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The Company

Cypress Creek Renewables (CCR) is powering a sustainable future, one project at a time. We develop, finance, own and operate utility-scale and distributed solar and storage projects across the country. Fostering a diverse group of innovative thinkers from all backgrounds, Cypress people are drawn to work in a purpose-driven organization. We hope you will join us.

The Role

CCR is seeking a highly skilled Quantitative Analyst with strong expertise in gas and power markets, trading, and quantitative modeling to join our growing Quantitative Analytics team. This role will play a critical part in shaping CCR’s risk management strategies, optimizing trading decisions, and supporting the expansion of our energy portfolio.

The ideal candidate combines technical modeling expertise with practical trading experience in power markets, along with a passion for advancing renewable energy integration in competitive energy markets.

Main Responsibilities

Power Market Forecasting

Build and maintain forecasting models for nodal prices, congestion, and volatility in ISO/RTO markets.
Analyze market fundamentals (supply/demand, transmission constraints, policy drivers) and their impact on solar and storage assets.
Incorporate renewable profiles, battery storage dispatch, and correlated risks into modeling frameworks.

Trading & Risk Support

Support real-time and forward trading activities through quantitative insights and scenario analysis.
Assess basis, spreads, and correlations between locations in our portfolio.
Partner with traders to identify arbitrage opportunities and manage risk exposure.

Data & Tools Development

Build analytical tools and dashboards for risk management, hedging strategies, and performance monitoring.
Automate data pipelines and improve workflow efficiency for market data, forecasts, and trading strategies.

Cross-Functional Collaboration

Work closely with trading, risk management, development, and finance teams to align market views with CCR’s asset portfolio.
Provide insights to leadership on market conditions, risks, and strategic opportunities.

Qualifications

Bachelor’s degree in Engineering, Mathematics, Economics, or related quantitative discipline (Master’s or PhD preferred).
2–5 years of experience in in risk analytics, quantitative modeling, or portfolio management in wholesale power markets.
Strong knowledge of ISO/RTO market structures, nodal pricing, congestion, and renewable integration.
Proven experience building and applying statistical, econometric, and stochastic models for trading and risk.
Proficiency in Python for quantitative modeling and data analysis.
Familiarity with risk systems, valuation methods, and power market datasets (e.g., ISO market data, EIA, ICE).
Excellent communication skills and ability to explain complex models to both technical and non-technical stakeholders.

Locations: This role will be based out the CCR offices in Chicago, working on a hybrid schedule of 3 days in office, 2 days remote.

Compensation: $120,000-$145,000 base plus bonus and benefits package.

Benefits:

15 days of Paid Time Off, accrual up to 20 days, 11 observed holidays.
401(k) Match
Comprehensive package including medical, dental, vision and health insurance
Wellness stipend, family planning stipend, and generous parental leave
Tuition Reimbursement
Phone Bill Reimbursement
Company Swag

A note to Recruiting Agencies Cypress Creek Renewables Human Resources team does not accept unsolicited resumes from third party recruiters, staffing firms, or related agencies. The Human Resources team coordinates all recruiting and hiring at our company. We do not accept resumes from third-party recruiters unless authorized by the Human Resources team and if a signed agreement is in place. Any unsolicited resumes will be considered property of CCR and we are not responsible for any related fees. All communication related to recruiting partnerships should ONLY be directed to the Human Resources team.

Cypress Creek Renewables is an equal opportunity employer and considers all qualified applicants without regard to race, color, religion, sex, sexual orientation, gender identity, national origin, age, disability, or veteran status. We are committed to providing a workplace that is inclusive and values diversity, and we encourage candidates from all backgrounds to apply.

Please be aware of recruiting scams—official communications will only come from @ccrenew.com, we will never request personal or financial information, and any suspicious activity should be reported to HR@ccrenew.com.

\n","hiringOrganization":{"@type":"Organization","name":"Cypress Creek Renewables","sameAs":"https://www.ccrenew.com/"},"jobLocation":{"@type":"Place","address":{"@type":"PostalAddress","addressLocality":"Chicago, IL & New York, NY","addressCountry":"United States","addressRegion":"North America"}}}},{"@type":"ListItem","position":2,"item":{"@type":"JobPosting","title":"Quantitative Analyst - Vice President","datePosted":"2025-09-19","description":"

At Citi, we value our talented employees and strive to help our associates grow professionally. If you are seeking a career move at the heart of a global financial institution, we encourage you to apply. Our people are the cornerstone of our success, driving innovation and progress.

By joining Citi, you will become an integral part of a global organization committed to serving as a trusted partner to our clients, responsibly providing financial services that enable growth and economic progress worldwide.

The Market Quantitative Analysis (MQA) team is seeking a Quantitative Analyst to join the Counterparty Credit Risk (MQA-CCR) team in Budapest, Hungary (with potential for other global Citi locations). This team plays a critical role in developing and maintaining the end-to-end methodologies required to calculate counterparty credit risk exposures for derivatives. This includes simulation and pricing across all asset classes, accounting for the effect of risk mitigants. The sophisticated models developed by the MQA-CCR team are essential for advanced Basel regulatory capital calculations and internal risk management, directly impacting Citi's financial stability and strategic decisions.

What You Will Do:

Develop, enhance, and maintain counterparty credit risk models and their underlying analytics library, delivering high-performance, production-quality code.
Design and implement robust methodologies, advanced algorithms, and sophisticated diagnostic tools to rigorously test and validate model performance.
Interpret complex model outputs and communicate comprehensive insights to internal stakeholders and external clients.
Collaborate closely with risk quantitative analysts, technology professionals, and structurers to integrate models and solutions effectively.

What we will need from you:

Strong technical and programming skills in C++ and Python, with experience in developing complex numerical algorithms or large-scale data processing systems.
Solid understanding of statistical and mathematical modeling techniques, including, for example, numerical methods, stochastic calculus, Monte-Carlo techniques and statistical inference.
Ability to independently problem-solve and drive solutions from conception to implementation.
Excellent communication skills (written and verbal) with the ability to articulate complex quantitative concepts clearly and concisely to diverse audiences.
Strong work ethic and a team player with excellent time management skills
Master's or PhD degree in a quantitative field (e.g., Mathematics, Physics, Statistics, Financial Engineering, Computer Science).
Proven experience 5y+ in quantitative modeling and analytics, specifically within financial derivatives, risk management, or similar domains.

Your Career at Citi and What We Offer:

This role provides a unique opportunity to contribute to significant improvements in Citi's Counterparty Credit Risk models and develop cutting-edge tools.

Competitive compensation package, including an annual salary review and discretionary performance bonus.
Comprehensive social benefits, including premium healthcare, an award-winning pension scheme, robust life insurance, generous holiday allowance, and family support programs (e.g., competitive maternity and paternity scheme).
Flexible hybrid work model, blending modern office collaboration with the convenience of remote work.
A dynamic, supportive, and inclusive work environment fostering collaboration, diversity, and professional growth, complemented by active affinity groups and social networks.
Structured onboarding and continuous learning opportunities through extensive internal training programs, including access to platforms like Degreed.
Significant influence on team processes and methodologies, with active encouragement for innovation and improvement ideas.
Extensive career development and growth opportunities across Citi's global network.
Direct exposure and collaboration with a wide range of senior stakeholders across different functions.

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-EŁ1

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

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.

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

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.

The Team:

The Retirement business unit focuses on helping investors achieve better outcomes by working with institutional clients in the global defined contribution and workplace markets. This is a high growth area for Morningstar and houses a diverse product suite and unique client base. By constantly evolving our solutions and solving our client's problems, we believe we are positioned well for continued future growth. Within the business unit, the Advice and Financial Planning group is the neural engine responsible for developing and maintaining a collection of world-class quantitative methodologies.

The Role:

We seek an enthusiastic, results-driven candidate to serve as a Lead Quantitative Analyst with a focus on quantitative portfolio management. In this role, you will work with business stakeholders, researchers and engineering partners to create effective algorithmic solutions that support our Managed Accounts products. In addition to improving existing methodologies, you will play a leading role in developing solutions to new problems. The ability to think independently, communicate clearly with all levels and cross collaborate effectively with stakeholders is critical in this role. This is not a managerial position, but you will be expected to mentor junior colleagues.

This position is based in our Chicago office. We follow a hybrid policy of 3 days onsite and 2 days remote work.

