through collaboration.

SCOR supports inclusion and the diversity of talents, and all positions are open to people with disabilities.

","hiringOrganization":{"@type":"Organization","name":"SCOR","sameAs":"https://www.scor.com/"},"jobLocation":{"@type":"Place","address":{"@type":"PostalAddress","addressLocality":"London, United Kingdom","addressCountry":"United Kingdom","addressRegion":"Europe"}}}},{"@type":"ListItem","position":19,"item":{"@type":"JobPosting","title":"Quantitative Finance Analyst","datePosted":"2025-08-12","description":"

Job Description:

At Bank of America, we are guided by a common purpose to help make financial lives better through the power of every connection. We do this by driving Responsible Growth and delivering for our clients, teammates, communities and shareholders every day. Being a Great Place to Work is core to how we drive Responsible Growth. This includes our commitment to being an inclusive workplace, attracting and developing exceptional talent, supporting our teammates’ physical, emotional, and financial wellness, recognizing and rewarding performance, and how we make an impact in the communities we serve. Bank of America is committed to an in-office culture with specific requirements for office-based attendance and which allows for an appropriate level of flexibility for our teammates and businesses based on role-specific considerations. At Bank of America, you can build a successful career with opportunities to learn, grow, and make an impact. Join us!

Job Description:
This job is responsible for conducting quantitative analytics and modeling projects for specific business units or risk types. Key responsibilities include developing new models, analytic processes, or systems approaches, creating technical documentation for related activities, and working with Technology staff in the design of systems to run models developed. Job expectations include having a broad knowledge of financial markets and products.

Responsibilities:

Performs end-to-end market risk stress testing including scenario design, scenario implementation, results consolidation, internal and external reporting, and analyzes stress scenario results to better understand key drivers
Supports the planning related to setting quantitative work priorities in line with the bank’s overall strategy and prioritization
Identifies continuous improvements through reviews of approval decisions on relevant model development or model validation tasks, critical feedback on technical documentation, and effective challenges on model development/validation
Supports model development and model risk management in respective focus areas to support business requirements and the enterprise's risk appetite
Supports the methodological, analytical, and technical guidance to effectively challenge and influence the strategic direction and tactical approaches of development/validation projects and identify areas of potential risk
Works closely with model stakeholders and senior management with regard to communication of submission and validation outcomes
Performs statistical analysis on large datasets and interprets results using both qualitative and quantitative approaches

Skills:

Critical Thinking
Quantitative Development
Risk Analytics
Risk Modeling
Technical Documentation
Adaptability
Collaboration
Problem Solving
Risk Management
Test Engineering
Data Modeling
Data and Trend Analysis
Process Performance Measurement
Research
Written Communications

Minimum Education Requirement: Master’s degree in related field or equivalent work experience

Line of business job description:

As a part of Scenario & Enterprise Risk Analytics (SERA), the Research sub-team provides credit focused intelligence, in-depth macro-economic and industry specific credit research, and powerful analytical tools to support credit risk management and decision making across the enterprise. The team is responsible for innovative solutions and support in both business-as-usual (BAU) activities¬, including regulatory deliverables in Scenario Generation, Loss Forecasting, Model Development etc., and next generation capabilities development that foster the advancement of data-driven insights in support of responsible growth.
There are four core areas of focus:
• Economic & Industry Insights and Analytics
Utilize both public and Bank of America internal data to monitor key developments and curate in-depth research of US & global economies and industries. Identify emerging and emergent risks in the economic and industry conditions that could impact the bank’s credit decisions, risk appetite & limits and the overall risk and capital frameworks.
Regular deliverables: Industry Earnings Monitor reports, Weekly Economic Insights, Market Signals.
• Scenario Generation & Support
Current: Engage in the end-to-end scenario generation process, including scenario design, review, and approval of macroeconomic projections. Provide economists subject matter expertise for all 10 models with 1200+ variables in the scenario generation model suite, providing support in model development, internal & external model review, and regulatory exams. Usage of the scenarios includes CCAR, CECL, Corporate and Capital Planning.
Future: Engage in the review & challenge of macroeconomic scenario projections in collaboration with internal teams responsible for producing scenario models and associated forecasts. The research team is the primary SMEs providing expertise and insights to ensure the scenario projections align with economic intuition prior to review and approval by executive stakeholders.
Past scenarios delivered: Debt Ceiling Breach Scenario, Election Scenario, Persistent Inflation Scenario, and internal stress scenarios (BAC-A, BAC-SA, CE-A, CE-SA).
• Next Generation Analytics Capability Development
Build and continuously improve new analytical dashboards, reports and capabilities. The team strives to achieve operational excellence and efficiency in the development and delivery of products in order to minimize ongoing maintenance and maximize more value-add activities.
Current dashboard development & automation: Industry GDP & Revenue Nowcasting Dashboard, Scenario Generation Review & Challenge Dashboards, Market Signals Redevelopment
• Cross-Organizational Projects & Initiatives
Manage cross-organizational projects and initiatives that align with the team’s mandate and strategic vision of the SERA organization. Ideally, initiatives should support the team’s primary mission of leveraging internal BAC data in new and novel ways to develop proprietary analysis, analytics and capabilities to support both external and internal private side credit focused teams which require deeper insights, more flexible capabilities or support in producing more intuitive and/or accurate forecast.

Required Skills & Experience

• Bachelor’s degree in Finance, Accounting, Economics, Business, or related field. Alternatively, a bachelor’s degree in a technical field (i.e: engineering, computer science, mathematics, statistics, etc.) and a demonstrated interest in finance and markets.
• Masters in one of the aforementioned subjects a plus.
• Progress toward (or completion of) CFA a plus.
• Ability to identify key industry drivers, excellent quantitative skills and judgment in the field of research. Prior experience in a research-orientated role (e.g. Equity, Credit) is a plus.
• The candidate must be able to thrive in a fast-paced and intense environment, be intellectually curious about drivers of the economy, industry & company performance and consumer behavior
• Strong economic and financial skills and a keen interest in markets, some experience in investment strategy is a plus
• Strong writing and spreadsheet skills
• Must be an expert in MS Excel, experience working with statistical packages and/or programming experience preferred
• Must have excellent communication skills, written and verbal
• Must have strong attention to detail, ability to multi-task
• Must work well in a collaborative team environment and be exceptionally driven

Desired Skills and Experience
• Some knowledge of Tableau, SQL, Python.
• Good understanding of current US regulatory environment, including but not limited to CECL and CCAR

Shift:

1st shift (United States of America)

Hours Per Week:

Pay Transparency details

US - IL - Chicago - 540 W Madison St - Bank Of America Plaza (IL4540)

Pay and benefits information

Pay range

$89,800.00 - $153,300.00 annualized salary, offers to be determined based on experience, education and skill set.

Discretionary incentive eligible

This role is eligible to participate in the annual discretionary plan. Employees are eligible for an annual discretionary award based on their overall individual performance results and behaviors, the performance and contributions of their line of business and/or group; and the overall success of the Company.

Benefits

This role is currently benefits eligible. We provide industry-leading benefits, access to paid time off, resources and support to our employees so they can make a genuine impact and contribute to the sustainable growth of our business and the communities we serve.","hiringOrganization":{"@type":"Organization","name":"Bank of America","sameAs":"https://www.bankofamerica.com/"},"jobLocation":{"@type":"Place","address":{"@type":"PostalAddress","addressLocality":"Chicago, United States","addressCountry":"United States","addressRegion":"North America"}}}},{"@type":"ListItem","position":20,"item":{"@type":"JobPosting","title":"Senior Quantitative Analyst","datePosted":"2025-08-14","description":"

Who are we?

Shape the future of financial analytics in the heart of Paris.

We’re looking for a Senior Quantitative Analyst to join our dynamic cross-asset quant team. Based in Paris, you’ll work on cutting-edge financial models that power pricing, risk, and market data analytics across global markets.

This is a high-impact role where your expertise will directly influence trading decisions and risk management strategies.

Why Join Us?

Global Reach, Local Impact: Be part of a globally respected financial institution, while enjoying the collaborative culture of a Paris-based team.
Work-Life Balance: Enjoy regular working hours and the lifestyle benefits of living in one of Europe’s most vibrant cities.

What You’ll Do

Design fast, stable, and production-ready algorithms for financial analytics
Research and implement new models and payoffs across asset classes: interest rates, FX, equities, commodities, and credit
Validate model assumptions, theory, and implementation with rigor
Build and maintain Python-based analytics libraries
Mentor junior quants and contribute to team structure and knowledge sharing
Collaborate with international teams and stakeholders to ensure model accuracy and usability

What We’re Looking For

Degree (Undergraduate, Master’s, or PhD) in Finance, Mathematics, Physics, Engineering, or Statistics from a French university or grande école (or equivalent)
6+ years of experience in quantitative finance, with a strong track record of implementing models in production
Deep understanding of stochastic calculus and financial modelling
Strong expertise in at least one asset class: Interest Rates, FX, or Equity
Proficient in Python, with experience in numerical implementation
Fluent in French and English (mandatory)
Proactive, collaborative, and open to discussion – strong soft skills are essential

What You’ll Gain

Exposure to multiple asset classes and cutting-edge financial products
A collaborative, intellectually stimulating environment
Competitive compensation and benefits
A chance to live and work in Paris, with a team that values balance and excellence

We are proud to offer a range of incentives to our employees worldwide. These benefits are available to everyone, regardless of grade, and reflect the values we uphold:

· Medical, life & disability insurance, retirement plan, lifestyle and other benefits*

· ESG: Benefit from paid time off for volunteering and donation matching.

· DEI: Participate in multiple DE&I groups for open involvement (e.g., Count Me In, Culture@Finastra, Proud@Finastra, Disabilities@Finastra, Women@Finastra).

· Career Development: Access online learning and accredited courses through our Skills & Career Navigator tool.

*Specific benefits may vary by location.

Be unique, be exceptional, and help us make a difference at Finastra!

","hiringOrganization":{"@type":"Organization","name":"Finastra","sameAs":"https://www.finastra.com/"},"jobLocation":{"@type":"Place","address":{"@type":"PostalAddress","addressLocality":"Paris, France","addressCountry":"France","addressRegion":"Europe"}}}},{"@type":"ListItem","position":21,"item":{"@type":"JobPosting","title":"Research Analyst (Quantitative)","datePosted":"2025-08-15","description":"

Title: Research Analyst (Brand Equity Trackers, Quantitative)

Job Type: Full-time

Tenure: Permanent

Location: London, UK

Education: Bachelor's degree (or relevant professional experience)

Salary: £30,000 per annum

Please note that in order to be considered for this Early Careers opportunity you will need to complete an application form on our website

About us:

We invite you to come grow with us.

Research Partnership (part of Inizio Advisory) is one of the world's largest pharma market research and consulting agencies with over 250 researchers, project managers and support staff. Our teams are located across the globe, in Europe (London, Lyon), North America (New York, Philadelphia, San Francisco), India, and Singapore.

As individuals with diverse backgrounds, as a team with shared values, as professionals ready to reimagine health and life sciences—you can grow with us at a place that:

Makes a difference to human health
Shares values and celebrates progress
Puts people at the centre of everything

We are looking for bright, inquisitive graduates or early careers professionals who are committed to pursuing a career in international pharmaceutical market research and consultancy.

We are recruiting Research Analysts to join our early careers programme in our Major Trackers team, involving specialising in quantitative market research projects.

Our Major Tracking Programs team partners with global pharmaceutical clients to enable them to solve marketing, brand, advertising and communications problems through a mixture of innovative quantitative brand equity tracking market research techniques.

Research Analyst job role (quantitative research):

You will focus on quantitative research techniques, supporting our market-leading major trackers during all stages of the projects' lifecycles.

You will conduct quantitative research with healthcare professionals, involving coding, data / table checking, charting of quantitative data and conducting data analysis.

You will work alongside colleagues at different levels of seniority and from across different departments (e.g. Operations, Analytics, Data Management), building your knowledge of the range of techniques involved in brand equity tracking.

You will gain experience using innovative AI-powered platforms and tools, developing your technical expertise as a healthcare market researcher in an evolving sector.

You will have the opportunity to contribute to projects end-to-end and develop your expertise and knowledge in multiple disease areas.

Responsibilities also include:

Drafting research materials (screeners and questionnaires)
Briefing internal and external colleagues on project requirements (e.g. analysts, coders, link checkers, data management teams)
Day-to-day liaison with internal project management team who oversee the management of project timelines, budgets and fieldwork agencies and freelancers
Trouble-shoot fieldwork problems with internal project management team, suggesting solutions
Performing data checks on raw data
Conducting analysis of quantitative data, generating insights
Preparing initial drafts of reports (or subsections of larger reports) for review by the project team

For Research Analyst positions, we are looking for people with the following skills and attributes:

You are inquisitive and want to understand the \"why\"
You are numerate with a high degree of accuracy and can demonstrate analytical capabilities with complex quantitative data sets
You have good interpersonal skills and can communicate effectively, both verbally and in writing
You are proactive with a can-do attitude; able to identify issues and generate solutions
You have excellent organizational skills, are able to multi-task whilst maintaining a high level of focus on each task
You are creative and like seeking out novel solutions to client problems
You have, or are predicted, a 2.1 or 1st class honours degree (or equivalent) OR you have 2+ years of experience in a relevant field (e.g. project management, data analysis or research fieldwork)
We encourage applicants with postgraduate degrees (e.g. MSc / MA programmes).
Ideally you have a degree in the sciences, management, social sciences, mathematics or modern languages, but we are open to degrees from any background. Degree programmes with a quantitative element are particularly of interest.

We will be recruiting these positions over the course of August and September 2025, with a start date of 4 November 2025.

Assessment Process:

Across all three role types, there will be a three-stage assessment process:

Application form – submit your CV and answer some short questions about your background and interests (while we are passionate about AI, we want to hear about the real you!)
First round remote interview (MS Teams) – a competency and behavioural interview with a mid-seniority member of the relevant team
In-person Assessment Centre to be held at our London office in Putney Bridge (likely to take place in late September)

HYBRID WORKING MODEL:

This role will primarily be based in our offices in Putney, London, and candidates must be able to work from our offices for a minimum of 2 days per week (occasionally more for training, team meetings, etc.)

During the first 3 weeks of the role, there will be a full training programme, conducted in-person at our London offices. All applicants must be able to attend these sessions in-person.

Life at Research Partnership:

We love what we do and continuously strive for innovation and creativity. We believe everyone should continuously be learning and provide:

A comprehensive training and development programme for all staff, from entry level apprentice to senior management
A relaxed and friendly working environment
Social events - including a summer day out and end-of-year party, along with regular social events after office hours
Fundraising and charity events – we support Forever Angels, a children's charity whose aim is to care for abandoned babies in Tanzania, Africa, as well as the local charity, Fulham Good Neighbours

Benefits package:

Company pension contributions of 5% available from your first day (salary sacrifice)
25 days annual holiday entitlement, increasing by 1 day for each year's service, up to 30 days
Additional birthday day off
Sponsorship to complete the Market Research Society's Advanced Certificate in Social and Market Research (typically after 1 year of service)
Private health insurance
Life Assurance plan
Group Income Protection
Enhanced Maternity, Paternity, Adoption Leave
Annual salary and promotion reviews

About Inizio Advisory:

Research Partnership is part of Inizio Advisory, we partner with global life science and healthcare companies to create lasting change in human healthcare.

Through our connected capabilities in market research, consulting and brand alignment, we support clients at every stage of their journey.

Our expertise, technology platforms and data-driven insights help clients to accelerate their clinical and commercial success, resulting in long-term value for clients and their patients.

Further information:

This is a full-time role, working in a hybrid pattern (2 days per week in the office) at our fantastic HQ location in Fulham Green, directly opposite Putney Bridge in London, which boasts free state-of-the-art gym with showers, on-site café, panoramic river views, landscaped gardens and regular social events.

Don't meet every job requirement? That's okay! Our company is dedicated to building a diverse, inclusive, and authentic workplace. If you're excited about this role, but your experience doesn't perfectly fit every qualification, we encourage you to apply anyway. You may be just the right person for this role or others.

","hiringOrganization":{"@type":"Organization","name":"Research Partnership","sameAs":"https://www.researchpartnership.com/"},"jobLocation":{"@type":"Place","address":{"@type":"PostalAddress","addressLocality":"London, United Kingdom","addressCountry":"United Kingdom","addressRegion":"Europe"}}}},{"@type":"ListItem","position":22,"item":{"@type":"JobPosting","title":"Quantitative Investment Analyst","datePosted":"2025-08-12","description":"We are seeking a Quantitative Investment Analyst focusing on developing proprietary econometric forecasting models of financial and macroeconomic variables as part of the Vanguard Capital Markets Model.

Team & Opportunity

The Investment Strategy Group (ISG) is a global team that serves as Vanguard's in-house think tank, with subject matter experts based in North America, Europe, and the Asia-Pacific region. The team produces industry-leading research to help shape perspectives, plays a central role in developing Vanguard's investment and advice methodology, and informs decisions about our investment offerings and strategies. As the Capital Markets research team within ISG, we are responsible for designing models for asset return forecasts and performing quantitative market strategy research.

We are seeking a Quantitative Investment Analyst focusing on developing proprietary econometric forecasting models of financial and macroeconomic variables as part of the Vanguard Capital Markets Model. This model powers our investment outlook and strategic asset allocation decisions. In this role, you’ll work with colleagues in London (and globally) on projects using time series econometrics to expand and improve our models. Your work will also involve producing insights to communicate our investment outlook and capital market assumptions.

Vanguard has incredible people and an inspiring mission: To take a stand for all investors, to treat them fairly, and to give them the best chance for investment success. If you are interested in analysing global markets and developing investment insights, and have a passion for data, macroeconomic and financial research, and working in teams, this is a great opportunity for you. Vanguard is fully committed to having a diverse and inclusive working environment. This role will be based in London, UK.

In this role, you will:

Conduct quantitative research and develop time series models. The focus is on macroeconomic and financial drivers of equity, fixed income and alternative asset class returns.
Analyse and explain current market events, distilling data into compelling visualizations and “killer charts” to tell differentiated stories. Explain detailed research in simple words and through different channels including slide decks, articles or research memos.
Support the team to meet requests from internal stakeholders and clients.
Participate in group discussions on investment issues and research projects. Develop recommendations for new research or methodology improvements.
Keep up to date with the relevant academic and practitioner literature.

What it takes

Please do not be put off from applying if you do not meet all the criteria in the below.

A postgraduate degree in economics, finance or another relevant quantitative subject, or a minimum of two years work experience in a research-related role.
Fluent in statistical software such as Python, Matlab or R.
Interest in the intersection of macroeconomics and finance.

Be proficient at analysing datasets, identifying trends, and assessing the significance of changes.
Be able to work on your own, in teams, and across boundaries.
Strong writing skills and the ability to explain complex concepts to non-technical audiences.
Be capable of producing high-quality analysis to tight deadlines. Excellent time management and organisational skills.

Background

ISG’s Capital Markets research team designs models for asset return forecasts and performs quantitative market strategy research. This is used to shape Vanguard’s asset return outlook, drives asset allocation models, and is used for portfolio analytics on risk and return.

Special Factors

Vanguard is not offering visa sponsorship for this position.
Hybrid work model.

About Vanguard

Vanguard is an investment company unlike any other. It was founded by Jack Bogle in the US in 1975 on a simple but ground-breaking idea: that an investment company should handle its funds solely in the interests of its clients. Jack helped bring investing to the masses with the index fund. Index funds do not pick individual shares or bonds to beat the market. They supervise the performance of the entire market. Or as Jack put it, \"Don't look for the needle in the haystack. Just buy the haystack!”. We have stood for low-cost, uncomplicated investing ever since. Over the last 45 years people have come round to our way of thinking and more than 30 million investors worldwide now trust us with their money.

Inclusion Statement

Vanguard’s continued dedication to diversity and inclusion is firmly rooted in our culture. Every decision we make to best serve our clients, crew (internally employees are referred to as crew), and communities is guided by one simple statement: “Do the right thing.”

We believe that a critical aspect of doing the right thing requires building diverse, inclusive, and highly effective teams of individuals who are as unique as the clients they serve. We empower our crew to contribute their distinct strengths to achieving Vanguard’s core purpose through our values.

How We Work

Vanguard has implemented a hybrid working model for the majority of our crew members, designed to capture the benefits of enhanced flexibility while enabling in-person learning, collaboration, and connection. We believe our mission-driven and highly collaborative culture is a critical enabler to support long-term client outcomes and enrich the employee experience.

","hiringOrganization":{"@type":"Organization","name":"Vanguard","sameAs":"https://www.vanguard.com/"},"jobLocation":{"@type":"Place","address":{"@type":"PostalAddress","addressLocality":"London, GBR, United Kingdom","addressCountry":"United Kingdom","addressRegion":"Europe"}}}},{"@type":"ListItem","position":23,"item":{"@type":"JobPosting","title":"Quantitative Finance Analyst","datePosted":"2025-08-19","description":"

Job Description:

Being a Great Place to Work is core to how we drive Responsible Growth. This includes our commitment to being a diverse and inclusive workplace, attracting and developing exceptional talent, supporting our teammates’ physical, emotional, and financial wellness, recognizing and rewarding performance, and how we make an impact in the communities we serve.

At Bank of America, you can build a successful career with opportunities to learn, grow, and make an impact. Join us!

Overview of Global Risk Analytics

Bank of America Merrill Lynch has an opportunity for a Quantitative Finance Analyst within our Global Risk Analytics (GRA) function. GRA is a sub-line of business within Global Risk Management (GRM). GRA is responsible for developing a consistent and coherent set of models and analytical tools for effective risk and capital measurement, management and reporting across Bank of America. GRA partners with the Lines of Business and Enterprise functions to ensure that its models and analytics address both internal and regulatory requirements, such as quarterly Enterprise Stress Testing (EST), the annual Comprehensive Capital Analysis and Review (CCAR), and the Current Expected Credit Losses (CECL) accounting standard. GRA models follow an iterative and ongoing development life cycle, as the bank responds to the changing nature of portfolios, economic conditions and emerging risks. In addition to model development, GRA conducts model implementation, data management, model execution and analysis, forecast administration, and model performance monitoring. GRA drives innovation, process improvement and automation across all of these activities.

Overview of the Team

Treasury Analytics Quantitative Team is part of Global Risk Analytics (GRA). The team is staffed by analysts who apply an extensive set of quantitative methods for effective asset liability management. Methods include, but are not limited to, econometric and statistical forecasting models for mortgages, loans and deposit products across the bank’s balance sheet. The group provides quantitative models and analytics support for Interest Rate Risk / Liquidity Risk measurement and management. This role provides an opportunity to develop models for deployment on advanced analytical platforms with significantly parallelized architecture for data analysis / computation and model execution capabilities, to satisfy computational needs within Corporate Treasury.

Job Description:

This job is responsible for conducting quantitative analytics and modeling projects for specific business units or risk types. Key responsibilities include developing new models, analytic processes, or systems approaches, creating technical documentation for related activities, and working with Technology staff in the design of systems to run models developed. Job expectations include having a broad knowledge of financial markets and products.

Responsibilities:

Responsible for independently conducting quantitative analytics and modeling projects
Responsible for developing new models, analytic processes or systems approaches
Creates documentation for all activities and works with Technology staff in design of any system to run models developed.
Research and apply quantitative techniques in financial mathematics, applied mathematics and statistics to enhance forecasting for risk measurement and asset liability management
Design and build econometric behavioral models pricing and valuation tools, for mortgage backet securities, loans and a variety of deposit products on the bank’s balance sheet
Responsible for technical documentation, model implementation, data management, model analysis, model performance monitoring. Contribute to process improvement and automation across all of these activities
Performs end-to-end market risk stress testing including scenario design, scenario implementation, results consolidation, internal and external reporting, and analyzes stress scenario results to better understand key drivers
Supports the planning related to setting quantitative work priorities in line with the bank’s overall strategy and prioritization
Identifies continuous improvements through reviews of approval decisions on relevant model development or model validation tasks, critical feedback on technical documentation, and effective challenges on model development/validation
Supports model development and model risk management in respective focus areas to support business requirements and the enterprise's risk appetite
Supports the methodological, analytical, and technical guidance to effectively challenge and influence the strategic direction and tactical approaches of development/validation projects and identify areas of potential risk
Works closely with model stakeholders and senior management with regard to communication of submission and validation outcomes
Performs statistical analysis on large datasets and interprets results using both qualitative and quantitative approaches

Skills:

Critical Thinking
Quantitative Development
Risk Analytics
Risk Modeling
Technical Documentation
Adaptability
Collaboration
Problem Solving
Risk Management
Test Engineering
Data Modeling
Data and Trend Analysis
Process Performance Measurement
Research
Written Communications

Required Qualifications:

Working knowledge of risk or pricing models for fixed income or commodity products
Understanding of regulatory capital and risk management framework and stress testing requirement
Solid working experience in a related field (Market Risk, Middle Office)
Expertise in Statistical Programming Software such as R, and experience in data analysis
Proven programming skills (Python, C++, SQL, or equivalent object-oriented programming) to write reusable and testable code to develop tools and improve process efficiency for reporting and calculation automation
Pro-active behavior with capacity to seize initiative
Good written and oral communication, interpersonal and organizational skills and ability to build and maintain relationships with personnel across areas and regions
Ability to multitask with excellent time management skills
Possess excellent quantitative/analytic skills and a broad knowledge of financial markets and products
Strong skills/intuition in Economics and Finance
Ability to work individually and with the group on complex problem solving; analytical skills, critical thinking with a strong desire to learn
Strong attention to detail, excellent communication skills and ability to work well in a cooperative, time-sensitive, market-driven environment
Ability to manage multiple priorities with minimal supervision

Desired Qualifications:

Strong academic background in econometrics or statistics (M.S. or PhD in a STEM/Economics field)
Experience with computational and simulation methods
Places value on process automation with an eye for reproducibility of results
Experience working with Unix/Linux environment
Past experience in Interbank Offering Rate (IBOR) transition / Fundamental Review of the Trading Book (FRTB) is a plus

Minimum Education Requirement:

Master’s degree in related field or equivalent work experience

Shift:

1st shift (United States of America)

Hours Per Week:

40","hiringOrganization":{"@type":"Organization","name":"Bank of America","sameAs":"https://www.bankofamerica.com/"},"jobLocation":{"@type":"Place","address":{"@type":"PostalAddress","addressLocality":"Atlanta, United States","addressCountry":"United States","addressRegion":"North America"}}}},{"@type":"ListItem","position":24,"item":{"@type":"JobPosting","title":"Risk Quantitative Analyst","datePosted":"2025-08-18","description":"

Team / Role Overview

Strong analytical and communication skills are required.

What you will do:

Prepare detailed quantitative modelling and analysis for risk managers and senior management.
Synthesize and communicate complex risk models and results.
Conduct statistical analysis, quantitative modelling, and model risk controls.
Work with Risk Managers, businesses, and tech to design and build models for risk capture and stress testing.
Research, support, enhance and maintain market risk models; design and develop in-house software for quantitative analysis.
Develop methodology for quantitative analysis required on various work streams for “Fundamental Review of the Trading Book (FRTB)” implementation within the bank.

What we’ll need from you:

Educated at postgraduate level or equivalent, with an excellent academic record in a quantitative field (e.g. mathematics, physics, statistics, or financial engineering).
PhD or equivalent degree is preferred although MSc applicants will be considered.
Knowledge of or interest in finance, markets, risk management.
Previous experience in Risk models required.
Ability to apply sophisticated mathematical/analytical techniques to solve real-world problems.
Excellent oral and written communication, strong project management skills and ability to confidently interact with stakeholders at all levels are required.
Proficient in Python, SQL, Unix/Linux environment.