Responsibilities:

Research, prototype and deploy new methodologies that overcome key challenges our clients are facing.
Generate original investment research with the goal of improving outcomes for investors.
Act as a subject-matter expert in multiple investment topics such portfolio construction, security modeling, risk models etc., as well as company’s proprietary methodology and data points.
Analyze large data sets and condense complex information into concise, relevant, and easy to communicate results.
Collaborate with cross-functional teams to ensure research alignment with business objectives.
Publish research reports in the form of white papers and journal articles.
Mentor more junior members of the team.
Skills and experience necessary for this role:
Bachelor’s degree in a quantitative field (Finance, Computer Science or other relevant quantitative or financial discipline), or foreign equivalent and 10+ years of relevant experience, or Master’s in a quantitative field and 8+ years of relevant experience, or PhD in quantitative field and 5+ years of professional experience.
Prior experience with multi-asset quantitative portfolio management. Experience in the US defined contribution / 401k market highly preferred.
Professional experience with statistical methods and classic econometric methods used in finance including, but not limited to, numerical optimization and multiple regression.
Confident self-starter with analytical and strategic capabilities. High emphasis on being able to independently develop and defend new methodologies.
Professional experience with an analytical programming language (Python, R, MATLAB, Julia, etc.) and SQL.
Excellent written and communication skills.
Experience working within an Agile development process is preferred.
Experience collaborating with remote colleagues and stakeholders in different locations and time zones.
Ability to stay current with industry trends and technologies.
CFA and/or MBA preferred

Compensation And Benefits

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

Financial Health
75% 401k match up to 7%
Stock Ownership Potential
Company provided life insurance - 1x salary + commission
Physical Health
Comprehensive health benefits (medical/dental/vision) including potential premium discounts and company-provided HSA contributions (up to $500-$2,000 annually) for specific plans and coverages
Additional medical Wellness Incentives - up to $300-$600 annual
Company-provided long- and short-term disability insurance
Emotional Health
Trust-Based Time Off
6-week Paid Sabbatical Program
6-Week Paid Family Caregiving Leave
Competitive 8-24 Week Paid Parental Bonding Leave
Adoption Assistance
Leadership Coaching & Formal Mentorship Opportunities
Annual Education Stipend
Tuition Reimbursement
Social Health
Charitable Matching Gifts program
Dollars for Doers volunteer program
Paid volunteering days
15+ Employee Resource & Affinity Groups

Total Cash Compensation Range

$110,775.00 - 188,325.00 USD Annual

Inclusive of annual base salary and target incentive

If you receive and accept an offer from us, we require that personal and any related investments be disclosed confidentiality to our Compliance team (days vary by region). These investments will be reviewed to ensure they meet Code of Ethics requirements. If any conflicts of interest are identified, then you will be required to liquidate those holdings immediately. In addition, dependent on your department and location of work certain employee accounts must be held with an approved broker (for example all, U.S. employee accounts). If this applies and your account(s) are not with an approved broker, you will be required to move your holdings to an approved broker.

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

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What You Will Do:

Develop, enhance, and maintain counterparty credit risk models and their underlying analytics library, delivering high-performance, production-quality code.
Design and implement robust methodologies, advanced algorithms, and sophisticated diagnostic tools to rigorously test and validate model performance.
Interpret complex model outputs and communicate comprehensive insights to internal stakeholders and external clients.
Collaborate closely with risk quantitative analysts, technology professionals, and structurers to integrate models and solutions effectively.

What we will need from you:

Strong technical and programming skills in C++ and Python, with experience in developing complex numerical algorithms or large-scale data processing systems.
Solid understanding of statistical and mathematical modeling techniques, including, for example, numerical methods, stochastic calculus, Monte-Carlo techniques and statistical inference.
Ability to independently problem-solve and drive solutions from conception to implementation.
Excellent communication skills (written and verbal) with the ability to articulate complex quantitative concepts clearly and concisely to diverse audiences.
Strong work ethic and a team player with excellent time management skills
Master's or PhD degree in a quantitative field (e.g., Mathematics, Physics, Statistics, Financial Engineering, Computer Science).
Proven experience 3+ years in quantitative modeling and analytics, specifically within financial derivatives, risk management, or similar domains.

Your Career at Citi and What We Offer:

This role provides a unique opportunity to contribute to significant improvements in Citi's Counterparty Credit Risk models and develop cutting-edge tools.

Competitive compensation package, including an annual salary review and discretionary performance bonus.
Comprehensive social benefits, including premium healthcare, an award-winning pension scheme, robust life insurance, generous holiday allowance, and family support programs (e.g., competitive maternity and paternity scheme).
Flexible hybrid work model, blending modern office collaboration with the convenience of remote work.
A dynamic, supportive, and inclusive work environment fostering collaboration, diversity, and professional growth, complemented by active affinity groups and social networks.
Structured onboarding and continuous learning opportunities through extensive internal training programs, including access to platforms like Degreed.
Significant influence on team processes and methodologies, with active encouragement for innovation and improvement ideas.
Extensive career development and growth opportunities across Citi's global network.
Direct exposure and collaboration with a wide range of senior stakeholders across different functions.

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

#Li-EŁ1

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

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.

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

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.

Affirm is reinventing credit to make it more honest and friendly, giving consumers the flexibility to buy now and pay later without any hidden fees or compounding interest.

What You'Ll Do:

\nDeveloping and enhancing capital structuring and quantitative finance models used for pricing, tailored to Affirm’s consumer loan portfolio to enable efficient deal execution; \n
\nBuilding quantitative models to track portfolio risk metrics to strengthen risk management protocols and optimize asset utilization strategies; \n
\nAnalyzing large-scale financial data and providing insights on capital markets deals for cross-functional teams to drive optimal and efficient capital market strategies;\n
\nEvaluating and performing in-depth analysis to inform funding, product, and business decisions with cross-functional teams such as Capital Markets, Treasury, Merchant Pricing, Credit, Commercial, Product and Engineering teams; and \n
\nStructuring Asset-Backed Security (ABS) transactions, forecasting consumer loan performance, and building quantitative models using advanced statistical and mathematical techniques, leveraging programming languages like Python and SQL, as well as industry-standard tools including Intex and Bloomberg. \n
\n
May Telecommute.
\n

What We Look For:

Master’s degree (or foreign equivalent) in Mathematical Finance, Mathematics or related field & 2 years of experience in the following:
\nSQL and Python for in-depth analysis of large-scale datasets;\n
\nIntex and Bloomberg to price fix income products, including Loan and Asset-Backed securities;\n
\nConducting quantitative analysis for financial asset and derivative pricing within the Fixed Income sector, applying advanced statistical and mathematical techniques;\n
\nFinancial risk management; and\n
\nStochastic Calculus, Fixed Income, Derivative Pricing, Statistics and Machine Learning, with a strong understanding of financial markets.\n
Base Pay Grade - K
Equity Grade - 6

\n\n\n

Employees new to Affirm typically come in at the start of the pay range. Affirm focuses on providing a simple and transparent pay structure which is based on a variety of factors, including location, experience and job-related skills.

Base pay is part of a total compensation package that may include equity rewards, monthly stipends for health, wellness and tech spending, and benefits (including 100% subsidized medical coverage, dental and vision for you and your dependents.)

USA base pay range (CA, WA, NY, NJ, CT) per year: $140,000 - $190,000
USA base pay range (all other U.S. states) per year: $124,000 - $174,000

Affirm is proud to be a remote-first company! The majority of our roles are remote and you can work almost anywhere within the country of employment. Affirmers in proximal roles have the flexibility to work remotely, but will occasionally be required to work out of their assigned Affirm office. A limited number of roles remain office-based due to the nature of their job responsibilities.

We’re extremely proud to offer competitive benefits that are anchored to our core value of people come first. Some key highlights of our benefits package include:

Health care coverage - Affirm covers all premiums for all levels of coverage for you and your dependents
Flexible Spending Wallets - generous stipends for spending on Technology, Food, various Lifestyle needs, and family forming expenses
Time off - competitive vacation and holiday schedules allowing you to take time off to rest and recharge
ESPP - An employee stock purchase plan enabling you to buy shares of Affirm at a discount

We believe It’s On Us to provide an inclusive interview experience for all, including people with disabilities. We are happy to provide reasonable accommodations to candidates in need of individualized support during the hiring process.

[For U.S. positions that could be performed in Los Angeles or San Francisco] Pursuant to the San Francisco Fair Chance Ordinance and Los Angeles Fair Chance Initiative for Hiring Ordinance, Affirm will consider for employment qualified applicants with arrest and conviction records.

\n\n\n

By clicking \"Submit Application,\" you acknowledge that you have read Affirm's Global Candidate Privacy Notice and hereby freely and unambiguously give informed consent to the collection, processing, use, and storage of your personal information as described therein.

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Bess Quantitative Analyst

Application Deadline: 2 October 2025
Department: Trading
Employment Type: Permanent - Full Time
Location: EPUKI London Office
Reporting To: BESS Commercial Lead

Description

An opportunity has arisen to recruit a BESS Quantitative Analyst.

EPUKI is constructing a 700MWh (350MW) grid-scale battery at Eggborough with commercial operations expected in late 2026, and owns 50% (via a JV with Total) of an operational 50MW battery at West Burton B (WBB). The company is currently establishing the team and defining its trading approach to support day one operations in late 2026.

The role will be based in our London office.

Key Responsibilities

Reporting to the BESS Commercial Lead and working with the Trading Manager, the successful candidate will have responsibility for, but not limited to:

Working with the BESS Commercial Lead and Trading Manager to identify the most appropriate route to market for the batteries eg third party optimiser, hybrid, third party software, inhouse.
Supporting the selection, onboarding and ongoing performance assessment of third-party providers (e.g. optimisers, route-to-market and data providers).
Contributing to the build out of automated trading solutions for BESS and, where relevant, the wider EPUKI portfolio.
Designing, delivering and supporting operational and decision support tools used by the 24/7 trading team.
Developing and maintaining probabilistic forecasts for BESS relevant markets (DC/DM/DR) and FR tenders.
Formulating and back-testing optimisation strategies and bidding recommendations for day-ahead auctions and intraday markets (EPEX M7 and cash-out).
Supporting the deployment of intraday (EPEX M7) and NIV-chasing strategies.
Producing clear insights and analysis on key BESS markets (DC/DR/DM, BM, FR), including supply–demand drivers and rule changes.
Quantifying trading performance versus peer generators and counterfactuals; supporting the Finance team in delivering P&L attribution and KPI reporting.
Modelling physical asset behaviour (degradation, lifecycle and round-trip efficiency, SoC/SoH) and reconciling models against telemetry.
Providing strategic insight into future market developments and their commercial implications for EPUKI.
Acting as project lead for selected initiatives - scoping, resourcing and on-time delivery and communicating progress to stakeholders.
Help identify and deliver strategic priorities that improve performance, grow profit and manage risk across the portfolio.
Ensuring compliance with GB market regulations, industry codes and EPUKI policies.

Skills, Knowledge And Expertise

Background

Proven experience in developing process automation and custom quantitative tools, forecasts, and trading applications—ideally within the battery sector.
Background in the Battery Energy Storage System (BESS) industry, preferably with UK market exposure.
Demonstrates a meticulous and detail-oriented approach to ensure algorithms, systems, and tools function accurately and deliver profitable outcomes.
Skilled in Python and other programming languages, capable of writing production-grade code and/or with a solid foundation in software development.
Confident working with large datasets and adept at extracting meaningful insights.

Behaviours

Naturally curious and analytical, with a strong ability to apply critical thinking to challenges such as optimizing trade decisions, discovering new trading strategies, and leveraging data science and machine learning to enhance decision-making.
Strategic thinker who understands the broader context and ensures work contributes to long-term goals.
Self-motivated and adaptable, able to shift priorities in response to evolving requirements.
Creative approach to solving problems, an openness to discussion, and a willingness to ask questions.
An effective communicator who thrives in cross-functional collaboration and builds strong working relationships across teams.

Qualifications

Holds a degree (or equivalent qualification) in Computer Science, Engineering, Mathematics, Science, Quantitative Finance, Econometrics, or a related discipline.

","hiringOrganization":{"@type":"Organization","name":"EP UK Investments","sameAs":"https://www.epuki.co.uk/"},"jobLocation":{"@type":"Place","address":{"@type":"PostalAddress","addressLocality":"EPUKI London Office","addressCountry":"United Kingdom","addressRegion":"Europe"}}}},{"@type":"ListItem","position":7,"item":{"@type":"JobPosting","title":"Quantitative Analyst & Programmer","datePosted":"2025-09-18","description":"

Together we fight for everyone’s opportunity for a better financial future.

We will do this together — with customers, partners and colleagues. We will fight for others, not against: We will stand up for and champion everyone’s access to opportunities. The status quo is not good enough … we believe every individual and every community deserves access to financial opportunities. We are determined to support both individuals and communities in reaching a better financial future. We know that reaching this future depends on our actions today.

Like our Purpose Statement, Voya believes in being bold and committed to action. We are committed to a work environment where the differences that we are born with — and those we acquire throughout our lives — are understood, valued and intentionally pursued. We believe that our employees own our culture and have a responsibility to foster an environment where we all feel comfortable bringing our whole selves to work. Purposefully bringing our differences together to positively influence our culture, serve our clients and enrich our communities is essential to our vision.

Are you ready to join a company with a strong purpose and a winning culture? Start your Voyage – Apply Now

Profile Summary:

The Voya Investment Management Equity Team is seeking a Quantitative Analyst/Developer for the Fundamental Analytics group. The group manages an analytical platform delivering actionable insights to the fundamental equity investment team. The group constantly develops new tools that leverage quantitative techniques and traditional/alternative/proprietary data with the objective of improving the fundamental investment process. As a Quant Analyst/Developer, you will help design, build, and maintain a next generation analytics platform including the underlying infrastructure.

Profile Description:

Design and build out analytical reports with a focus on functionality and user experience
Design, implement, and test updates to modular components in the existing code base
Explore opportunities to extend and/or improve our infrastructure, for ex. optimizing use of cloud resources, or incorporating CI best practices
Configure and monitor data ingestion processes

Knowledge & Experience:

Bachelor’s degree in a quantitative discipline with a strong academic background in a technically oriented field (Computer Science, Engineering, or related discipline)
Master’s degree in a scientific field a plus.
Experience in general purpose programming languages (Java, Python, C++, or similar)
Basic web development experience, including functional knowledge of HTML and CSS
Awareness of OO design principles and patterns, data structure, and algorithms gained from prior job experience, university coursework, internships, or open source hobby projects
Basic knowledge of version control tools (Git), relational databases (MSSQL), and cloud platforms (Azure or similar)
Clear and concise communicator, keen attention to detail, and ability to analyze data
Must be a team player, have excellent problem-solving skills, and able to work in a fast-paced environment
Must be passionate about technology, mathematics, and their intersection
Interest and/or experience in equity investing is helpful, but not required

Compensation Pay Disclosure:

Voya is committed to pay that’s fair and equitable, which means comparable pay for comparable roles and responsibilities.

The below annual base salary range reflects the expected hiring range(s) for this position in the location(s) listed. In addition to base salary, Voya offers incentive opportunities (i.e., annual cash incentives, sales incentives, and/or long-term incentives) based on the role to reward the achievement of annual performance objectives. Please note that this salary information is solely for candidates hired to perform work within one of these locations, and refers to the amount Voya Financial is willing to pay at the time of this posting.

Actual compensation offered may vary from the posted salary range based upon the candidate’s geographic location, work experience, education, licensure requirements and/or skill level and will be finalized at the time of offer. Salaries for part-time roles will be prorated based upon the agreed upon number of hours to be regularly worked.

$92,000 - $115,000 USD

Be Well. Stay Well.

Voya provides the resources that can make a difference in your lives. To us, this means thriving physically, financially, socially and emotionally. Voya benefits are designed to help you do just that. That’s why we offer an array of plans, programs, tools and resources with one goal in mind: To help you and your family be well and stay well.

What We Offer

Health, dental, vision and life insurance plans
401(k) Savings plan – with generous company matching contributions (up to 6%)
Voya Retirement Plan – employer paid cash balance retirement plan (4%)
Tuition reimbursement up to $5,250/year
Paid time off – including 20 days paid time off, nine paid company holidays and a flexible Diversity Celebration Day.
Paid volunteer time — 40 hours per calendar year

Learn more about Voya benefits (download PDF)

Critical Skills

At Voya, we have identified the following critical skills which are key to success in our culture:

Customer Focused: Passionate drive to delight our customers and offer unique solutions that deliver on their expectations.
Critical Thinking: Thoughtful process of analyzing data and problem solving data to reach a well-reasoned solution.
Team Mentality: Partnering effectively to drive our culture and execute on our common goals.
Business Acumen: Appreciation and understanding of the financial services industry in order to make sound business decisions.
Learning Agility: Openness to new ways of thinking and acquiring new skills to retain a competitive advantage.

Learn more about Critical Skills

Equal Employment Opportunity

Voya Financial is an equal-opportunity employer. Voya Financial provides equal opportunity to qualified individuals regardless of race, color, sex, national origin, citizenship status, religion, age, disability, veteran status, creed, marital status, sexual orientation, gender identity, genetic information, or any other status protected by state or local law.

Reasonable Accommodations

Voya is committed to the inclusion of all qualified individuals. As part of this commitment, Voya will ensure that persons with disabilities are provided reasonable accommodations. If reasonable accommodation is needed to participate in the job application or interview process, to perform essential job functions, and/or to receive other benefits and privileges of employment, please reference resources for applicants with disabilities.

Misuse of Voya's name in fraud schemes

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Make banking a Fifth Third better®

We connect great people to great opportunities. Are you ready to take the next step? Discover a career in banking at Fifth Third Bank.

General Function:

The Quantitative Analyst II is responsible for following established guidelines and identifying and resolving problems. Individual at this level is expected to use some independence of thought but to refer more complex problems to supervisors or other experts. Individual would be expected to contribute to work flow or process change and redesign, and to form a strong basic understanding of the specifies product or process. May also be accountable for regular reporting or process administration as owner.

Responsible and accountable for risk by openly exchanging ideas and opinions, elevating concerns, and personally following policies and procedures as defined. Accountable for always doing the right thing for customers and colleagues, and ensures that actions and behaviors drive a positive customer experience. While operating within the Bank's risk appetite, achieves results by consistently identifying, assessing, managing, monitoring, and reporting risks of all types.

Essential Duties And Responsibilities:

Provide quantitative support throughout the Commercial Credit Risk divisions
Modeling, implementing and validation of quantitative models including PD, LGD, Credit Risk Rating, CCAR, CECL models
Provide ongoing support to the model development and implementation of quantitative and statistical models
Developing, maintaining, and back testing models to support respective LOBs.
Responsibility for ad-hoc reporting requests for quantitative modeling
Extensively working on data and database

MINIMUM KNOWLEDGE, SKILLS AND ABILITIES REQUIRED:

Bachelor's college degree (Master’s degree preferred) in quantitative analytics, economics, finance, statistics, engineering or a related area.
Minimum 3 years of experience in statistical/econometric modeling and database management.
Strong verbal and written communication skills.
Strong analytical skills.
Ability to present a professional image.
Ability to work in a team environment.
Ability to multi-task and to be flexible.
Experience with Microsoft office products, such as Word, Excel, PowerPoint and Outlook is necessary.
Experience with SAS, Python programming skills and excel VBA is preferred.

Quantitative Analyst II-Credit RiskTotal Base Pay Range 69,800.00 - 143,100.00 USD Annual

At Fifth Third, we understand the importance of recognizing our employees for the role they play in improving the lives of our customers, communities and each other. Our Total Rewards include comprehensive benefits and differentiated compensation offerings to give each employee the opportunity to be their best every day.