What we can offer you

By joining Citi Solutions Centre Poland, you will not only be part of a business casual workplace with a hybrid working model (up to 2 days working at home per week), but also receive a competitive base salary (which is annually reviewed) and enjoy a whole host of additional benefits such as:

Private Medical Care Program
Life Insurance Program
Pension Plan contribution (PPE Program)
Employee Assistance Program
Paid Parental Leave Program (maternity and paternity leave)
Sport Card
Holidays Allowance
Sport and team recreation activities
Special offers and discounts for employees
Access to an array of learning and development resources
A discretional annual performance related bonus
A chance to make a difference with various affinity networks and charity initiatives.

Alongside these benefits Citi is committed to ensuring our workplace is where everyone feels comfortable coming to work as their whole self every day. We want the best talent around the world to be energized to join us, motivated to stay, and empowered to thrive.

Sounds like Citi has everything you need? Then apply to discover the true extent of your capabilities.

#LI-TM3

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Job Family Group:

Risk Management

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

Job Family:

Risk Analytics, Modeling, and Validation

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

Time Type:

Full time

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

Most Relevant Skills

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

Other Relevant Skills

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

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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":"GRZYBOWSKA 60, Poland","addressCountry":"Poland","addressRegion":"Europe"}}}},{"@type":"ListItem","position":25,"item":{"@type":"JobPosting","title":"Director, Quantitative Analyst","datePosted":"2025-08-20","description":"

Job Description:

Position Description:

Develops, implements, and scales multi-asset, open-architecture, custom, investment solutions for intermediary clients, using Python, R, SQL, and other tools. Measures, monitors, and evaluates investment risks for multi-asset class portfolios using programming languages (R, Python, MATLAB, Excel, and SQL) and analytical and database tools (Barra). Creates relational databases to store investment data and facilitate business needs, using DBeaver, Morningstar Direct, Bloomberg, and Factset. Develops highly scalable investment processes, assists with portfolio management duties for custom model portfolios, and represents investment process, team, and capabilities.

Primary Responsibilities:

Develops strategies that span the spectrum from rule-based to those resulting from complex optimization or factor-based considerations.
Builds robust quantitative tools to aid all aspects of portfolio analysis, construction, evaluation, and management.
Develops, articulates, and communicates investment recommendations supported by a comprehensive and evidence-based research process.
Provides risk analytics and analyzes portfolio exposures to coordinate and evaluate the risk of multi-asset class mandates.
Conducts advanced modeling of traditional and nontraditional asset classes to construct custom model portfolios.
Represents the investment team’s investment process and capabilities.
Recommends investment solutions to existing and prospective intermediary clients.
Conducts quantitative analyses of information affecting investment programs.
Collaborates with investment and technology professionals within the division.
Identifies opportunities for process automation.
Works with internal teams and external clients to determine scalable design criteria and investment mandates.

Education and Experience:

Bachelor’s degree (or foreign education equivalent) in Financial Mathematics, Mathematics, Accounting, Statistics, Management, Computer Science, Engineering, Business Administration, or a closely related field and six (6) years of experience as a Director, Quantitative Analyst (or closely related occupation) performing investment research or portfolio analytics in Quantitative Research, Portfolio Management, or Portfolio Construction.

Or, alternatively, Master’s degree (or foreign education equivalent) in Financial Mathematics, Mathematics, Accounting, Statistics, Management, Computer Science, Engineering, Business Administration, or a closely related field and three (3) years of experience as a Director, Quantitative Analyst (or closely related occupation) performing investment research or portfolio analytics in Quantitative Research, Portfolio Management, or Portfolio Construction.

Skills and Knowledge:

Candidate must also possess:

Demonstrated Expertise (“DE”) developing optimization algorithms in Python, R, and VBA for multi-asset class portfolio construction; analyzing optimization results using quantitative methods (statistical analysis and back testing) and historical asset class and instrument level market data; and performing stress tests using simulations and forward-looking capital market assumptions.
DE analyzing portfolio performance and risk exposures to identify and screen potential investment candidates, using Database, Morningstar Direct, and Excel; leading meetings with investment professionals to discuss investment philosophy, processes, and portfolio strategies; and presenting fund analysis, investment recommendations, and portfolio solutions to institutional and intermediary clients.
DE analyzing risk factor model construction and factor definitions and calculations; translating output statistics into meaningful insights used for portfolio construction and management, using Microsoft Excel, SQL/Oracle Database, Python, and R; and integrating risk models into existing infrastructure using SQL/Oracle Database and Python.
DE performing data management of investment and portfolio risk data using SQL/Oracle Database and Python; designing and building data quality checking tools in Python and R to ensure weekly and monthly investment data is loaded on time and complete, and risk analytics are calculated accurately; and performing business, systems, and data analysis, process design, and acceptance testing for investment analytics projects.

#PE1M2

#LI-DNI

Certifications:

Category:

Product Management

Fidelity’s hybrid working model blends the best of both onsite and offsite work experiences. Working onsite is important for our business strategy and our culture. We also value the benefits that working offsite offers associates. Most hybrid roles require associates to work onsite every other week (all business days, M-F) in a Fidelity office.

Please be advised that Fidelity’s business is governed by the provisions of the Securities Exchange Act of 1934, the Investment Advisers Act of 1940, the Investment Company Act of 1940, ERISA, numerous state laws governing securities, investment and retirement-related financial activities and the rules and regulations of numerous self-regulatory organizations, including FINRA, among others. Those laws and regulations may restrict Fidelity from hiring and/or associating with individuals with certain Criminal Histories.

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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

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At Mr. Cooper Group, You Make the Dream Possible.

Our purpose is simple: Keeping the dream of homeownership alive. As a Mr. Cooper Group team member, you play a big role in making that dream possible. Around here, we know our roles and work together, volunteer to make a difference, and challenge the status quo when needed. Everything we do is in the care and service of our teammates and our customers.

Join us and make the dream of home ownership possible!

Design and develop quantitative models using statistical analysis, mathematical modeling, Machine Learning algorithms, Regression Models and programming languages like Python and SAS. Analyze large datasets to extract meaningful insights, identify trends, correlations, and patterns relevant to the development of quantitative models. Implement and validate statistical techniques, machine learning algorithms, and financial models to support decision-making processes.
Validate models by comparing outputs against historical data and market observations, ensuring accuracy and reliability.
Document model methodologies, validation procedures, and results comprehensively to comply with regulatory requirements and facilitate knowledge sharing.
Assess and mitigate risks associated with quantitative models, ensuring models adhere to risk management policies and guidelines. The candidate should be good at Statistical Modelling and Machine learning algorithms particularly Regression Modelling. Python or SAS should be known

Mr. Cooper Group is an Equal Opportunity Employer. All qualified applicants will receive consideration for employment without regard to race, color, religion, sex, sexual orientation, gender identity, national origin, or status as a protected veteran. EOE/M/F/D/V

Job Requisition ID:

024152

Job Category:

Business Operations

Primary Location City:

Chennai

Primary Location Region:

Tamil Nadu

Primary Location Postal Code:

600089

Primary Location Country:

India

Additional Posting Location(s):

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Application Deadline:

09/29/2025

Address:

100 King Street West

Job Family Group:

Capital Mrkts Sales & Service

BMO Capital Markets is a leading, full-service financial services provider. We offer corporate and investment banking, treasury management, as well as research and advisory services to clients around the world. #bmocapitalmarkets

About the job

Join the Quantitative Engineering team at BMO Global Markets and take your skills to the next level! As a member of our team, you will work on the Loan Exposure Analytics Platform enhancing the application which is used by the Risk and Capital Solutions group in Global Markets. You will collaborate closely with quants and traders, putting your skills to the test and pushing the limits of what is possible.

We are seeking a talented C# Developer to join our team. The ideal candidate will have experience with C#, SQL Server, and familiarity with PowerShell and ASP.NET. As a C# Developer, you will be responsible for designing, developing, and maintaining software solutions that meet the needs of our clients.

Testing, automation, metrics, and monitoring are all critical to our success, and we take our responsibilities seriously. Our team members interact directly with the trading desks that use the applications we build, which means you will be held accountable for the success of your work.

This is a fantastic opportunity for talented tech professionals who are looking for a challenging and rewarding role in the fast-paced world of trading. If you are passionate about technology and ready to take on a new challenge, we want to hear from you!

Qualifications:

Degree in computer science, Mathematics, Physics, Statistics or Engineering (preferred)
Strong experience with modern C# development and object-oriented programming
Strong knowledge of C# and SQL Server
Familiarity with ASP.NET and PowerShell
Experience with web development, including HTML, CSS, and JavaScript
Familiarity with Agile development methodologies
Excellent problem-solving and analytical skills
Ability to work collaboratively in a team environment
Strong verbal and written communication skills

Responsibilities:

Design and develop high-performance software applications using C#
Design, code, test, and deploy software solutions
Enhance and support existing applications and systems
Collaborate with cross-functional teams to identify requirements and develop solutions
Troubleshoot and debug software issues
Write clean, maintainable, and efficient code
Experience with continuous integration and deployment tools such as Jenkins and Git
Strong analytical and problem-solving skills
Participate in code reviews, unit testing and other quality assurance activities

Nice to have:

Understanding of financial pricing models and valuation

If you are a highly motivated and detail-oriented individual with a passion for software development, we encourage you to apply for this exciting opportunity.

Base Salary

$95,000.00 CAD

Salary:

Pay Type:

Salaried

The above represents BMO Financial Group’s pay range and type.

Salaries will vary based on factors such as location, skills, experience, education, and qualifications for the role, and may include a commission structure. Salaries for part-time roles will be pro-rated based on number of hours regularly worked. For commission roles, the salary listed above represents BMO Financial Group’s expected target for the first year in this position.

BMO Financial Group’s total compensation package will vary based on the pay type of the position and may include performance-based incentives, discretionary bonuses, as well as other perks and rewards. BMO also offers health insurance, tuition reimbursement, accident and life insurance, and retirement savings plans. To view more details of our benefits, please visit: https://jobs.bmo.com/global/en/Total-Rewards

About Us

At BMO we are driven by a shared Purpose: Boldly Grow the Good in business and life. It calls on us to create lasting, positive change for our customers, our communities and our people. By working together, innovating and pushing boundaries, we transform lives and businesses, and power economic growth around the world.

As a member of the BMO team you are valued, respected and heard, and you have more ways to grow and make an impact. We strive to help you make an impact from day one – for yourself and our customers. We’ll support you with the tools and resources you need to reach new milestones, as you help our customers reach theirs. From in-depth training and coaching, to manager support and network-building opportunities, we’ll help you gain valuable experience, and broaden your skillset.

To find out more visit us at https://jobs.bmo.com/ca/en.

BMO is committed to an inclusive, equitable and accessible workplace. By learning from each other’s differences, we gain strength through our people and our perspectives. Accommodations are available on request for candidates taking part in all aspects of the selection process. To request accommodation, please contact your recruiter.

Note to Recruiters: BMO does not accept unsolicited resumes from any source other than directly from a candidate. Any unsolicited resumes sent to BMO, directly or indirectly, will be considered BMO property. BMO will not pay a fee for any placement resulting from the receipt of an unsolicited resume. A recruiting agency must first have a valid, written and fully executed agency agreement contract for service to submit resumes.

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Title: Quantitative Analyst, Computer Vision
Department: Baseball Research & Development
Reports to: Director, Predictive Modeling
Status: Regular Full-Time
Location: Philadelphia, PA; also open to Remote

Job Description

As a Quantitative Analyst, Computer Vision, you help shape the future of Phillies Baseball Operations by building computer vision models and pipelines to construct predictive metrics and output that improve our player evaluation forecasts and player development capabilities. Using cutting-edge computer vision methodologies and techniques, you weaponize the depth and breadth of video available across all player performance settings by extracting meaningful signal for downstream models and analysis. Join a team doing cutting-edge research on problems throughout the game of baseball, with the unique opportunity to add your computer vision skillset to the team

Responsibilities

Construct computer vision models using available image and video data to extract signal for use in predictive models and other analyses
Communicate with software engineers and other quantitative analysts to ensure computer vision model output aligns with the needs of downstream models and applications
Collaborate with departmental leadership to maintain and grow our computer vision research roadmap
Work with our Infrastructure and Machine Learning Engineering team to build robust, scalable, and maintainable pipelines for computer vision solutions

Required Qualifications

Possess or are pursuing a BS, MS or PhD in Machine Learning, Computer Science, or related or equivalent practical experience
Experience with at least one of PyTorch, TensorFlow, Keras, OpenCV, or a similar open-source framework
Willingness to work as part of a team on complex projects
Proven leadership and self-direction

Preferred Qualifications

Knowledge of the state of public baseball analytics research

We are an equal opportunity employer and all qualified applicants will receive consideration for employment without regard to race, color, religion, national origin, sex, sexual orientation, age, disability, gender identity, marital or veteran status, or any other protected class.

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Job Description

NOTICE OF FILING UNDER THE U.S. DEPARTMENT OF LABOR’S
PERMANENT LABOR CERTIFICATION PROGRAM
Quantitative Risk Analyst II, ADM Investor Services Inc., Chicago, IL. Regular maintenance and creation of proprietary programs used in client account position and margining activities, identifying, and issuing margin calls and monitoring collections. Monitor market and margin risk for assigned offices and work with brokers to resolve margin calls. Process and analyze data using spreadsheet and database applications. Develop and maintain automated risk reporting tools and functions. Create trade platform review model and automation. Manage proprietary VaR model. Develop, implement, and maintain core risk models and Real Time Pricing Models.
40 hrs/week, Mon-Fri, 8:30 a.m. - 5:30 p.m. Salary: $89,988.00/yr - $99,988.00/yr. Standard benefits apply, see www.adm.com/en-us/culture-and-careers/ for more information.
MINIMUM REQUIREMENTS:
Bachelor’s degree or foreign equivalent degree in Business Administration, Accounting, Finance, or a related field, and two (2) years of related work experience.
Must have two (2) years of experience with:
• Risk management in Futures and Options Trading;
• Working with a Futures Commission Merchant (FCM) or trading firm to complete tasks, and using FCM operational and risk management software;
• Using futures & options pricing models;
• Applying exchange margin methodologies including SPAN and Portfolio VaR;
• Managing databases using knowledge of Structured Query Language (SQL);
• Creating dashboards and reports in PowerBI;
• Working with electronic trading systems and their administration; and
• Utilizing knowledge of SQL, C++ or C#.
Telecommuting permitted one (1) day weekly.
To apply, mail resume to: Christina Hetzer, ADM; PO BOX 1470, Decatur, IL 62525 (reference: IL0197).
This notice is being provided as a result of the filing of a permanent alien labor certification application for this job opportunity, in compliance with 20 CFR 656.10(d). Any person may provide documentary evidence bearing on the application to the Certifying Officer of the U.S. Department of Labor holding jurisdiction over the location of the proposed employment. Contact information for these offices can be found on the internet at http://www.foreignlaborcert.doleta.gov/contacts.cfm#npc or by contacting:
U.S. Department of Labor
Employment and Training Administration
Office of Foreign Labor Certification
200 Constitution Avenue, NW, Room N-5311
Washington, DC 20210

City

Chicago

State

IL - Illinois

Location Country

United States

About ADM

At ADM, we unlock the power of nature to provide access to nutrition worldwide. With industry-advancing innovations, a complete portfolio of ingredients and solutions to meet any taste, and a commitment to sustainability, we give customers an edge in solving the nutritional challenges of today and tomorrow. We’re a global leader in human and animal nutrition and the world’s premier agricultural origination and processing company. Our breadth, depth, insights, facilities and logistical expertise give us unparalleled capabilities to meet needs for food, beverages, health and wellness, and more. From the seed of the idea to the outcome of the solution, we enrich the quality of life the world over. Learn more at www.adm.com.

Base pay offered may vary depending on multiple individualized factors, including market location, job-related knowledge, skills, and experience. Hourly and salaried non-exempt employees will also be paid overtime pay when working qualifying overtime hours.

If hired, employees will be in an “at-will position” and the Company reserves the right to modify base pay (as well as any other discretionary payment or compensation program) at any time, including for reasons related to individual performance, Company or individual department/team performance, and market factors.

The pay range for this position is expected to be between:

$89,988.00/yr - $99,988.00/yr.

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Company Description

Natixis in Portugal is a Centre of Expertise with the mission to transform traditional banking by developing solutions for Groupe BPCE’s businesses, operations and work culture worldwide, driven by an innovation mindset, in a financial tech ecosystem.

Natixis in Portugal is part of the Global Financial Services division, where it applies technology for the development of financial expertise in its two global business lines – Corporate & Investment Banking and Asset & Wealth Management – and, transversally, for Groupe BPCE entities.

The Centre of Expertise, based in Porto, currently has more than 2700 employees from 40 nationalities, organised in three main departments: Information Technology, Banking Support Activities and Compliance. These teams work in an integrated, inclusive and transversal way, supporting and creating value for all the business lines and platforms of the group. Natixis in Portugal is the International Competence Centre (with an export orientation) which employs the largest number of people in the Porto district. The project in Porto is one of the biggest investments in Human Resources ever made by Groupe BPCE worldwide.

A disruptive mindset and a culture of proximity and agility identify Natixis Team and reflect the company's mission to transform traditional banking at a global scale: a perfect match in the Portuguese dynamics and entrepreneurial ecosystem.

In 2025, Top Employers Institute has awarded Natixis in Portugal the Top Employer Portugal accreditation for the third time. This certification recognizes excellence in people practices, following the example of its head office, in France, who was certified Top Employer France for the nineth year in a row.

Job Description

Experienced Quantitative Analyst to join the CUSO Model Validation team within Model Risk Management (MRM). The MRM Group within the Risk Department (Model Risk & Risk Governance) is responsible for Model Validation, Model Risk Assessment, and Model Risk Management for Natixis’ Group.

He/she/they will be responsible for conducting independent validation of various types of models used across the company to assess and quantify model risk.

Essential duties and responsibilities

The Model Risk Validator will be coordinating and conducting model validation processes and monitoring in adherence with internal policies, procedures, and regulatory guidelines.
This role will work cross-functionally within the organization including collaboration with business lines as well as key integral support units.
The validation work encompasses evaluating the models based on various aspects including model data, parameters, design and methodology, implementation, and model documentation.
The Model Risk Validator will be responsible to organize the overall validation process for each topic and to present the outcome of the validations to Committees and to track the remediation that might arise from this work.

Qualifications

Masters or PhD in economics, statistics, finance, physics, mathematics, or other quantitative fields.
Minimum 2/3 years of experience in model validation, model development, quantitative research, or quantitative audit.
Fluency in English (mandatory)
Experience with developing or validating models - Pricing models and Risk models (Stress Testing models, IMM/EEPE and IMA models).
Effective written and verbal communication skills.
Ability to interact and work closely with business stakeholders at all levels of seniority.
Ability to work effectively in a team environment.
Ability to effectively handle a fast-paced environment and successfully meet established deadline requirements.
Self-motivated with the ability to work independently.
Proficiency in Microsoft Office
Advanced Programming skills (C/C+, C#, Python, SQL, VBA, R, MATLAB…)

We will only consider English Cv's.

Additional Information

#MuchMoreThanJustAJob

Early morning. Campo 24 de Agosto. In 4 minutes, you are clocking in at the office. After grabbing a cup of coffee and fresh fruit, pick up your laptop and choose your spot for the day. It's going to be a busy one: French class before lunch and, just after, quick medical appointment at Natixis doctor's office.

Lunch break. Outside in the big terrace (look at your crops at the Urban Garden; ready to harvest!) or, if you feel like stretching your legs, walk downtown to grab lunch.

Back inside. Quick sprint review (working together anywhere means virtual happy birthday to that colleague in Paris that just turned 35). The afternoon went flying (tasks, reports, calls, some jokes with your teammates). End it on a high note: just one PlayStation game or the final match for that ping-pong tournament.

Tomorrow, you complete that certified technical training and the day after, you will work from home, taking advantage to finally do that online course on Udemy. Once you are done with your tasks for the day, you can visit the office for a board games session or show up at the rehearsal of one of Natixis bands. If that is too steady for you, meet your colleagues to surf some waves or join them in a football match.

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Responsibilities:

Take a leading role in design and implementation of analytics that monitor the performance of our models and strategies
Oversee the performance of existing models and strategies in production, keep track of changes in the performance and work closely with the quant and quant dev team to address any issues as they arise.
Work closely with technology department to drive the creation of automatic development testing framework, incorporate production performance analytics into the framework and oversee the implementation of new models and strategies and changes to existing ones to ensure appropriate test coverage.
Lead the rollout of models and strategies and changes to existing ones to ensure rollout is timely and aligned with business goals and the requirements of internal/external control functions.
Monitor/maintain existing models and strategies including periodic gap analysis, managing control remediation, performing conduct risk reviews, and maintain up to date communications with internal/external control functions.
Liaise with various risk functions, including compliance risk, model risk and operational risk across all aspects of e-trading.
Partner with electronic trading team to identify revenue generation opportunities, emerging needs for new models and strategies.
Partner with electronic client management team to design and implement new client-specific pricing and hedging strategies as well as corresponding analytics.
Partner with electronic sales team to identify emerging client needs, work with product team, trading team and quant team to design LTA applications to improve client satisfaction and market share.

Qualifications:

PhD in highly quantitative subjects
3-5 years’ experience in electronic trading and low touch applications
Experience in managing projects and relationships across front office and 2nd line control functions
Strong knowledge in internal and external control and regulatory requirements in electronic trading
Familiarity or the ability to quickly understand and formulate application level requirements pertaining to complex workflows, or integration with external applications
Experience in driving cross functional projects across business and technology and communicating expectations and progress to senior business stakeholders
Excellent organizational and multi-tasking skills with tremendous attention to detail
Strong working knowledge of Java, KDB and Q, master at least one scripting language such as Python for prototyping

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

Job Family Group:

Institutional Trading

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

Job Family:

Quantitative Analysis

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

Time Type:

Full time

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

Most Relevant Skills

Please see the requirements listed above.

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

Other Relevant Skills

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

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

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Company Description

Why Statkraft?

Statkraft has been making clean energy possible for over a century. That's what we offer. 125 years of unrivalled expertise in supplying the world with what it needs most. Because in the fight against climate change, we don't see renewable energy as part of the solution – we believe it must be the solution. With us, you'll shape a career that is truly forward-facing with many amazing opportunities and offerings to match.

But there's more work to be done – that's why we need you to join us!

Job Description

Statkraft is the largest generator of renewable energy in Europe and an established participant within the various US environmental commodities markets. As part of the Origination department, the Statkraft US team manages a long-term portfolio of third-party renewable energy contracts. This portfolio usually consists of Power Purchase Agreements (PPAs) and long-term sales contracts with a variety of large customers and trading partners. Currently, the team is expanding its activities to the US power and renewables markets, specifically PJM & ERCOT. The team is responsible for the origination, pricing, structuring, and portfolio management of all bilateral power and Renewable Energy Credits (REC) deals.

The role of Environmental Products Quantitative Analyst is ideal for someone who is always thinking about how to optimize, and loves working with data, solving problems, and making a measurable impact. As an Environmental Products Quantitative Analyst, you will:

Design and implement analytical tools to monitor environmental product portfolios, enabling real-time insights into positions, pricing, and performance metrics.
Collaborate with Portfolio Managers and Originators to build scalable, user-friendly solutions to support trade decisions and streamline trade execution.
Build robust data pipelines to enable real-time risk analytics and PnL tracking.
Drive trade ideation by extracting quantitative insights from market data.
Contribute to the evolution of internal platforms by identifying opportunities for automation, performance optimization, and enhanced trader experience.
Stay current with environmental market developments and apply quantitative techniques to support pricing, valuation, and strategy development.

Qualifications

3+ years of experience within a quantitative focused role.
Bachelor’s or Master’s degree in Computer Science, Statistics, Mathematics, Engineering, or another highly quantitative field.
Advanced coding skills, preferably Python.
Experience building tools from the ground up, from database design to front-end development.
Experience collaborating and building relationships with cross-functional stakeholders, influencing business decisions with data.
Highly analytical, data driven individual with advanced statistical skills.
Interest in energy markets, renewable energy, algorithms, and data science.
Inquisitiveness and a desire for continued self-improvement and development of new skills.
Ability to manage multiple tasks and thrive in a fast-paced team environment.
Strong attention to detail and ability to work independently, take initiative and be proactive in ambiguous situations.
Efficient communicator with the ability to explain complex issues simply and effectively

Please note, prior experience in Finance or Energy is not required. We would love to see Silicon Valley/Tech Industry talent apply.

Additional Information

What we offer 

A career with Statkraft is a career filled with purpose – meaning that every employee is not just making a living, they are making a real difference to the planet, our communities, and the future. Together, we work on the front lines of changing the game for renewable energy. From hydrogen development to algorithmic trading and everything in between. We have 125 years of unrivalled expertise in creating the technologies that put ecosystems, communities, and our environment first. With us, you’ll shape a career that is truly forward-facing with many amazing opportunities and offerings to match. This includes: 

Unlimited learning opportunities at various levels of the organisation including LinkedIn Learning and inspiring leaderships program like IMD.
The chance to grow your career alongside a truly global network of experts, leaders, specialists and graduates from different countries and backgrounds.
The opportunity to work somewhere with pride, and to be able to honestly say “My work is contributing to saving the planet”.

Statkraft offers competitive terms of employment and benefits schemes, and we’re a trusted employer that puts the safety of our people first. We believe that a safe and healthy working environment is a matter of choice, not chance. 

Statkraft manages critical infrastructure and services in several countries. The applicant must be eligible for security clearance and authorisation.

","hiringOrganization":{"@type":"Organization","name":"Statkraft","sameAs":"https://www.statkraft.com/"},"jobLocation":{"@type":"Place","address":{"@type":"PostalAddress","addressLocality":"San Francisco, CA, United States","addressCountry":"United States","addressRegion":"North America"}}}},{"@type":"ListItem","position":34,"item":{"@type":"JobPosting","title":"Quantitative Threat Forecasting Analyst","datePosted":"2025-08-07","description":"

About the Team

The Intelligence and Investigations team seeks to rapidly identify and mitigate abuse and strategic risks to ensure a safe online ecosystem. We are dedicated to identifying emerging abuse trends, analyzing risks, and working with our internal and external partners to implement effective mitigation strategies to protect against misuse. Our efforts contribute to OpenAI's overarching goal of developing AI that benefits humanity.

We’re looking for a world-class quantitative analyst to build the predictive backbone of this mission—someone who thrives on modeling ambiguity, forecasting high-stakes outcomes, and translating messy, sparse, or fast-moving data into decision-ready insight.

About the Role

As a Quantitative Threat Forecasting Analyst, you’ll design and deploy statistical models that forecast threat emergence, detect anomalies, and quantify risk—often when signal is weak, timelines are short, and the stakes are high. Your work will power both tactical responses to abuse and strategic decisions about how we evolve our safety detection, investigation and analysis systems.

This is a rare opportunity to apply advanced statistical modeling, risk analytics, and real-world inference to one of the most consequential safety challenges of our time.

This role is based in San Francisco, CA. We use a hybrid work model of 3 days in the office per week and offer relocation assistance to new employees.