The base salary for this position is reflective of the range of salary levels for all roles within this pay grade across the U.S. Individual salaries within this range will vary based on factors such as role, relevant skillset, relevant experience, education and geographic location. In addition to the base salary, this role is eligible to participate in an incentive compensation plan, with any such payment based upon company, line of business and/or individual performance.

Our extensive benefits programs are designed to support the individual needs of our employees and their families, encompassing physical, financial, emotional and social well-being. You can learn more about those programs on our 53.com Careers page at: https://www.53.com/content/fifth-third/en/careers/benefits.html or by consulting with your talent acquisition partner.

LOCATION -- Virtual, Ohio 00000

Attention search firms and staffing agencies: do not submit unsolicited resumes for this posting. Fifth Third does not accept resumes from any agency that does not have an active agreement with Fifth Third. Any unsolicited resumes – no matter how they are submitted – will be considered the property of Fifth Third and Fifth Third will not be responsible for any associated fee.

Fifth Third Bank, National Association is proud to have an engaged and inclusive culture and to promote and ensure equal employment opportunity in all employment decisions regardless of race, color, gender, national origin, religion, age, disability, sexual orientation, gender identity, military status, veteran status or any other legally protected status.

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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:

Relevant experience in a comparable quantitative modeling or analytics role, ideally in 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, SACCR and 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.

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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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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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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.

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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

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Everyone at OANDA is focused on our vision to transform how our customers can meet all their currency needs. We are revolutionising the world of currency trading by providing innovative trading experiences, currency data and analytics solutions. Dare to be open, bold, focused - own it and apply! The future is now!

Join Us And:

Become a member of a quant team that builds and prototypes complex financial models responsible for managing trade positions and risk management from a market maker perspective,
Have an ownership in managing the entire model prototyping, development and deployment lifecycle,
Assist in the development of exploratory data analysis and visualisation tools, operating over a wide range of structured and unstructured data.

How do we work?

We’re looking for a Senior Quantitative Analyst with experience in Machine Learning and coding in Python. In this role you will design and build models and data pipelines which operate over extremely large datasets, combining traditional analytics and state of the art machine learning.

We are always prototyping new technologies! Check the requirements and join us :)

In a Quantitative Research team you will have the opportunity to work on:

Advanced machine learning, statistical and analytical models
Developing and maintaining financial analytics libraries,
Prototyping, building and deploying on on-prem and cloud-based research infrastructure,
Engineering, automating and optimizing large scale compute pipelines, allowing for the analysis and
training of models over huge datasets,
Exploring and creating new data analysis and visualisations, preparing dashboards and other ways to
deliver research insights.

What skillset you need, to be successful in this role:

Minimum 4+ year of demonstrated experience in Machine Learning and developing and maintaining projects written in Python, including libraries such as numpy, pandas, scikit-learn, xgboost, matplotlib, etc.
Practical understanding of databases and SQL.
Unix Platform Experience.
Thirst for knowledge, hunger to learn, and willingness to take on new challenges.

Nice To Have:

Advanced university degree in computer science, engineering, physics, mathematics, finance or a related field.
Knowledge of Google Cloud Platform.
An eye for graphical design and the visual display of quantitative information.
Professional experience in finance markets.

OANDA Global Corporation is a diverse and global team with offices around the world. We value the unique skills and experiences each individual brings to OANDA. We are committed to creating and sustaining a collegial work environment in which all individuals are treated with dignity and respect and one which reflects the diversity of the community in which we operate. We provide an inclusive and accessible environment for everyone. Candidates selected for an interview will be contacted directly. If you require accommodation during the recruitment and selection process, please let us know. We will work with you to provide as seamless a recruitment experience as possible.

Learn more about our culture here.

Review OANDA Privacy Policy and learn more about how we treat your personal data and protect your privacy.

","hiringOrganization":{"@type":"Organization","name":"OANDA","sameAs":"https://www.oanda.com/"},"jobLocation":{"@type":"Place","address":{"@type":"PostalAddress","addressLocality":"Krakow, Poland","addressCountry":"Poland","addressRegion":"Europe"}}}},{"@type":"ListItem","position":12,"item":{"@type":"JobPosting","title":"AM Quantitative Analyst II","datePosted":"2025-09-17","description":"

Job Description:

Position Description:

Performs research and development of investment methodologies to manage personalized client portfolios at scale. Focuses on quantitative portfolio construction methods to implement new investment ideas and capabilities in client accounts, bridging product development, fundamental and quantitative research, investment management, and technology. Builds practical and robust quantitative models to aid all aspects of the investment management process. 

Primary Responsibilities:

Researches, designs, and prototypes quantitative investment methodologies including portfolio construction, optimization tuning, factor risk modeling, and portfolio quality metrics.
Works with portfolio engineers, investment managers, and other research groups to enhance the existing portfolio construction process for single and multi-account investment solutions across retail and workplace clients.
Partners with the investment architecture teams and business partners to guide requirements for future platform capabilities.
Researches opportunities to improve investment management efficiency and effectiveness across the team (scale and process, client outcomes).
Evaluates emerging technologies and portfolio construction techniques with potential to improve investment outcomes.
Develops tax-aware personalized multi-account portfolio optimization methodologies for managed clients’ retirement goals.
Presents investment views and analytical recommendations to portfolio managers and senior investment management.
Maintains and improves infrastructure related to the research investment process.

Education And Experience:

Bachelor’s degree (or foreign education equivalent) in Computer Science, Financial Engineering, Information Technology, Information Systems, Mathematics, Physics, Economics, or a closely related field and five (5) years of experience as an AM Quantitative Analyst II (or closely related occupation) performing portfolio risk management, quantitative investment research, and quantitative platform development within the investment management environment.

Or, alternatively, Master’s degree (or foreign education equivalent) in Computer Science, Financial Engineering, Information Technology, Information Systems, Mathematics, Physics, Economics, or a closely related field and three (3) years of experience as an AM Quantitative Analyst II (or closely related occupation) performing portfolio risk management, quantitative investment research, and quantitative platform development within the investment management environment.

Or, alternatively, PhD (or foreign education equivalent) in Computer Science, Financial Engineering, Information Technology, Information Systems, Mathematics, Physics, Economics, or a closely related field and no experience.

Skills And Knowledge:

Candidate Must Also Possess:

Demonstrated Expertise (“DE”) developing portfolio construction processes and implementing quantitative investment methodologies (tax-ware optimization, tax-loss harvesting, multi-portfolio optimization, and multi-period optimization) and transaction cost models (piece-wise linear and nonlinear quadratic) into Axioma Portfolio Optimizer, using Python and R Application Programming Interfaces (APIs); and creating customized, hypothetical portfolio construction implementation for prospective and existing clients and presenting to portfolio managers.
DE designing, developing, and testing multi-factor risk models that incorporate fundamental-based risk factors; designing custom estimation universe and standardization scheme; running weighted least squared regression to address heteroscedasticity; performing diagnostics testing to detect multicollinearity and ensure model validity, using t-statistics, adjusted R-squared, and bias-statistics; and quantifying the ex-ante active risk of machine learning (ML) embedded portfolios, using the custom risk model, investment tool (Axioma APA), Webservices, and Python programming languages.
DE researching and developing holding-based Brinson attribution framework for multi-asset class fund-of-fund portfolios, analyzing the underlying beginning-period holdings of the portfolio and attributes returns into Tier 1 asset class level allocation effect, Tier 2 fund level selection effect and interaction effect, using investment and business intelligence tools -- Aladdin Explorer, Bloomberg, and SQL; and evaluating portfolio manager’s active decision making based on the analytics.
DE analyzing portfolio positioning, risk exposures, and risk factor decomposition for multi-asset class fund portfolios, using investment and business intelligence tool (MSCI BarraOne), Barra risk models, and Aladdin risk models; generating daily risk surveillance analytics, using SQL and VBA programming languages; and evaluating equity portfolio diversification by running Principal Component Analysis (PCA), using Scikit-Learn in Python and examining the absorption ratio over time.

#Pe1m2

#Li-Dni

Certifications:

Category:

Investment Professionals

Most roles at Fidelity are Hybrid, requiring associates to work onsite every other week (all business days, M-F) in a Fidelity office. This does not apply to Remote or fully Onsite roles.

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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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.

As part of Groupe BPCE’s international division, Natixis in Portugal designs and delivers solutions for its two core areas – Corporate & Investment Banking and Asset & Wealth Management – as well as transversal services that support all entities across the Group.

With more than 3,000 employees representing 46 nationalities, the teams work across Information Technology, Banking Support Activities, and Compliance, in an integrated, inclusive, and cross-functional way, supporting all business lines and platforms of the Group.

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.

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

Our workplace reflects the vibrant spirit of our locations, with initiatives such as a Green Transportation Budget, electric bikes and a flexible Hybrid Work Policy. We promote wellbeing through the Honolulu Wellness Club, a Prayer Room, a Lactation Room, and themed Villages that inspire creativity and collaboration. Through our ESG and DEI strategies, we are committed to being inclusive, caring, and fair, ensuring every voice is heard and valued.

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About Kambi

Kambi Group plc is a leading B2B provider of premium sports betting services to licensed gaming operators. Our services provide an end-to-end solution for operators wanting to launch a standalone Sportsbook or bolster their existing offering with an innovative sports betting product. From front-end user interface to customer intelligence, risk management and odds compiling, all built on our in-house developed software, we strive to deliver the ultimate service and solution to our partners.