In this role, you will:

Design probabilistic & Bayesian models to capture uncertainty at scale.
Build classical and deep-learning forecasts using statsmodels baselines, as well as state-of-the-art libraries suited for multivariate or long-horizon time-series problems.
Develop real‑time anomaly‑detection pipelines for streaming/online ML on telemetry data.
Apply survival‑analysis and rare‑event methods (e.g., Cox PH, random‑survival‑forests, DeepSurv) via scikit‑survival to model threat lifecycles and hazard rates.
Run stress tests & Monte Carlo simulations to evaluate the likelihood and impact of low‑frequency, high‑severity threats; translate findings into resilient safety‑engineering requirements.
Collaborate across disciplines—investigations, engineering, policy—to embed statistical rigor into threat prioritization, guardrails, and product decisions.
Communicate insights through clear briefs, dashboards, and visualizations that drive executive action.
Own production pipelines in Python/JAX/PyTorch or R, using SQL or Spark‑like engines (DuckDB, BigQuery, Snowflake) and GPU/TPU acceleration where appropriate.

You might thrive in this role if you:

5+ years experience in a quantitative research, forecasting, or risk modeling role in finance, tech, safety, security, or public policy
Deep fluency in statistical inference, forecasting, uncertainty quantification, and decision modeling—especially under sparse or adversarial data conditions.
Demonstrated impact: you’ve shipped models that directly informed capital allocation, fraud prevention, incident response, or safety interventions.
Expertise with modern toolchains—NumPyro, TensorFlow Probability, PyMC, Darts, GluonTS/Chronos, sktime, PyOD 2.0, River, scikit‑survival—and readiness to evaluate emerging libraries as the field evolves.
Strong coding skills (Python/JAX/PyTorch or R) and data‑engineering fundamentals (SQL, Spark, data warehousing).
Crisp communicator able to influence multidisciplinary partners and executives.
Comfort navigating imperfect data and prioritizing under uncertainty in a rapidly changing threat landscape.

About OpenAI

OpenAI is an AI research and deployment company dedicated to ensuring that general-purpose artificial intelligence benefits all of humanity. We push the boundaries of the capabilities of AI systems and seek to safely deploy them to the world through our products. AI is an extremely powerful tool that must be created with safety and human needs at its core, and to achieve our mission, we must encompass and value the many different perspectives, voices, and experiences that form the full spectrum of humanity.

We are an equal opportunity employer, and we do not discriminate on the basis of race, religion, color, national origin, sex, sexual orientation, age, veteran status, disability, genetic information, or other applicable legally protected characteristic.

For additional information, please see OpenAI’s Affirmative Action and Equal Employment Opportunity Policy Statement.

Qualified applicants with arrest or conviction records will be considered for employment in accordance with applicable law, including the San Francisco Fair Chance Ordinance, the Los Angeles County Fair Chance Ordinance for Employers, and the California Fair Chance Act. For unincorporated Los Angeles County workers: we reasonably believe that criminal history may have a direct, adverse and negative relationship with the following job duties, potentially resulting in the withdrawal of a conditional offer of employment: protect computer hardware entrusted to you from theft, loss or damage; return all computer hardware in your possession (including the data contained therein) upon termination of employment or end of assignment; and maintain the confidentiality of proprietary, confidential, and non-public information. In addition, job duties require access to secure and protected information technology systems and related data security obligations.

To notify OpenAI that you believe this job posting is non-compliant, please submit a report through this form. No response will be provided to inquiries unrelated to job posting compliance.

We are committed to providing reasonable accommodations to applicants with disabilities, and requests can be made via this link.

OpenAI Global Applicant Privacy Policy

At OpenAI, we believe artificial intelligence has the potential to help people solve immense global challenges, and we want the upside of AI to be widely shared. Join us in shaping the future of technology.

","hiringOrganization":{"@type":"Organization","name":"OpenAI","sameAs":"https://openai.com/"},"jobLocation":{"@type":"Place","address":{"@type":"PostalAddress","addressLocality":"San Francisco","addressCountry":"United States","addressRegion":"North America"}}}},{"@type":"ListItem","position":35,"item":{"@type":"JobPosting","title":"Quantitative Analytics Analyst, CCM","datePosted":"2025-08-07","description":"

Come join our amazing team and work a hybrid work schedule in our office in Greenwich, CT!

The Quantitative Analytics Analyst will be responsible for supporting the company’s asset management business by using statistical methods and programming skills to process and analyze large mortgage data sets from various sources. Design portfolio-monitoring reports and modeling mortgage performances for pricing and risk applications. Daily tasks also include addressing issues emerging from a rapidly changing market environment. Perform all duties in accordance with the company’s policies and procedures, all US state and federal laws and regulations, where in the company operates. The target pay for this position is $70,000 - $90,000 + Annual Bonus. Pay is based on job-related knowledge, skills, experience, and other relevant factors.

What you'll do:

Source, process, and organize large-scale datasets related to residential assets and macroeconomic indicators.
Collaborate with senior analysts/associates to enhance or extend proprietary modeling and analytics frameworks.
Build, maintain, and present investor-facing and internal reports; field follow-up questions and refine analyses.
Develop and deploy analytical tools to automate routine portfolio-management tasks.
Coordinate with CCM teams, servicing and lending divisions, and third-party vendors to keep projects moving.
Respond promptly and accurately to ad-hoc data and analysis requests.
Build rapport with enterprise-wide business leaders and collaborate on strategic business initiatives.
Perform other duties as assigned.

What you'll need:

Bachelor’s degree with a major in a quantitative field such as mathematics, physics, statistics, computer science or engineering. A graduate degree is preferred but not required.
1–3 years of relevant experience at an investment bank or asset manager preferred; exceptional candidates with strong quantitative or programming skills will also be considered.
Solid statistical foundation and proficiency in Python for large-scale data analysis; experience with machine-learning techniques and modern AI applications is highly desirable.
Working knowledge of mortgage products is a plus.
Familiarity with big-data infrastructures and cloud-based development is a plus.
Comfortable working in Linux and cloud environments; Git version control and SQL skills are beneficial.
Proven ability to juggle multiple ad-hoc priorities with diligence and speed.
Highly motivated team player, quick learner, with excellent communication and organizational skills.

Our Company:

Carrington Capital Management, LLC (CCM) is an alternative asset management firm focused on control-based investing in the U.S. real estate, mortgage and fixed income markets. Through the mortgage loan servicing and property management operating affiliates, CCM is uniquely positioned to offer investment products that benefit from the operational resources and knowledge capital that flow across the Carrington platform. We provide investment strategies where our portfolio management team maintains an identifiable competitive advantage created by the firms’ resources, market expertise and local property market penetration. We hope you’ll consider joining our growing team of uniquely talented professionals as we transform residential real estate. To read more visit: carringtoncap.com.

What We Offer:

Comprehensive healthcare plans for you and your family. Plus, a discretionary 401(k) match of 50% of the first 4% of pay contributed.
Access to several fitness, restaurant, retail (and more!) discounts through our employee portal.
Customized training programs to help you advance your career.
Employee referral bonuses so you’ll get paid to help Carrington and Vylla grow.
Educational Reimbursement.
Carrington Charitable Foundation contributes to the community through causes that reflect the interests of Carrington Associates. For more information about Carrington Charitable Foundation, and the organizations and programs it supports through specific fundraising efforts, please visit: carringtoncf.org.

# LI-GV1

#Carrington

Company Description

Natixis in Portugal is a Centre of Expertise whose mission is to transform traditional banking by developing innovative solutions for the business, operations and work culture of Groupe BPCE worldwide.

The Centre of Expertise, based in Porto, currently has more than 2,400 employees from over 30 nationalities, organised in three main departments: Information Technology, Banking Support Activities and Compliance. These teams work in an integrated, inclusive and transversal way, supporting and creating value for all the business lines and platforms of the group. The project in Porto is one of the biggest investments in Human Resources ever made by Groupe BPCE worldwide.

A disruptive mindset and a culture of proximity and agility identify Natixis in Portugal Team and reflect the company's mission to transform traditional banking at a global scale: a perfect match in the Portuguese dynamics and entrepreneurial ecosystem.

In 2024, Top Employers Institute has awarded Natixis in Portugal the Top Employer Portugal accreditation for the second time. This certification recognizes excellence in people practices, following the example of our head office, in France, who was certified Top Employer France for the eight year in a row.

Job Description

Team presentation and main goal:

Within the Risk Management department, the \"Enterprise Risk Management\" (ERM) team is responsible for defining and developing all risk models, including:

Market, Credit, Counterparty, and Operational Risks
IFRS9 Provisions
Fair Value Adjustments and AVA
Stress Tests
Economic Capital

Main tasks and goals:

As a Quantitative Risk Analyst, you will be tasked with monitoring the performance of risk measurement methodologies and models (Credit, Market, and Counterparty) in a dynamic international environment, fostering constant exchanges with Risk Experts and the Front Office.

In your daily responsibilities, you will be required to:

Monitor the performance of internal models in compliance with procedures established by ERM Paris and supervisory guidelines.
Optimize analysis tools and methods to ensure increased efficiency in model monitoring, particularly through regular backtesting exercises.
Present performance monitoring results during model oversight committees (Model Ongoing Monitoring) both within GFS and at the BPCE Group level.
Ensure the updating of procedures and coordinate the review of backtesting results with Validation teams, in collaboration with quantitative analysts based in Paris.
Perform necessary calibrations following the conclusions of backtesting exercises.

You will work in an international environment, within a community of experts who prioritize excellence, impact, and collective action in everything they undertake.

Qualifications

Higher education degree (Master's/PhD or equivalent) in statistics and mathematics; engineering school or equivalent university with a specialization in Data Science)
+2 of Experience in Risk ( focusing on technical and regulatory aspects in the banking sector - preferably in Investment Banking) and/or consulting.
Advanced knowledge of Mathematics, statistics, and econometrics, complemented by excellent knowledge of SAS, Python, and C++ (will be a plus)
Fluency in English (mandatory)
Knowledge of banking operations (such as financing products or market products)
Knowledge of Regulatory requirements (EBA guidelines, CRR3, CRR4, etc.)
Advanced knowledge of Excel; Power BI; Pivot
Strong analytical skills, rigor, excellent written and oral presentation abilities, and autonomy
Great interpersonal skills that facilitate communication and presentation of work results to decision-makers, along with strong listening abilities

We will only consider English CV's.

Additional Information

Early morning. Campo 24 de Agosto. In 4 minutes, you are clocking in at the office. After grabbing a cup of coffee and fresh fruit, pick up your laptop and choose your spot for the day. It's going to be a busy one: French class before lunch and, just after, quick medical appointment at Natixis doctor's office. Lunch break. Outside in the big terrace (look at your crops at the Urban Garden; ready to harvest!) or, if you feel like stretching your legs, walk downtown to grab lunch.

Back inside. Quick sprint review (working together anywhere means virtual happy birthday to that colleague in Paris that just turned 35). The afternoon went flying (tasks, reports, calls, some jokes with your teammates). End it on a high note: just one PlayStation game or the final match for that ping-pong tournament.

Tomorrow, you complete that certified technical training and the day after, you will work from home, taking advantage to finally do that online course on Udemy. Once you are done with your tasks for the day, you can visit the office for a board games session or show up at the rehearsal of one of Natixis bands. If that is too steady for you, meet your colleagues to surf some waves or join them in a football match.

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Introduction:

Are you a highly skilled Quantitative Analyst seeking a challenging role at the heart of a global financial institution? Citi's Capital Analytics Quant team, part of the Front Office Quantitative Analytics (MQA) group in London, is looking for a talented individual to join its ranks. This role offers a unique opportunity to contribute to the development and support of critical cross-asset quantitative analytics related to capital requirements for the Markets Front Office.

Team/Role Overview:

The Capital Analytics Quant team within MQA plays a pivotal role in ensuring Citi's compliance with capital regulations (e.g., SACCR, Resolution) by developing sophisticated quantitative models and tools. You will be part of a dynamic and collaborative environment, working at the intersection of advanced financial mathematics, computer science, and regulatory requirements. This position offers significant exposure to various financial products and close collaboration with trading desks, structurers, and control functions across the firm.

What You'll Do:

Create, implement, and support cross-asset quantitative analytics related to capital requirements for Markets Front Office, including SACCR and Resolution.
Leverage a wide variety of mathematical and computer science methods and tools.
Develop pricing models using advanced financial mathematics, statistics, probability, and numerical techniques such as Monte Carlo Methods and partial differential equation solvers.
Implement solutions primarily using Python and C++ programming languages.
Provide direct support and collaborate closely with trading desks and structurers.
Work in close partnership with control functions to ensure appropriate governance and control infrastructure.
Contribute to building a culture of responsible finance, good governance, supervision, expense discipline, and ethics.
Appropriately assess risk/reward of transactions when making business decisions and ensure proper consideration for the firm’s reputation.

What We'll Need From You:

Proven experience in a comparable quantitative modeling or analytics role, ideally within the financial sector.
Excellent technical and programming skills in C++ and/or Python.
Strong financial product knowledge and understanding of related quantitative methods.
Consistently demonstrates clear and concise written and verbal communication skills.
MSc or PhD degree in a relevant quantitative subject.

What We Can Offer You:

Impactful Role: Contribute to critical regulatory initiatives related to capital requirements (e.g., SACCR, Resolution) in a front-office context.
Technical Excellence: Work with advanced mathematical and computer science methods, including Monte Carlo and PDE solvers, using Python and C++.
Collaboration: Support and collaborate directly with trading desks, structurers, and various control functions.
Career Growth: Develop deep expertise in capital analytics, financial modeling, and regulatory frameworks within a leading global financial institution.
Dynamic Environment: Be part of a highly skilled and collaborative MQA team in London.

If you are a highly motivated Quantitative Analyst with a strong background in financial modeling and programming, eager to contribute to cutting-edge capital analytics, we encourage you to apply.

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

Job Family Group:

Institutional Trading

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

Job Family:

Quantitative Analysis

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

Time Type:

Full time

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

Most Relevant Skills

Please see the requirements listed above.

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

Other Relevant Skills

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

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

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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":39,"item":{"@type":"JobPosting","title":"Quantitative Risk Modeling Analyst","datePosted":"2025-08-20","description":"

Description

This employer will not sponsor applicants for the following work visas: F-1 student, H-1B worker, O-1 worker, TN worker, E-3 worker. Applicants must be currently authorized to work in the United States on a full-time basis.

Implementation Analyst

The role is responsible for overseeing the implementation of CCAR, CECL, and BAU models as well as other non-modeled methodologies. The models and methodologies in scope cover the Retail, Commercial, and Securities portfolios. Role expectations include working and developing relationships across functional areas such as BSM, Lines of Business, and MRM. Other key responsibilities and expectations include:

Lead end-to-end implementation efforts for assigned models with a focus on developing modular and efficient code
Engage model developers to understand and implement required model functionality
Write, maintain, and enhance implementation documentation
Collaborate with MRM on validations and address any identified findings
Execute CCAR and Mid-Year stress testing runs

Basic Qualifications:

Master’s degree in quantitative field ( computer science- preferred )
1+ years of experience in statistical modeling using SQL, SAS, R and Python that may be a combination of work experience and/or study project.
1+ years of experience in machine learning and data mining
1+ years of experience with data visualization tools (Tableau is preferred) and MS Office components (Excel vlookup, pivot tables, macros)

, Bash

Preferred Qualifications:

Experience with distributed processing platforms such as Hadoop
Experience with the software development life cycle
Strong written and oral communication skills
Technically minded problem solver with an eye towards creating/developing automated processes
Strong programming skills, including SAS, SQL, Python/PySpark, Bash
Experience with version control systems, e.g., Git, Azure DevOps
Experience with data platforms, including Oracle, MS SQL Server, Snowflake
Experience with large data and creating efficient data tables

#LI-OFFICE

#LI-MK2

Exempt Status: (Yes = not eligible for overtime pay) (No = eligible for overtime pay)

Yes

Workplace Type:

Office

Our Approach to Office Workplace Type

Certain positions outside our branch network may be eligible for a flexible work arrangement. We’re combining the best of both worlds: in-office and work from home. Our approach enables our teams to deepen connections, maintain a strong community, and do their best work. Remote roles will also have the opportunity to come together in our offices for moments that matter. Specific work arrangements will be provided by the hiring team.

Huntington will not sponsor applicants for this position for immigration benefits, including but not limited to assisting with obtaining work permission for F-1 students, H-1B professionals, O-1 workers, TN workers, E-3 workers, among other immigration statuses. Applicants must be currently authorized to work in the United States on a full-time basis.

Huntington is an Equal Opportunity Employer.

Tobacco-Free Hiring Practice: Visit Huntington's Career Web Site for more details.

Note to Agency Recruiters: Huntington will not pay a fee for any placement resulting from the receipt of an unsolicited resume. All unsolicited resumes sent to any Huntington colleagues, directly or indirectly, will be considered Huntington property. Recruiting agencies must have a valid, written and fully executed Master Service Agreement and Statement of Work for consideration.

","hiringOrganization":{"@type":"Organization","name":"Huntington National Bank","sameAs":"https://www.huntington.com/"},"jobLocation":{"@type":"Place","address":{"@type":"PostalAddress","addressLocality":"Gateway Center Cols Oh, United States","addressCountry":"United States","addressRegion":"North America"}}}},{"@type":"ListItem","position":40,"item":{"@type":"JobPosting","title":"Lead Quantitative Analyst, Computer Vision","datePosted":"2025-07-02","description":"

Title: Lead Quantitative Analyst, Computer Vision
Department: Baseball Research & Development
Reports to: Director, Predictive Modeling
Status: Regular Full-Time
Location: Philadelphia, PA; also open to Remote

Job Description

As a Lead Quantitative Analyst, Computer Vision, you help shape the future of Phillies Baseball Operations by building computer vision models and pipelines to construct predictive metrics and output that improve our player evaluation forecasts and player development capabilities. Using cutting-edge computer vision methodologies and techniques, you weaponize the depth and breadth of video available across all player performance settings by extracting meaningful signal for downstream models and analysis. Join a team doing cutting-edge research on problems throughout the game of baseball, with the unique opportunity to add your computer vision skillset to the team

Responsibilities

Construct computer vision models using available image and video data to extract signal for use in predictive models and other analyses
Communicate with software engineers and other quantitative analysts to ensure computer vision model output aligns with the needs of downstream models and applications
Collaborate with departmental leadership to maintain and grow our computer vision research roadmap
Work with our Infrastructure and Machine Learning Engineering team to build robust, scalable, and maintainable pipelines for computer vision solutions

Required Qualifications

Possess or are pursuing a BS, MS or PhD in Machine Learning, Computer Science, or related or equivalent practical experience
Demonstrated experience or a public portfolio of applied computer vision work leveraging open-source frameworks such as PyTorch, TensorFlow, Keras, OpenCV, etc.
Willingness to work as part of a team on complex projects
Proven leadership and self-direction

Preferred Qualifications

Familiarity with best practices in machine learning operations (Git, Docker, MLFlow or the equivalent)
Knowledge of the state of public baseball analytics research

","hiringOrganization":{"@type":"Organization","name":"Philadelphia Phillies","sameAs":"https://www.mlb.com/phillies"},"jobLocation":{"@type":"Place","address":{"@type":"PostalAddress","addressLocality":"Philadelphia, PA","addressCountry":"United States","addressRegion":"North America"}}}},{"@type":"ListItem","position":41,"item":{"@type":"JobPosting","title":"Market Risk VP Quantitative Analyst","datePosted":"2025-08-07","description":"Market Risk VP Quantitative Analyst

Country: United States of America

Your Journey Starts Here:

Santander is a global leader and innovator in the financial services industry. We believe that our employees are our greatest asset. Our focus is on fostering an enriching journey that empowers you to explore diverse career opportunities while nurturing your personal growth. We are committed to creating an environment where continuous learning and development are prioritized, enabling you to thrive both professionally and personally. Here, you will find ample opportunities to connect and collaborate with talented colleagues from around the world, sharing insights and driving innovation together. Join us at Santander, where you are supported by a culture of engagement and a commitment to your success.

An exciting journey awaits, if you are interested in exploring the possibilities We Want to Talk to You!

Job Description Summary:

We are looking for a highly skilled and motivated Quantitative Analyst to join our Market Risk team. The ideal candidate will have strong technical expertise in fixed income quantitative finance and securitized product modeling, along with a deep understanding of market risk measures and regulatory requirements.
This role requires proficiency in Python, R, MATLAB, or SQL, as well as the ability to develop and deliver high-quality technical documentation. The successful candidate will combine analytical rigor with programming skills to support risk management and financial modeling initiatives.

Essential Functions/Responsibility Statements:

Independent Model Assessment and Testing:

Conduct qualitative and quantitative assessment of risk models, ensuring data quality, theoretical soundness, and ongoing performance testing.
Perform independent testing of model assumptions and assess conceptual robustness.
Utilize statistical and machine learning techniques to analyze model risks and validate outputs.
Evaluate emerging risks, reach conclusions on strengths and limitations of the model, and provide recommendations to enhance model resilience.
Engage in continuous dialogue with model developers, risk managers, and business stakeholders.
Prepare detailed Model Development Documentation (MDD) to ensure regulatory compliance.

Risk Analytics & Model Development:

Develop, test, and enhance risk analytics frameworks for new financial products.
Implement infrastructure improvements to support new risk analytics models, including performance monitoring controls.
Conduct quantitative research to refine model assumptions and identify areas for improvement.
Implement model changes, enhancements, and remediation plans to align with regulatory expectations.

Stakeholder Communication & Regulatory Compliance:

Collaborate with key stakeholders, including trading desks, IT, global and local risk management teams, and model validation units.
Effectively communicate validation results and risk insights to both technical and non-technical audiences, including regulatory bodies.
Ensure all models comply with internal governance and regulatory guidelines (Basel III, SR 11-7, CCAR, FRTB).

Qualifications: To perform this job successfully, an individual must be able to perform each essential duty satisfactorily. The requirements listed below are representative of the knowledge, skill, and/or ability required. Reasonable accommodations may be made to enable individuals with disabilities to perform the essential functions.

Master's or Ph.D. in a quantitative field such as Finance, Physics, Mathematics, Business, Engineering or a related discipline with a modeling background.
5-7+ years of experience in market risk model development and/or validation within the financial services industry is highly desired.
Experience with pricing and risk models for fixed income products – particularly securitized products, MBS, RMBS, Agency, Non-Agency, Residential, Commercial, Asset Backed Securities.
Deep understanding of market risk measures, concepts, and regulatory rules: VaR, Greeks, and Model Validation Testing.
Strong analytical skills required to understand quantitative models.
Strong knowledge and understanding of the fixed income products.
Strong analytical skills with the ability to understand and evaluate complex quantitative models.

Technical Skills:

Hands-on experience with one or more of Python, R, MATLAB, and SQL
Advanced Python programming (NumPy, Pandas, SciPy)
Statistical modeling and machine learning.
Risk modeling frameworks, financial time series analysis.
Strong foundation in stochastic calculus, Monte Carlo simulations, and numerical methods.
Experience with vendors such as PolyPaths, Numerix, Bloomberg, Mortgage Data is a plus.

Soft Skills:

Excellent communication skills to interact with trading desks, risk teams, and regulatory stakeholders.
Excellent written and verbal communication skills, with the ability to translate complex quantitative concepts into actionable insights for senior management.

EEO Statements: At Santander, we value and respect differences in our workforce. We actively encourage everyone to apply.

Santander is an equal opportunity employer. All qualified applicants will receive consideration for employment without regard to race, color, religion, sex, sexual orientation, gender identity, national origin, genetics, disability, age, veteran status or any other characteristic protected by law.

Working Conditions: Frequent Minimal physical effort such as sitting, standing and walking. Occasional moving and lifting equipment and furniture is required to support onsite and offsite meeting setup and teardown. Physically capable of lifting up to fifty pounds, able to bend, kneel, climb ladders.

Employer Rights: This job description does not list all of the job duties of the job. You may be asked by your supervisors or managers to perform other duties. You may be evaluated in part based upon your performance of the tasks listed in this job description. The employer has the right to revise this job description at any time. This job description is not a contract for employment and either you or the employer may terminate at any time for any reason.

What Else You Need To Know:

The base pay range for this position is posted below and represents the annualized salary range. For hourly positions (non-exempt), the annual range is based on a 40-hour work week. The exact compensation may vary based on skills, experience, training, licensure and certifications and location.

Base Pay Range

Minimum:

$120,000.00 USD

Maximum:

$205,000.00 USD

Link to Santander Benefits:

Santander Benefits - 2025 Santander OnGoing/NH eGuide (foleon.com)

Risk Culture:

We embrace a strong risk culture and all of our professionals at all levels are expected to take a proactive and responsible approach toward risk management.

EEO Statement:

At Santander, we value and respect differences in our workforce. We actively encourage everyone to apply. Santander is an equal opportunity employer. All qualified applicants will receive consideration for employment without regard to race, color, religion, sex, sexual orientation, gender identity, national origin, genetics, disability, age, veteran status or any other characteristic protected by law.

Working Conditions:

Frequent minimal physical effort such as sitting, standing and walking is required for this role. Depending on location, occasional moving and lifting light equipment and/or furniture may be required.

Employer Rights:

This job description does not list all of the job duties of the job. You may be asked by your supervisors or managers to perform other duties. You may be evaluated in part based upon your performance of the tasks listed in this job description. The employer has the right to revise this job description at any time. This job description is not a contract for employment and either you or the employer may terminate your employment at any time for any reason.

What To Do Next:

If this sounds like a role you are interested in, then please apply.

We are committed to providing an inclusive and accessible application process for all candidates. If you require any assistance or accommodation due to a disability or any other reason, please contact us at TAOps@santander.us to discuss your needs.

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Application Deadline:

09/29/2025

Address:

100 King Street West

Job Family Group:

Data Analytics & Reporting

Join the Quantitative Engineering team at BMO Global Markets and take your skills to the next level! As a member of our team, you will have the unique opportunity to enhance the analytics library used in trading applications across Global Markets. In addition to collaborating closely with quants on the analytics library, you will also contribute to the development of critical trading tools and infrastructure.

In this role, your focus will be on applications that work with real-time trade and market data for live risk calculations. Following our DevOps model, we believe in a hands-on approach, where team members take ownership of their work from start to finish. We place strong emphasis on testing, automation, metrics, and monitoring, which allows us to develop and run a large portfolio of trading tools. We are seeking for curious, motivated, and technically minded new graduates or early-career developers to join our team in building the next generation of trading tools and analytics applications.

At BMO Global Markets, we believe in accountability. As a member of our team, you will directly interact with and be accountable to the trading desks that use the applications we build. Your contributions will directly impact their success.

This is a fantastic opportunity to work alongside experienced developers and quants, gaining hands-on experience with real-time trading systems, market data, and risk calculations. You’ll be part of a collaborative team that values learning, clean code, and ownership of work—from development to deployment.

Qualifications:

Are completing or have recently completed a degree in Computer Science, Engineering, Math, or a related technical field.
Have basic knowledge of C# or a similar programming language.
Are familiar with software development principles (object-oriented design, version control, testing)
Are excited to learn new technologies and contribute to real-world projects.
Have strong problem-solving skills and enjoy working in a team.

Responsibilities:

Design and develop high-performance software applications using C#.
Implement monitoring and logging solutions using Prometheus, Grafana and Kibana
Participate in code reviews, unit testing and other quality assurance activities.
Work collaboratively with cross-functional teams to develop and deploy new features.
Maintain and support existing applications and systems.
Stay up to date with the latest industry trends and emerging technologies to ensure that our products remain competitive and innovative.