Our vision is to create the world’s leading sports betting experiences, together with our partners.

Are you a data-driven problem solver with a passion for algorithms and predictive modeling? Kambi is looking for a Quantitative Analyst - Risk Model to join our Quantitative Analysis team in central Stockholm. This role offers the chance to research and develop cutting-edge algorithmic solutions that power our B2B Sportsbook operations.

What You’Ll Do:

Build and maintain risk models, supporting trading, risk, and business teams with algorithmic solutions.
Lead the end-to-end development of predictive algorithms—from concept to deployment and ongoing maintenance.
Analyze large datasets to uncover patterns, trends, and actionable insights.
Communicate complex findings to both technical and business stakeholders.

What We’Re Looking For:

Degree in a quantitative discipline (Mathematics, Computer Science, Physics, etc.).
Experience designing predictive models for real-world business problems.
Strong knowledge of stochastic processes, probability, and advanced mathematical methods.
Skilled in R, SQL, or similar tools for data analysis.
Excellent communication skills.
Experience with cloud computing (AWS) or Apache Spark is a plus.

What Sets You Apart:

Creative and curious mindset, eager to experiment with data.
Strong analytical and problem-solving skills.
Passionate about innovation and data-driven decision-making.
Collaborative, able to work with both technical and business teams.

Why Kambi?

Work in a fast-growing, exciting industry.
Join a highly ambitious, supportive team.
Opportunities for personal growth and career development.
Enjoy a flexible, fun, and dynamic working culture.

If you're eager to join a collaborative, supportive team based in central Stockholm, we'd love to hear from you. Please apply with your CV in English.

#Wearekambi

Kambi's ongoing commitment to Diversity and Inclusion in the workplace

If you require any reasonable adjustment during the recruitment process, please notify your recruiter, who will assist you however they can. Diversity and inclusion is at the heart of who we are and who we aim to be. While we are proud of the positive and inclusive company culture we have created, we know we can do so much more. Kambi constantly evolves its Diversity and Inclusion strategy to ensure it becomes an even more inclusive and positive place to work, with the core management team reaffirming its commitment to delivering on employee feedback.

Creating an inclusive environment

We believe Kambi's greatest strength is the collective talent of our employees. Kambi is committed to ensuring we create an inclusive work environment where everyone can feel valued, thrive and achieve their potential, regardless of who they are or what their background is. We know that it is only by having a balance of different voices, values and opinions that Kambi is able to be the market leader it is today.

#Wearekambi

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Work Location:

Mount Laurel, New Jersey, United States of America

Hours:

Pay Details:

$76,128 - $114,192 USD

TD is committed to providing fair and equitable compensation opportunities to all colleagues. Growth opportunities and skill development are defining features of the colleague experience at TD. Our compensation policies and practices have been designed to allow colleagues to progress through the salary range over time as they progress in their role. The base pay actually offered may vary based upon the candidate's skills and experience, job-related knowledge, geographic location, and other specific business and organizational needs.

As a candidate, you are encouraged to ask compensation related questions and have an open dialogue with your recruiter who can provide you more specific details for this role.

Line Of Business:

Risk Management

Job Description:

The Senior Quantitative Analyst provides the quantitative analysis and builds the advanced quantitative models to meet business requirements. In addition, the Senior Quantitative Analyst provides highly specialized quantitative analytical and modeling support at the assigned line(s) of business and Develop advanced quantitative models to enable pricing of products. Provide highly specialized analytical and modeling support for these models including optimal pricing and risk management.

Our team currently operates under a hybrid work model, with employees expected to work in the office two days per week. Starting in November 2025, this expectation will increase to four days per week. Please note that, due to limited office space, the exact timing of this transition may vary depending on availability and individual circumstances.

Depth & Scope:

Provides financial, analytical, modeling expertise to build quantitative models for business projects
Conducts complex quantitative analysis as it applies to areas of responsibility, generally aligned to specific transactions and products
Performs statistical model assumptions' tests for soundness of model theory
Hands on coding and building of quantitative models
Reviews model results and identifies unexpected results
May develop specialized analytical tools for projects or ongoing use
May develop conclusions and courses of action to rectify discrepancies as well as analyses
Develops and analyzes key metric and plan variances and related information
Develops analyses of performance and predictive data
Compiles and generates ad-hoc analytical reports
May lead additional research efforts, applying expertise in statistical analysis and modeling
Explores the best practice modeling techniques for model enhancement
Highly seasoned professional role requiring substantial knowledge / expertise in a complex field and knowledge of broader related areas
Integrates knowledge of the enterprise sub-function’s or business line’s overarching strategy in developing solutions across multiple functions or operations
Interprets internal/external business challenges and the industry environment, recommends course of action and best practices to improve products, processes or services
Acts as a technical expert / lead integrating cross-function understanding within their own field of specialty; may manage team(s) of related specialists
Leads cross-functional teams or projects with significant resource requirements, risk and / or complexity
Independently manages end-to-end functional programs
Solves or may lead others to solve complex problems; leads efforts or partners with others to develop new solutions
Uses sophisticated analytical thought to exercise judgement and identify solutions
Impacts the achievement of sub-function or business line objectives within the area they are accountable for
Work is guided by policies and industry standards/methods
Communicates difficult concepts; converts information to compelling business context and advice; influences and gains alignment across increasingly senior stakeholders
Works autonomously as the lead and guides others within area of expertise
Independently handles all but the most complex and unusual issues

Education & Experience:

Undergraduate degree required, advanced technical degree preferred (e.g., math, physics, engineering, finance or computer science) Graduate's degree preferred with either progressive project work experience or
3+ years relevant experience, In-depth knowledge of quantitative models and statistical analysis
Ability to effectively interpret, select appropriate techniques, take independent action, communicate, and follow-through
Strong communications skills, both written and verbal
Strong interpersonal and consultative communication skills with well-developed presentation skills
Ability to manage competing priorities effectively, making good decisions based on business priorities and objectives
Practical knowledge of financial analysis techniques and methodologies
Ability to employ complex analytical tools and statistics to perform analysis and forecasting of financial and other business information
Proficiently use Microsoft Office tools to prepare and present analysis results to the audience
Advanced skills in SAS and SQL
Advanced level in statistical analysis and modeling tools
Ability to exercise sound judgment in making decisions
Ability to analyze complex information and develop plans to address identified issues
Demonstrated skills in conflict resolution, strong intuitive judgment and negotiation/influencing skills, flexibility and adaptability to changing priorities in a fast-paced environment, along with a strong consultative approach
Skill in collecting, organizing and analyzing complex or technical data
Skill in using logic and reasoning to identify the strengths and weaknesses of alternative situations, conclusions or approaches to problems
Skill in active learning by understanding the implications of new information for both current and future problem solving and decision making
Skill in identifying complex problems and reviewing related information to develop and evaluate options and implement solutions
Skill in decision making by considering relative costs and benefits of potential actions and choosing the most appropriate option
Ability to determine which issues to escalate versus to resolve independently, and provide suggestions for possible resolution
Ability to combine pieces of information to form general rules or conclusions (includes finding a relationship among seemingly unrelated events)
Ability to evaluate documents for accuracy and legal conformance
Ability to anticipate and diffuse problems before they occur
Ability to conduct short-range and long-range business planning
Ability to develop objectives, evaluate effectiveness and assess needs
Ability to recognize, analyze and solve a variety of problems
Ability to identify problems, evaluate alternatives and implement effective solutions
Ability to implement new systems and procedures and to evaluate their effectiveness
Ability to problem solve a variety of situations
Ability to contribute to strategic direction of the function and provide advice to senior leadership
Ability to think strategically and possess strong business acumen

Preferred Qualifications:

Demonstrated ability to write technical and analytical reports
Advanced programming skills in SAS and Python

Customer Accountabilities:

Develop and enhance quantitative pricing models
May lead additional research efforts, applying expertise in quantitative analysis and modeling
Write computer code to implement new pricing models and enhancements to existing models
Work with trading desks to perform analysis of financial markets using quantitative models
Work with trading desks and risk management to perform analysis of financial product pricing and risk management using quantitative models
Explore the best practice modeling for model enhancement
May develop specialized analytical tools for projects or ongoing use
Enhance model documentation to reflect new or improved models and model features
Work with model risk management to get new models and features approved
Review model results and identify unexpected results
May develop conclusions and courses of action to rectify discrepancies and analyses
Assist in the analyses of model performance
Develop and maintain strong business relationships with trading desks
Supports the development, forecasting, and analysis of potential responses to regulatory inquiry related to models

Shareholder Accountabilities:

Contribute to various operational activities and processes as assigned
Consistently exercise discretion in managing correspondence, information and all matters of confidentiality; escalate issues where appropriate
Be knowledgeable of practices and procedures within own area of responsibility and keep abreast of emerging trends for own functional area
Protect the interests of the organization – identify and manage risks, and escalate non-standard, high risk activities as necessary
Conduct internal and external research projects; support the development / delivery of presentations / communications to management or broader audience
Conduct reporting and / or meaningful analysis at the functional or enterprise level using results to draw conclusions, make recommendations, assess the effectiveness of programs/ policies/ practices
Monitor service, productivity and assess efficiency levels within own function and implement continuous process / performance improvements where opportunities exists
Acquire and apply expertise in the discipline, provide guidance, assistance and direction to others
Identify, recommend and effectively execute standard practices applicable to the discipline
Adhere to internal policies/procedures and applicable regulatory guidelines
Keep abreast of emerging issues, trends, and evolving regulatory requirements and assess potential impacts
Maintain a culture of risk management and control, supported by effective processes in alignment with risk appetite
May lead work streams by acting as a project lead / subject matter expert for small scale projects / initiatives in accordance with project management methodologies