Core Technologies

• Programming Languages: C#, JavaScript, Python

• Operating Systems: Windows, Linux

• Container Orchestration: Kubernetes

• Monitoring and Logging: Prometheus, Grafana, Kibana

• CI/CD Tools: Jenkins, Git, Gitlab, Ansible

Nice to have:

• Interest in financial markets, trading systems, or derivatives

• Experience with Linux and/or Windows development environments

Skill Testing
To ensure that we attract top talent, we require all applicants to complete a skill testing problem. Please solve the following coding challenge:
https://coderbyte.com/sl-candidate?promo=bankofmontreal-e134q:software-engine-shhlhqhkt9
Important: Applications that do not include a working solution to the above problem will not be considered. Make sure to include your solution in your application to demonstrate your coding skills and problem-solving abilities.
If you are a highly motivated and detail-oriented individual with a passion for software development, we encourage you to apply for this exciting opportunity.

Salary:

$95,000 CAD

Salary:

$54,600.00 - $101,400.00

Pay Type:

Salaried

The above represents BMO Financial Group’s pay range and type.

About Us

To find out more visit us at https://jobs.bmo.com/ca/en.

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FX Services is a global Product and Trading business that provides spot and forward FX services to clients of various J.P. Morgan businesses – Securities Services, Payments, Commercial Bank, Merchant Solutions, Consumer and Business Bank, and the Private Bank. Services provided include execution of client instructed FX transactions related to corporate payments, securities trades, dividend and income receipts, corporate actions and related instructions.

As an Associate, Quantitative Analyst within FX Services, will be part of the Front Office Product team responsible for designing and implementing analytics tools, which will drive market leading client solutions, and perform ad-hoc analysis on large data sets to aid with client pitches. You will be playing a pivotal role in advancing cutting-edge analytics, driving our client solutions, and generating new revenue opportunities.

The team works closely with Sales, Trading, Operations, Technology, and partners across Markets and Securities Services to develop and deliver these solutions.

Job responsibilities:

Develop and maintain strong partnerships with Sales, Trading, Securities Services, and other key stakeholders to identify how analytics can enhance revenue generation and improve the overall product offering
Identify where quantitative techniques can be used to develop new business opportunities or improve client experience
Conduct transaction cost analysis to clearly demonstrate the value of our products to clients
Work independently to develop and pilot analytics solutions
Build data visualizations to effectively communicate data insights internally and to clients
Drive the evolution of our technology by proposing and developing innovative applications and new platform features
Execute ad hoc data mining tasks and respond promptly to requests

Required qualifications, capabilities, and skills:

You have a strong academic background in a STEM discipline such as Financial Engineering, Applied Mathematics, Physics, Engineering, and Computer Science
You have proven ability to analyze large data sets and draw useful (commercial) conclusions
You have proven experience with coding (preferably Python) and data science tools
You have experience with data visualization tools like Tableau, QlikSense, Power BI or similar platforms
You have ability to analyze and apply advanced statistical methods across large data sets
You are highly motivated and be able to collaborate effectively combined with a practical approach to problem solving, ability to explain complex topics to a diverse range of audiences
You have a great team skills but must be a self-starter and have ability to work in dynamic environment
You have a passion for understanding data and communicating insights to the wider team

Preferred qualifications, capabilities, and skills:

You demonstrate Knowledge of Foreign Exchange products and Markets

\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":44,"item":{"@type":"JobPosting","title":"Senior Specialist: Quantitative Analyst (VP)","datePosted":"2025-08-05","description":"

Empowering Africa’s tomorrow, together…one story at a time.

With over 100 years of rich history and strongly positioned as a local bank with regional and international expertise, a career with our family offers the opportunity to be part of this exciting growth journey, to reset our future and shape our destiny as a proudly African group.

Job Summary

As a senior manager the expectation is to perform model validations, and lead other analysts in their validation work, in accordance with the model risk policy, framework and standards for the specific model type.

Within validation the incumbent will conduct validations on a diverse range of AGL models, produce validation reports, negotiate the findings & actions with internal and external stakeholders and influence the continuous improvement of model quality & use. In addition to performing own validation, as a senior manager, you will be expected to lead, guide, assist and development junior validation analysts in the performance of their assigned work. These areas make use of a wide range of models (Regulatory Capital, Economic Capital, impairments, pricing, behavioral, application, stress-testing, valuation, derivatives, insurance risk, etc.) and cover products used across all of AGLs business units.
This role is ideal for a candidate that wants to develop multi-dimensional skillset, is looking for a role that provides great visibility within the firm, exposure to managing others and wants to be in a position that will promote big-picture strategic thinking.

Job Description

Accountability: Model Validation/Monitoring

Execute validation/monitoring of models assigned to you by following each step in accordance to the IVU process. Specifically, ensure that all information required for the validation/monitoring is available on time, as received from Model Owner (MO) and/or Model Development (MD).
Ensure submission and completion milestones have been communicated to relevant stakeholders for the models assigned to you.
Complete assigned models on time according to the IVU planning schedule.
Use agreed templates and tools.
Validate/monitor models in accordance to internal and external requirements (e.g. as set out in the Group Model Risk Policy - GMRP and associated standards, Basel regulations, Prudential Authority - PA regulations long-forms, IFRS9, etc.).
Strive for a computationally accurate analysis which does not require recalculation as part of management review.
Strive to produce a quality report requiring minimum corrections as part of management review. Ensure the report is palatable for the intended audience.
Clearly document model recommendations/findings and relevance thereof to model use and portfolio decision making. Agree resolution actions and resolution timelines with affected counterparties and document these in the report. Focus on significant findings and minimize the number of significant findings missed as part of the process.
Ensure that all findings that are resolved are evidenced and that you have checked and recorded as such.
Give input into the following processes: Annual PA Self-Assessment, Long Form Audits, etc.
Provide input into improving qualitative and quantitative measures used to measure model performance and model risk.
Deliver ad-hoc and management requests timeously and to the required standard of quality.
Present validation/monitoring outcome and findings at forums when required.
Good writing and communication skills for presentation to Executives.

Accountability: Supervisory

Supervise/assist analysts (AVPs) to ensure timeous and quality delivery of validation/monitoring outputs. Be consistent in terms of guidance and standards.
Ensure the analysts (AVPs) follow each step in accordance to the IVU process.
Review tests/analyses as completed by analyst and ensure all testing areas are adequately assessed.
Review reports for completeness, accuracy and relevance, ensuring a quality report requiring minimum corrections as part of line manager review.
Set up feedback sessions/checkpoints, implement all feedback, or acknowledge and reason why feedback was not implemented.
Accountability for project milestone, control and outcome management.
Ensure significant findings are identified and discussed early in the process.
Offer technical and professional guidance to less experienced staff.
Drive the achievement of key objectives, as specified by IVU management.
Drive professional (softer skills) development of less experienced staff.

Accountability: Management of Stakeholder Relationships

Maintain a professional relationship with all stakeholders. These include, but are not limited to, model owners, model developers, model approvers and audit.
Effective communication of model findings to all stakeholders.
Either address (where able and competent) or escalate material concerns or bottlenecks to line manager (or relevant stakeholder) as early as possible to enable actions to be taken pre-emptively.
Constructively challenge models and related processes. Engage with the stakeholders to get their perspective.
On an ongoing basis, interact with internal stakeholders (e.g. model developers, IVU colleagues, model owners, model implementation, business representatives, etc.) to ensure common understanding of findings and concepts.
Guide internal counterparties through relevant regulatory, policies, standards, sites and governance requirements.

Accountability: Development of Technical and Product Knowledge

Develop own technical knowledge, regulatory/policy knowledge and softer skills independently from scheduled team training.
Exposure to diverse range of models across different business areas.
Be involved with new developments and initiatives within the bank.
Shares own knowledge on informal and formal basis; support team’s overall development.
Create a positive, engaging and challenging working environment.
Drive best practice sharing and standardization across Absa Group.
Proactively identify and escalate any conceptual or big picture risks (incl. changes to the regulatory landscape) in respect of IVU and AGL.
Facilitate investigation and implementation of controls within other units to maximize early detection and mitigation of model risk.
Provide assistance to research projects conducted by students from different universities.
Strive to receive regular 360 feedback to facilitate sight of blind spots and develop oneself.
Actively seek to understand management and stakeholders need first, communicate to be aware of changes in needs and deliver to meet these needs.
Attend and actively participate in citizenship/training events.
Actively manage soft skills development.
Ensure simple administrative issues are addressed adequately and within agreed timelines - such as performance review process, completion of assigned training etc.
Work with managers in the team to achieve excellent business results through continuous people development and mentoring activities.

Behaviorally, focus on the following:

Be objective and factual in terms of one’s opinion/communications.
Be open-minded in interactions. Be prepared to listen and be challenged.
Be supportive and helpful.
Be risk-focused.
Understand stakeholders’ needs.
Involved in the recruiting process of AVPs around IVU. Conducting first round interviews with senior VPs.

Preferred Education

B.Sc. Honours/ Masters Degree in Statistics, Econometrics, Mathematics, Actuarial science or other quantitative fields.

Preferred Experience:

Minimum 6 years of relevant experience in risk modelling, risk model validation and/or risk analytics.
Previous exposure to models and model risk is an advantage.

Knowledge and Skills:

Proficient in MS Excel
Proficiency in MS Office Suite
Proficient in programming, e.g. SAS, VBA, MATLAB, C++, R, and Python.
An exceptional technical quantitative skillset
Experience in leading teams/projects and taking accountability for delivery through others

Education

Bachelor`s Degrees and Advanced Diplomas: Business, Commerce and Management Studies (Required)

Absa Bank Limited is an equal opportunity, affirmative action employer. In compliance with the Employment Equity Act 55 of 1998, preference will be given to suitable candidates from designated groups whose appointments will contribute towards achievement of equitable demographic representation of our workforce profile and add to the diversity of the Bank.

Absa Bank Limited reserves the right not to make an appointment to the post as advertised

","hiringOrganization":{"@type":"Organization","name":"Absa Group","sameAs":"https://www.absa.africa/"},"jobLocation":{"@type":"Place","address":{"@type":"PostalAddress","addressLocality":"Absa Towers West, South Africa","addressCountry":"South Africa","addressRegion":"Africa"}}}},{"@type":"ListItem","position":45,"item":{"@type":"JobPosting","title":"Intern Analyst- Quantitative Analytics Profile","datePosted":"2025-08-06","description":"

About this role:

Wells Fargo is seeking a Quantitative Analytics Program Intern for 2026 campus program. We believe in the power of working together because great ideas can come from anyone. Through collaboration, any employee can have an impact and make a difference for the entire company. Explore opportunities with us for a career in a supportive environment where you can learn and grow

In this role, you will:

Participate in formal internship program and workshops for low complexity initiatives within Internship Program
Review various assignments to become familiar with policies and procedures for which answers can be quickly obtained, related to low-to-medium risk tasks and deliverable
Receive direction from a manager and exercise independent judgment while developing understanding of compliance and risk management requirements for the supported area
Collaborate and consult with peers, colleagues and managers to resolve issues and achieve goals

Required Qualifications:

6+ months of work experience, or equivalent demonstrated through one or a combination of the following: work experience, training, military experience, education

Posting End Date:

7 Aug 2025

*Job posting may come down early due to volume of applicants.

We Value Equal Opportunity

Wells Fargo is an equal opportunity employer. All qualified applicants will receive consideration for employment without regard to race, color, religion, sex, sexual orientation, gender identity, national origin, disability, status as a protected veteran, or any other legally protected characteristic.

Employees support our focus on building strong customer relationships balanced with a strong risk mitigating and compliance-driven culture which firmly establishes those disciplines as critical to the success of our customers and company. They are accountable for execution of all applicable risk programs (Credit, Market, Financial Crimes, Operational, Regulatory Compliance), which includes effectively following and adhering to applicable Wells Fargo policies and procedures, appropriately fulfilling risk and compliance obligations, timely and effective escalation and remediation of issues, and making sound risk decisions. There is emphasis on proactive monitoring, governance, risk identification and escalation, as well as making sound risk decisions commensurate with the business unit’s risk appetite and all risk and compliance program requirements.

Candidates applying to job openings posted in Canada: Applications for employment are encouraged from all qualified candidates, including women, persons with disabilities, aboriginal peoples and visible minorities. Accommodation for applicants with disabilities is available upon request in connection with the recruitment process.

Applicants with Disabilities

To request a medical accommodation during the application or interview process, visit Disability Inclusion at Wells Fargo.

Drug and Alcohol Policy

Wells Fargo maintains a drug free workplace. Please see our Drug and Alcohol Policy to learn more.

Wells Fargo Recruitment and Hiring Requirements:

a. Third-Party recordings are prohibited unless authorized by Wells Fargo.

b. Wells Fargo requires you to directly represent your own experiences during the recruiting and hiring process.

","hiringOrganization":{"@type":"Organization","name":"Wells Fargo","sameAs":"https://www.wellsfargo.com/"},"jobLocation":{"@type":"Place","address":{"@type":"PostalAddress","addressLocality":"110380-IND-BENGALURU-INTL BLR Twr-1&2 CARNATION, India","addressCountry":"India","addressRegion":"Asia/Pacific"}}}},{"@type":"ListItem","position":46,"item":{"@type":"JobPosting","title":"Sr. Quantitative Analyst - Sr. Associate","datePosted":"2025-08-04","description":"

We are seeking a top-tier Sr. Quantitative Analyst to join our team of high-caliber data scientists and quantitative analysts. The Chase Auto Data & Analytics team unifies data and analytics talent across Chase to responsibly leverage data to build competitive advantages for our businesses with value and protection for customers.

As a Sr. Quantitative Analyst within the Chase Auto Data & Analytics team, you will be part of a high-caliber analytics team charged with the responsibility of driving business performance using insightful data analytics and reporting. Our culture values pragmatism, honesty, and simplicity to solve hard problems the right way. We believe that analytics should drive business decisions across the company to keep our products simple, valuable, and delightful.