Employee/Team Accountabilities:

Participate fully as a member of the team, support a positive work environment that promotes service to the business, quality, innovation and teamwork and ensure timely communication of issues/ points of interest
Support the team by continuously enhancing knowledge / expertise in own area and participate in knowledge transfer within the team and business unit
Keep current on emerging trends/ developments and grow knowledge of the business, related tools and techniques
Participate in personal performance management and development activities, including cross training within own team
Keep others informed and up-to-date about the status / progress of projects and / or all relevant or useful information related to day-to-day activities
Contribute to the success of the team by willingly assisting others in the completion and performance of work activities; provide training, coaching and/or guidance as appropriate.
Contribute to a fair, positive and equitable environment that supports a diverse workforce
Act as a brand ambassador for your business area/function and the bank, both internally and/or externally

Physical Requirements:

Never: 0%; Occasional: 1-33%; Frequent: 34-66%; Continuous: 67-100%

Domestic Travel – Occasional
International Travel – Never
Performing sedentary work – Continuous
Performing multiple tasks – Continuous
Operating standard office equipment - Continuous
Responding quickly to sounds – Occasional
Sitting – Continuous
Standing – Occasional
Walking – Occasional
Moving safely in confined spaces – Occasional
Lifting/Carrying (under 25 lbs.) – Occasional
Lifting/Carrying (over 25 lbs.) – Never
Squatting – Occasional
Bending – Occasional
Kneeling – Never
Crawling – Never
Climbing – Never
Reaching overhead – Never
Reaching forward – Occasional
Pushing – Never
Pulling – Never
Twisting – Never
Concentrating for long periods of time – Continuous
Applying common sense to deal with problems involving standardized situations – Continuous
Reading, writing and comprehending instructions – Continuous
Adding, subtracting, multiplying and dividing – Continuous

The above statements are intended to describe the general nature and level of work being performed by people assigned to this job. They are not intended to be an exhaustive list of all responsibilities, duties and skills required. The listed or specified responsibilities & duties are considered essential functions for ADA purposes.

#Li-Amcbcorporate

#In-Amcbcorporate

Who We Are:
TD is one of the world's leading global financial institutions and is the fifth largest bank in North America by branches/stores. Every day, we deliver legendary customer experiences to over 27 million households and businesses in Canada, the United States and around the world. More than 95,000 TD colleagues bring their skills, talent, and creativity to the Bank, those we serve, and the economies we support. We are guided by our vision to Be the Better Bank and our purpose to enrich the lives of our customers, communities and colleagues.

TD is deeply committed to being a leader in customer experience, that is why we believe that all colleagues, no matter where they work, are customer facing. As we build our business and deliver on our strategy, we are innovating to enhance the customer experience and build capabilities to shape the future of banking. Whether you’ve got years of banking experience or are just starting your career in financial services, we can help you realize your potential. Through regular leadership and development conversations to mentorship and training programs, we’re here to support you towards your goals. As an organization, we keep growing – and so will you.

Our Total Rewards Package

Our Total Rewards package reflects the investments we make in our colleagues to help them and their families achieve their financial, physical and mental well-being goals. Total Rewards at TD includes base salary and variable compensation/incentive awards (e.g., eligibility for cash and/or equity incentive awards, generally through participation in an incentive plan) and several other key plans such as health and well-being benefits, savings and retirement programs, paid time off (including Vacation PTO, Flex PTO, and Holiday PTO), banking benefits and discounts, career development, and reward and recognition. Learn more

Additional Information:
We’re delighted that you’re considering building a career with TD. Through regular development conversations, training programs, and a competitive benefits plan, we’re committed to providing the support our colleagues need to thrive both at work and at home.

Colleague Development
If you’re interested in a specific career path or are looking to build certain skills, we want to help you succeed. You’ll have regular career, development, and performance conversations with your manager, as well as access to an online learning platform and a variety of mentoring programs to help you unlock future opportunities. Whether you have a passion for helping customers and want to expand your experience, or you want to coach and inspire your colleagues, there are many different career paths within our organization at TD – and we’re committed to helping you identify opportunities that support your goals.

Training & Onboarding
We will provide training and onboarding sessions to ensure that you’ve got everything you need to succeed in your new role.

Interview Process
We’ll reach out to candidates of interest to schedule an interview. We do our best to communicate outcomes to all applicants by email or phone call.

Accommodation

TD Bank 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, age, disability, status as a protected veteran or any other characteristic protected under applicable federal, state, or local law.

If you are an applicant with a disability and need accommodations to complete the application process, please email TD Bank US Workplace Accommodations Program at USWAPTDO@td.com. Include your full name, best way to reach you and the accommodation needed to assist you with the applicant process.

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Quantitative Analyst

Location: New York, US
Type: Full-time
Department: Financial Markets

\n\n\n

Job Summary

Work in close collaboration with Structuring, Sales, Trading and Quants from multiple regions based out of Mumbai, Shanghai and New York.

Responsibilities

Implement, onboard and maintain the quantitative models for back-testing and daily calculations of strategies, based on strategy documentation and following all the back-testing and modelling best practices and maintaining governance requirements
Calculate, reconcile and disseminate daily strategy levels in a timely and an error free manner, manage exceptions and challenges promptly and effectively
Build efficient automated controls and operational risk management processes for daily operations and periodically review them for continued efficiency
Communicate and collaborate with different internal stakeholders (Structuring, Sales, Trading and Quants) on reconciliation issues, strategy implementation and operational risk controls
Collaborate with stakeholders on adhoc projects, client servicing, platform robustness and scalability
Ensure adherence to platform governance and policies and support execution of those

Eligibility Requirements

Degree in Quantitative Finance, Mathematical Finance, Financial Engineering or equivalent
Understanding of financial markets, asset classes, investment strategies and a desire to develop a career in the Quantitative Strategies field
Strong programing skills in Python required, experience with OOPS desired
Experience from a similar business, project management, understanding of general risk management, transformation of operational processes through automation etc. would be good to have
Advanced user of Microsoft Office
Ability to communicate clearly and concisely
Ability to multitask and work with tight timelines
Attention to details

In the US, the target base salary for this role is $120,000-$160,000. Compensation is based on a range of factors that include relevant experience, knowledge, skills, other job-related qualifications, and geography. We expect the majority of candidates who are offered roles at our company to fall throughout the range based on these factors

What We Offer

Competitive salary and performance bonuses
Health, dental, and vision insurance
Flexible working hours
Career growth opportunities and ongoing training
Inclusive, supportive company culture

How To Apply

Click \"Apply Now\" to submit your resume through our career site
Be sure to include any relevant experience that aligns with the role.
Qualified candidates will be contacted by a member of our recruitment team for next steps

About Eclerx

eClerx is a leading provider of productized services, bringing together people, technology and domain expertise to amplify business results.

\n The firm provides business process management, automation, and analytics services to a number of Fortune 2000 enterprises, including some of the world’s leading financial services, communications, retail, fashion, media & entertainment, manufacturing, travel & leisure, and technology companies. Incorporated in 2000, eClerx is traded on both the Bombay and National Stock Exchanges of India. The firm employs more than 19,000 people across Australia, Canada, France, Germany, Switzerland, Egypt. India, Italy, Netherlands, Peru, Philippines, Singapore, Thailand, the UK, and the USA.

For more information, visit www.eclerx.com

You can also find us on:

https://www.linkedin.com/company/eclerx/

https://www.indeed.com/cmp/Eclerx/about

\n\n

https://www.glassdoor.com/eClerx

eClerx is an Equal Opportunity Employer. All qualified applicants will receive consideration for employment without regard to race, color, religion, sex, national origin, disability or protected veteran status, or any other legally protected basis, in accordance with applicable law. We are also committed to protecting and safeguarding your personal data. Please find our policy here

","hiringOrganization":{"@type":"Organization","name":"eClerx","sameAs":"https://eclerx.com/"},"jobLocation":{"@type":"Place","address":{"@type":"PostalAddress","addressLocality":"New York, United States","addressCountry":"United States","addressRegion":"North America"}}}},{"@type":"ListItem","position":17,"item":{"@type":"JobPosting","title":"Quantitative Analyst / Financial Engineer 100% (f/m/d)","datePosted":"2025-09-12","description":"

At Julius Baer, we celebrate and value the individual qualities you bring, enabling you to be impactful, to be entrepreneurial, to be empowered, and to create value beyond wealth. Let’s shape the future of wealth management together.

Within Market & Treasury Risk, Model Validation & Trade Approval - a major stakeholder in the New Product Approval (NPA) process for new trading products. The team is especially responsible for the validation and certification of the mathematical pricing models and provides trade approval for various (tailored) trading products.