The Auto D&A team utilizes data, analytics, visualization, and advanced analytics to drive meaningful impacts for our customers, dealers, and partners. We approach problems inquisitively and with a desire to find solutions in our data.

Job Responsibilities:

Leverage technical skills to develop SQL code to mine large complex data sets (via Toad, Alteryx, etc.)
Use critical thinking skills to learn the business process, identify ROE opportunities, and use analytics to develop initiatives to capitalize on those opportunities
Create analytical or statistical models (e.g., Python) as a solution when a business opportunity is identified
Harness leadership skills which allow you to work independently, take ownership, and accountability of the projects assigned to you
Align to evolving business priorities and deliver on strategic solutions that drive successful execution on those priorities
Design and develop rich visualization dashboards that efficiently summarize performance metrics and KPIs and provide self-serve capability to the end-users in intuitive and meaningful ways
Coordinate with multiple business partners to ensure that all business needs and projects are appropriately identified, prioritized, and executed. Manage delivery in agile format
Provide strategic partnership on executing on data strategy that promotes modern data architecture, governance, and democratization of data access

Required Qualifications, Capabilities, and Skills:

Bachelor’s degree in Computer Science, Information Technology, Engineering, Statistics, Economics, or other relevant field and 5 years of relevant work experience. Advanced degree is preferred.
Strong oral and written communication skills to clearly communicate solutions/recommendations to end users
Track record of executing large-scale automation initiatives using data exploration, enrichment, and preparation tools such as Alteryx
Subject matter expertise in data visualization tools such as Tableau and ability to identify best practices and uphold highest standards of quality in dashboards and analytical solutions
Experience with big data technologies and programming languages including Python, Spark, or Scala.
Solid proficiency in developing reporting solutions and providing data analytics.
Ability to perform independent research and discovery around data environments, processes, and tools and provide impactful solutions
Ability to adapt to new technologies and data tools and work independently as well as within a cooperative, team environment
Ability to manage execution and delivery of multiple projects in an agile manner and adapt to changing business priorities while still meeting delivery deadlines.

Preferred Qualifications, Capabilities, and Skills:

Advanced degree in a relevant field
Experience in modernizing reporting and analytics delivery infrastructure
Ability to foster innovation including Big Data technologies along with the development of programs to train and enhance associate skillsets

*** Relocation assistance is not available for this role.

Chase is a leading financial services firm, helping nearly half of America’s households and small businesses achieve their financial goals through a broad range of financial products. Our mission is to create engaged, lifelong relationships and put our customers at the heart of everything we do. We also help small businesses, nonprofits and cities grow, delivering solutions to solve all their financial needs.

Equal Opportunity Employer/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":47,"item":{"@type":"JobPosting","title":"Algo Quantitative Analyst - VP - SVP","datePosted":"2025-08-05","description":"

Position Overview: Jefferies is looking to find a skilled quantitative analyst to join our electronic trading solutions team. This role will focus on developing and optimizing algorithms for our equities business while engaging directly with client to understand their needs and deliver tailored solutions.

Responsibilities:

Design, optimize and implement tailored quantitative trading algorithms for clients to enhance their trading efficiency and performance.
Work closely with clients to understanding their trading strategies, scope, and requirements, ensuring we provide them with tailored insights and solutions that leverage our quant capabilities.
Utilize SQL, R and other programing languages to analyze datasets, identify market trends to support trading decisions.
Develop scripts to automate trading processes and improve our operational efficiency.
Work closely with the traders and developers to ensure integration of algos into the trading platform.
Continuously monitor and evaluate the performance of trading strategies, adjust as needed based on client requirements and market conditions.

Qualifications:

Bachelor’s or higher in a quantitative field such as Mathematics, statistics, financial engineering or computer science.
Significant experience in quantitative analyst, specifically within electronic trading or market making field .
Proficiency in SQL, R and other programing languages .
Familiarity with scripting languages like Python, Javacript Etc.
Strong statistics and mathematic skills
Ability to face clients, strong communications both verbal and written
Ability to navigate challenges in a complex and fast-paced environment
Fluency in English is a must, other languages considered beneficial.

Jefferies Financial Group Inc. (‘‘Jefferies,’’ ‘‘we,’’ ‘‘us’’ or ‘‘our’’) is a U.S.-headquartered global full service, integrated investment banking and securities firm. Our largest subsidiary, Jefferies LLC, a U.S. broker-dealer, was founded in the U.S. in 1962 and our first international operating subsidiary, Jefferies International Limited, a U.K. broker-dealer, was established in the U.K. in 1986. Our strategy focuses on continuing to build out our investment banking effort, enhancing our capital markets businesses and further developing our Leucadia Asset Management alternative asset management platform. We offer deep sector expertise across a full range of products and services in investment banking, equities, fixed income, asset and wealth management in the Americas, Europe and the Middle East and Asia.

At Jefferies, we believe that diversity fosters creativity, innovation and thought leadership through the infusion of new ideas and perspectives. We have made a commitment to building a culture that provides opportunities for all employees regardless of our differences and supports a workforce that is reflective of the communities where we work and live. As a result, we are able to pool our collective insights and intelligence to provide fresh and innovative thinking for our clients.

Jefferies is an equal employment opportunity employer, and takes affirmative action to ensure that all qualified applicants will receive consideration for employment without regard to race, creed, color, national origin, ancestry, religion, gender, pregnancy, age, physical or mental disability, marital status, sexual orientation, gender identity or expression, veteran or military status, genetic information, reproductive health decisions, or any other factor protected by applicable law. We are committed to hiring the most qualified applicants and complying with all federal, state, and local equal employment opportunity laws. As part of this commitment, Jefferies will extend reasonable accommodations to individuals with disabilities, as required by applicable law.

","hiringOrganization":{"@type":"Organization","name":"Jefferies","sameAs":"https://www.jefferies.com/"},"jobLocation":{"@type":"Place","address":{"@type":"PostalAddress","addressLocality":"Hong Kong","addressCountry":"Hong Kong","addressRegion":"Asia/Pacific"}}}},{"@type":"ListItem","position":48,"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

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Job Family Group:

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Job Family:

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Time Type:

Full time

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Primary Location:

New York New York United States

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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.

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Anticipated Posting Close Date:

Sept 26, 2025

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

","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":49,"item":{"@type":"JobPosting","title":"Quantitative Analytics Lending Analyst, CCM","datePosted":"2025-08-07","description":"

Come join our amazing team and work a hybrid work schedule in our office in Greenwich, CT!

The Quantitative Analytics Lending Analyst will be responsible for helping to reshape and elevate the company’s residential mortgage lending data analysis including marketing and customer engagement to pricing analytics, P&L, and market-trend insights, while modernizing the company’s analytics toolkit. Leverage and bridge the company’s investor-grade analytics platform with our lending affiliate: adapting Carrington Capital Management’s proprietary models and tools for lending use cases, integrating lending performance back into the company’s ecosystem, and driving actionable insights for capital-markets and investor initiatives. Perform all duties in accordance with the company’s policies and procedures, all US state and federal laws and regulations, where in the company operates. The target pay for this position is $80,000 - $150,000 + Annual Bonus. Pay is based on job-related knowledge, skills, experience, and other relevant factors.

What you'll do:

End-to-end data ownership: Clean, reorganize, and harmonize loan-origination, servicing, marketing, and customer datasets to extract actionable signals and performance metrics.
Tool & model adaptation: Write wrappers and interfaces to deploy CCM’s existing pricing, prepayment, and credit-risk models within the lending platform.
Analytics integration: Feed lending performance and P&L results back into CCM’s analytics ecosystem to close the loop and inform investor reporting.
Reporting & dashboards: Develop and maintain self-service dashboards and reports to track key lending metrics - recapture rates, marketing ROI, pricing variance, P&L attribution, and market trends.
Performance reporting: Prepare, present, and explain performance reports to senior lending management; gather and analyze feedback from loan officers to refine analytics and strategies.
Strategic partnerships: Collaborate with pricing, portfolio, investor-relations, and capital-markets teams to translate analytics into lending strategies and execute investor-driven initiatives.
Ecosystem modernization: Automate data pipelines, standardize definitions across CCM and lending systems, and deploy scalable analytics tools.
Cross-functional liaison: Work with IT, CRM, operations, and third-party vendors to ensure data quality and timely delivery of insights.
Ad-hoc analysis: Respond rapidly to one-off requests from senior management, investors, and affiliated divisions.
Perform other duties and projects as assigned.

What you'll need:

Bachelor’s or advanced degree in a quantitative field (e.g., Mathematics, Statistics, Computer Science, Engineering, Finance).
A minimum of one year of hands-on experience in mortgage-lending analytics, capital-markets analytics, or a related role; exceptional analysts with strong programming skills will also be considered.
Strong Python and SQL skills for data extraction, transformation, and analysis; familiarity with machine-learning techniques is highly desirable.
Proven ability to adapt and deploy proprietary quantitative models—experience writing wrappers or APIs to integrate analytics pipelines.
Demonstrated aptitude for working with and organizing unstructured or messy marketing/customer data: data-cleaning, ETL, and signal-extraction expertise required.
Experience building self-service dashboards or reporting tools (e.g., Tableau or similar).
Solid working knowledge of loan-origination and servicing workflows, including mechanisms for recapturing existing customers.
Excellent communication skills: able to translate complex analytics into clear, actionable insights for non-technical stakeholders.
Highly organized, self-motivated, and adept at juggling multiple high-priority projects in a fast-paced environment
Excellent skills in mathematics and statistics.
Hands-on experience using Python and various statistical packages to process and analyze large data sets.
Ability to apply popular machine learning techniques with reasonable understanding of their underlying algorithms.
Strong SQL and Python skills for data extraction and analysis.
Experience with Linux environments is preferred.
Highly motivated, team-oriented, a quick learner with good communication skills.
Strong organizational skills and time management skills to perform multiple tasks within limited time frames.

Our Company:

What We Offer:

Comprehensive healthcare plans for you and your family. Plus, a discretionary 401(k) match of 50% of the first 4% of pay contributed.
Access to several fitness, restaurant, retail (and more!) discounts through our employee portal.
Customized training programs to help you advance your career.
Employee referral bonuses so you’ll get paid to help Carrington and Vylla grow.
Educational Reimbursement.
Carrington Charitable Foundation contributes to the community through causes that reflect the interests of Carrington Associates. For more information about Carrington Charitable Foundation, and the organizations and programs it supports through specific fundraising efforts, please visit: carringtoncf.org.

# LI-GV1

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Development Value:

As an opportunity to work in a fast-paced environment and as a member of a quant group that is responsible for research and development of cutting-edge algorithmic trading strategies, this position offers the opportunity to combine strong quantitative, technical, and soft skills to foster innovation in a collaborative team culture. It is an opportunity to be involved in challenging new initiatives, learn the latest developments in the Electronic Trading domain and be part of Citi’s growing Equity Trading franchise.

Responsibilities:

Improve Algorithmic Trading Algorithms by being able to perform both research and some implementation work with the objective of providing best in class execution performance.
Research and analyze ideas for enhancing existing and developing new algorithms (such as VWAP, liquidity seeking), models (such as optimal schedule, market impact model) and short-term predictive signals (such as fair value).
Perform analysis of large data sets comprising of market data, orders, executions and derived analytics.
Conduct flow analysis & tuning performance for various clients flows.
Provide data and analysis supporting initial model validation and ongoing performance analysis.
Implement algorithm enhancements and customizations with production quality code.
Apply best practices towards development and testing modular, reusable, robust trading components and strategy code.
Work in close partnership with Sales team, Product, Technology teams, Risk & Control team, Legal, Compliance & Audit in order to ensure appropriate governance and compliance with industry regulations.
Build a culture of responsible finance, good governance and supervision, expense discipline and ethics.
Be familiar with and adhere to Citi’s Code of Conduct and the Plan of Supervision for Global Markets and Securities Services; and ensure that all team members understand the need to do the same.
Adhere to all policies and procedures as defined by your role which will be communicated to you.
Obtain and maintain all registrations/licenses which are required for your role, within the appropriate timeframe.
Appropriately assess risk when business decisions are made, demonstrating consideration for the firm's reputation and safeguarding Citigroup, its clients, and assets, by driving compliance with applicable laws, rules and regulations, adhering to Policy, applying sound ethical judgment regarding personal behavior, conduct and business practices, and escalating, managing and reporting control issues with transparency.

Knowledge/Experience:

Good understanding of US Equity Algorithmic Trading and Market Microstructure. Knowledge of ETF trading is a plus.
Minimum 5 years of experience in trading environment of which minimum 3 years should be in research of agency execution algorithms, smart order routing strategy, liquidity seeking strategies, market making strategies or high frequency trading strategies.
Experience applying statistical modelling and machine learning towards analysis of large data sets.
Experience with Predictive signal, Market Impact and Optimal Trading schedule models are desirable.
Strong analytical and quantitative skills and experience using with statistical programming languages such as Python or R.
Strong programming and software design skills in Java is a plus.
Experience with Q/KDB or time series databases is desirable.
Good communication skills, both verbal and written.
Ability to juggle multiple tasks and projects in a fast-paced work environment.

Qualifications:

Master’s or PhD in Finance, Mathematics, Engineering, Computer Science, or related field
Applicable licenses: Will be required to either already have or apply upon arrival for Series 7 and 63.
6-10 years of experience in a comparable quantitative modeling or analytics role, ideally in the financial sector

This job description provides a high-level review of the types of work performed. Other job-related duties may be assigned as required.

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Job Family Group:

Institutional Trading

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Job Family:

Quantitative Analysis

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Time Type:

Full time

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Primary Location:

New York New York United States

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Primary Location Full Time Salary Range:

$175,000.00 - $250,000.00

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Most Relevant Skills

Please see the requirements listed above.

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Other Relevant Skills

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

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Anticipated Posting Close Date:

Aug 18, 2025

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