Your Challenge

Perform independent validation of pricing and valuation models used across asset classes, including but not limited to equities and FX derivatives
Involvement in New Product Approval process, serving as the gatekeeper for model risk, ensuring that pricing models are robust, well-understood
Ensuring appropriate controls and oversight, with a thorough assessment of their conceptual soundness, implementation quality and compliance with the internal governance standards before a new product is cleared for launch
Develop and implement independent reference pricing models as part of the validation process, using quantitative libraries
Assess model performance, limitations and sensitivity to parameters through quantitative techniques
Collaborate with front office quants, trading desks, risk managers and IT to understand business use, technical design and model limitations

Your Profile

Advances degree (Master or PhD) in Quantitative Finance, Mathematics, Physics, Computer Science or a related quantitative discipline
Knowledge of financial products and pricing models across multiple asset classes
Strong programming knowledge, preferably Python and Java
Familiarity with quantitative libraries and integration into trading systems is a plus
Prior experience in model validation, quantitative research or model development is preferred
A strong aptitude for analytical thinking and problem solving, with the ability to work collaboratively in highly technical teams, frequently interacting with quant developers, traders, IT and risk managers
Business fluent in English is required

We are looking forward to receiving your full job application through our online application tool. Further interesting job opportunities can be found on our Career site.

Is this not quite what you are looking for? Set up a job alert by creating a candidate account here.

","hiringOrganization":{"@type":"Organization","name":"Julius Baer","sameAs":"https://www.juliusbaer.com/"},"jobLocation":{"@type":"Place","address":{"@type":"PostalAddress","addressLocality":"Zurich, Switzerland","addressCountry":"Switzerland","addressRegion":"Europe"}}}},{"@type":"ListItem","position":18,"item":{"@type":"JobPosting","title":"Quantitative Analyst I","datePosted":"2025-09-12","description":"

Make banking a Fifth Third better®

We connect great people to great opportunities. Are you ready to take the next step? Discover a career in banking at Fifth Third Bank.

General Function:

The Quantitative Analyst 1 is responsible for following established guidelines and identifying and resolving problems. Individual at this level is expected to utilize independence of thought but to refer more complex problems to supervisors or other experts. Individual would be expected to contribute to work flow or process change and redesign, and to form a strong basic understanding of the specifies product or process. May also be accountable for regular reporting or process administration as owner.

Incumbents at this level may manage a department, product or process with a large amount of independence. Typically referred to as technical expert and known internally and externally as reliable, knowledge able resource. Develops and exercised business plans, policies and procedures and may also be responsible for various projects to improve efficiencies. Individual at this level has a clear understanding of the firm's different businesses and the related economics.

Essential Duties And Responsibilities:

This person will provide quantitative support for the Fraud Reporting and Modeling team
Utilize analytics approaches to report fraud trends, optimize operations reporting, and develop apps (when needed)
Work cross functionally within the department with analytics, operations, and other stakeholders
Provide ahoc support for operations, strategy, and leadership analytics requests
Required: 0-1 years of experience with advanced STEM degree or up to 1 years of applied experience utilizing programming languages (SAS and/or Python preferred)
Required: experience with data visualization via coursework or professional experience with Tableau, Power BI, R-Shiny, or other data visualization software

Supervisory Responsibilities:

None

MINIMUM KNOWLEDGE SKILLS, AND ABILITIES REQUIRED:

Advanced degree in quantitative analytics, economics, statistics, engineering, or a related area
Minimum 0-1 years’ experience with SAS and/or Python (experience via coursework acceptable)
Critical thinking skills (frame a problem, test a hypothesis, implement solutions)
Experience with common predictive modeling approaches (Linear Regression, Logistic Regression, Lasso Logistic Regression, Gradient Boosting, Decision Trees, Neural Networks)
Strong verbal and written communication skills
Strong analytical skills
Ability to present a professional image
Ability to work in a team environment
Ability to multi-task and to be flexible
Experience with Microsoft office products, such as Word, Excel, PowerPoint and Outlook is necessary
Prior management experience and evidence of leadership is a plus

Quantitative Analyst I

LOCATION -- Cincinnati, Ohio 45227

","hiringOrganization":{"@type":"Organization","name":"Fifth Third Bank","sameAs":"https://www.53.com/"},"jobLocation":{"@type":"Place","address":{"@type":"PostalAddress","addressLocality":"The George A. Schaefer, Jr. Operations Center, United States","addressCountry":"United States","addressRegion":"North America"}}}},{"@type":"ListItem","position":19,"item":{"@type":"JobPosting","title":"Quantitative Analyst / Data Scientist in Revenue Management","datePosted":"2025-09-11","description":"

Job Description

As a Quantitative Analyst / Data Scientist in Revenue Management at SIXT, you will play a key role in shaping our data-driven pricing and forecasting strategies for North America. Reporting to the Senior Manager of Revenue Management Analytics, you’ll collaborate with cross-functional and international teams to enhance margin optimization, booking behavior forecasting, and data pipeline development in a fast-paced, startup-like environment.

This role is ideal for early-career professionals with a passion for analytics, pricing, and technology who thrive on transforming data into actionable insights that impact profitability and market performance.

Your Role At Sixt

You develop dynamic pricing and margin optimization tools by applying market intelligence, heuristic algorithms, and operations research techniques
You enhance booking curve forecasting accuracy through time series analysis, demand modeling, and analytics-driven improvements
You support the design, build, and maintenance of analytical data pipelines and tools using Python, AWS Batch, Airflow, Redshift, Athena, and Tableau
You collaborate with global ML Ops and engineering teams in Germany, Portugal, and Ukraine to ensure seamless integration of analytics into the SIXT platform
You conduct deep-dive analyses using structured frameworks to tackle revenue management topics such as fleet planning and pricing performance
You translate business needs into structured analytical tasks and partner with stakeholders to deliver high-impact, data-driven solutions

Your Skills Matter

Education & Experience You hold a Bachelor’s degree and bring 1+ years of hands-on experience in data analytics, revenue management, or data science—ideally in the travel or hospitality sector
Technical Expertise You are proficient in Python, experienced with AWS tools (Batch, Redshift, Athena), and comfortable working with Tableau and modern data warehouse environments
Analytics & Research Foundations You possess a strong foundation in operations research, statistical modeling, and heuristic optimization applied to real-world problems
Business Acumen & Communication You can independently scope, structure, and execute analytical workstreams while clearly communicating insights to stakeholders
Project Ownership & Collaboration You thrive in a collaborative, cross-functional environment and contribute to the successful implementation of scalable analytics solutions
Agile Mindset Familiarity with agile practices and modern tools like VS Code, GitHub Copilot, Cursor, JIRA, and Confluence is a plus

What We Offer

Comprehensive Benefits Package Enjoy medical, dental, vision, life insurance, short- and long-term disability, and a 401(k)-retirement plan
Paid Time Off & Sick Leave Enjoy PTO, sick leave, floating paid holidays and a healthy work-life balance  
Career Growth Opportunities Develop your career within a growing, global organization
Employee Rental Discounts Access exclusive rental rates for you and your family

Additional Information

About Us:

We are a globally leading mobility service provider with a revenue of €4.00 billion and around 9,000 employees worldwide. Our mobility platform ONE combines our products SIXT rent (car rental), SIXT share (car sharing), SIXT ride (taxi, ride, and chauffeur services), and SIXT+ (car subscription), giving our customers access to our fleet of 350,000 vehicles, the services of 4,000 cooperation partners, and around 5 million drivers worldwide. Together with our franchise partners, we are present in more than 110 countries at 2,000 rental stations. At SIXT, top-tier customer experience and outstanding customer service are our highest priorities. We believe in true entrepreneurship and long-term stability and align our corporate strategy with foresight. Get started with us and apply now!

","hiringOrganization":{"@type":"Organization","name":"SIXT","sameAs":"https://www.sixt.com"},"jobLocation":{"@type":"Place","address":{"@type":"PostalAddress","addressLocality":"Fort Lauderdale, FL, United States","addressCountry":"United States","addressRegion":"North America"}}}},{"@type":"ListItem","position":20,"item":{"@type":"JobPosting","title":"Quantitative Analyst","datePosted":"2025-09-11","description":"\n

Job Requisition Details

REQ: 141907
Closing Date: 19 September 2025
Talent Acquisition: Precious Motlhako

\n\n

Cluster And Location

Personal and Private Banking

Johannesburg, Sandton

Hybrid

Career Stream

\nQuantitative

Leadership Pipeline

\nManage Self: Professional

Job Purpose

To develop and maintain best practice qualitative and quantitative analytics and data assets that informs risk management strategies and processes in line with regulations and Nedbank standards

Job Responsibilities

•   Build and formally present reports by monitoring business performance and operations within the set risk appetite and through analysis, as and when required.
•   Increase efficiencies through programming and automating processes.
•   Participate in analytics-based projects that cover different aspects of credit risk management, including Credit Risk RWA, IFRS9 ECL adequacy, scorecards, and models.
•   Drive process improvements across the credit risk reporting landscape.
•   Provide trend analysis and assurance on portfolio movements, with relevant investigation and interpretation.
•   Contribute to a high-performance team culture and continuous improvement via collaboration, knowledge sharing, mentoring, sprint planning and retrospectives, daily scrums, and project participation.
•   Contribute to a culture conducive to the achievement of transformation goals by participating in Nedbank Culture building initiatives (e.g. staff surveys etc).
•   Seek opportunities to improve business processes; models and systems by identifying and recommending effective ways to operate and adding value to Nedbank.
•   Ensure continuity and record keeping through formal sign-off at forums and by creating documentation.
•   Ensure data accuracy through data and front-end analysis; pre and post testing of system/strategy changes.
•   Improve personal capability and stay abreast of developments in field of expertise by identifying training courses and career progression for self through input and feedback from managers.
•   Enable skilling and required corrective action to take place by sharing knowledge and industry trends with team and stakeholders during formal and informal interaction.

Essential Qualifications - Nqf Level

Matric / Grade 12 / National Senior Certificate\n
Advanced Diplomas/National 1st Degrees\n

Preferred Qualification

3-year qualification in a Mathematical related BSc, Engineering, CFA, FRM, CQF

Minimum Experience Level

1 - 3 years relevant experience in an analytical environment
Preferred experience in understanding Basel Capital and IFRS 9 Impairments
Preferred experience in modelling

Technical / Professional Knowledge

Business Acumen\n
Industry trends\n
Microsoft Office\n
Principles of project management\n
Relevant regulatory knowledge\n
Relevant software and systems knowledge\n
Risk management process and frameworks\n
Business writing skills\n
Microsoft Excel\n
Quantitative Skills\n

Behavioural Competencies

Adaptability\n
Applied Learning\n
Earning Trust\n
Communication\n
Stress Tolerance\n
Driving for results\n
Continuous Improvement\n
Technical/Professional Knowledge and Skills\n

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

Please contact the Nedbank Recruiting Team at +27 860 555 566

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Copenhagen, Denmark

Advance the frontiers of modell management —join our newly established Modell Evaluation team and strengthen the bank’s decision-making through structured review, logical clarity, and the lens of formal abstraction

The Modell Evaluation (ME) team is newly established within Group Quantitative risk Management (QrM). The ME team has the overall mandate to evaluate all modells being used in the bank for various purposes, quantify the degree of their adequacy for the purpose, and suggest remediating actions to manage inherent modell risks. Additionally, ME is responsible for the development and improvement of modell evaluation protocols and supporting business owners & senior management on technical matters.

Group QrM is an independent and autonomous group housed in Group Risk and Capital Management, formally reporting to the Chief Risk Officer as well as maintaining communication with the Board of Directors. Group QrM has the mandate (among other items) to develop, maintain, and operate the modell (risk) management framework, including the modell management system, as well as advise in all aspects of modell management. The Group operates with the goal to increase the degree of categorization in the modell management landscape, including the (risk) evaluation processes.

You will be responsible for conducting evaluations and periodic reviews for all modell types being used across the bank. Further, you will communicate your findings to business owners with recommendations on the safe deployment and use of the modell. You will report to the Head of the ME team, but, liaise with various business functions across the bank to support (on a technical level) their modell management processes.

The workplace will be physically in HQ, Denmark near Copenhagen. Relocation is not offered.

Responsibilities

conduct modell evaluations, modell monitoring, and reviews; including quantifying various uncertainty measures,
include specific regulatory requirements into the modell evaluation and reviews (qualitatively and quantitatively),
engage in constructive dialogues with modell owners, developers, etc. with intention to improve the modell development, and to identify and control sources of modell risk,
generate modell evaluation reports and communicate verdicts to business owners and senior management,
assist in operating and improving (via enhanced verification tools) our in-house developed modell management system,
potentially develop benchmark modells to measure modell uncertainties

Your Profile

You should be a good communicator, curious by nature with the ability to articulate the right questions, a structured thinker, and be able to organize your work independently and operate with autonomy

You should be a PhD in a technical discipline (e.g. Engineering, Physics, Mathematics, Computer Science, Statistics, Physical Chemistry, Linguistics, …). Programming skills and experience (in e.g. Python, R, C#, F#, Haskell, Ocaml, Lean4) are an advantage. Should have basic knowledge of financial instruments and markets.

We take the ad offline once we’ve formed a pool of strong candidates

We get curious people invested in the world

When you work at Saxo, you become a Saxonian and part of a purpose-driven organisation, where good ideas are always taken seriously, and where you can make a true impact. We are invested in your development, and you can expect a robust career from day one when you join Saxo – no matter which role you take on.

You will join 2,500 other ambitious colleagues across 15 countries and become part of an international organisation. Working in Saxo, you will get to meet colleagues from many different cultures and backgrounds, and you should know that we value diversity and inclusion and see it as a genuine source of strength to drive growth, foster innovation and position us for long-term success.

We encourage an open feedback culture and supportive team environments enabling employees to grow and fulfil their career aspirations.

When you bring passion, curiosity, drive and team spirit, your learning journey will be dynamic and your career opportunities in Saxo will be immense.
At Saxo we don’t just offer a job – we offer an opportunity to invest in your future!
How to apply :
Click here to create an account and upload your resume and a short motivation. We look forward to getting to know you better!

","hiringOrganization":{"@type":"Organization","name":"Saxo Bank","sameAs":"https://www.home.saxo/"},"jobLocation":{"@type":"Place","address":{"@type":"PostalAddress","addressLocality":"Headquarters, Denmark","addressCountry":"Denmark","addressRegion":"Europe"}}}},{"@type":"ListItem","position":22,"item":{"@type":"JobPosting","title":"Senior Quantitative Analyst (US)","datePosted":"2025-09-11","description":"

Work Location:

Mount Laurel, New Jersey, United States of America

Hours:

Pay Details:

$76,128 - $114,192 USD

As a candidate, you are encouraged to ask compensation related questions and have an open dialogue with your recruiter who can provide you more specific details for this role.

Line Of Business:

Risk Management

Job Description:

Depth & Scope:

Provides financial, analytical, modeling expertise to build quantitative models for business projects
Conducts complex quantitative analysis as it applies to areas of responsibility, generally aligned to specific transactions and products
Performs statistical model assumptions' tests for soundness of model theory
Hands on coding and building of quantitative models
Reviews model results and identifies unexpected results
May develop specialized analytical tools for projects or ongoing use
May develop conclusions and courses of action to rectify discrepancies as well as analyses
Develops and analyzes key metric and plan variances and related information
Develops analyses of performance and predictive data
Compiles and generates ad-hoc analytical reports
May lead additional research efforts, applying expertise in statistical analysis and modeling
Explores the best practice modeling techniques for model enhancement
Highly seasoned professional role requiring substantial knowledge / expertise in a complex field and knowledge of broader related areas
Integrates knowledge of the enterprise sub-function’s or business line’s overarching strategy in developing solutions across multiple functions or operations
Interprets internal/external business challenges and the industry environment, recommends course of action and best practices to improve products, processes or services
Acts as a technical expert / lead integrating cross-function understanding within their own field of specialty; may manage team(s) of related specialists
Leads cross-functional teams or projects with significant resource requirements, risk and / or complexity
Independently manages end-to-end functional programs
Solves or may lead others to solve complex problems; leads efforts or partners with others to develop new solutions
Uses sophisticated analytical thought to exercise judgement and identify solutions
Impacts the achievement of sub-function or business line objectives within the area they are accountable for
Work is guided by policies and industry standards/methods
Communicates difficult concepts; converts information to compelling business context and advice; influences and gains alignment across increasingly senior stakeholders
Works autonomously as the lead and guides others within area of expertise
Independently handles all but the most complex and unusual issues

Education & Experience:

Undergraduate degree required, advanced technical degree preferred (e.g., math, physics, engineering, finance or computer science) Graduate's degree preferred with either progressive project work experience or
3+ years relevant experience, In-depth knowledge of quantitative models and statistical analysis
Ability to effectively interpret, select appropriate techniques, take independent action, communicate, and follow-through
Strong communications skills, both written and verbal
Strong interpersonal and consultative communication skills with well-developed presentation skills
Ability to manage competing priorities effectively, making good decisions based on business priorities and objectives
Practical knowledge of financial analysis techniques and methodologies
Ability to employ complex analytical tools and statistics to perform analysis and forecasting of financial and other business information
Proficiently use Microsoft Office tools to prepare and present analysis results to the audience
Advanced skills in SAS and SQL
Advanced level in statistical analysis and modeling tools
Ability to exercise sound judgment in making decisions
Ability to analyze complex information and develop plans to address identified issues
Demonstrated skills in conflict resolution, strong intuitive judgment and negotiation/influencing skills, flexibility and adaptability to changing priorities in a fast-paced environment, along with a strong consultative approach
Skill in collecting, organizing and analyzing complex or technical data
Skill in using logic and reasoning to identify the strengths and weaknesses of alternative situations, conclusions or approaches to problems
Skill in active learning by understanding the implications of new information for both current and future problem solving and decision making
Skill in identifying complex problems and reviewing related information to develop and evaluate options and implement solutions
Skill in decision making by considering relative costs and benefits of potential actions and choosing the most appropriate option
Ability to determine which issues to escalate versus to resolve independently, and provide suggestions for possible resolution
Ability to combine pieces of information to form general rules or conclusions (includes finding a relationship among seemingly unrelated events)
Ability to evaluate documents for accuracy and legal conformance
Ability to anticipate and diffuse problems before they occur
Ability to conduct short-range and long-range business planning
Ability to develop objectives, evaluate effectiveness and assess needs
Ability to recognize, analyze and solve a variety of problems
Ability to identify problems, evaluate alternatives and implement effective solutions
Ability to implement new systems and procedures and to evaluate their effectiveness
Ability to problem solve a variety of situations
Ability to contribute to strategic direction of the function and provide advice to senior leadership
Ability to think strategically and possess strong business acumen

Preferred Qualifications:

Demonstrated statistical and quantitative modeling experience
Advanced programming skills in Python and SAS
Demonstrated ability to write technical and analytical reports
Experience in Credit Risk Scorecards or Classification Models

Customer Accountabilities:

Develop and enhance quantitative pricing models
May lead additional research efforts, applying expertise in quantitative analysis and modeling
Write computer code to implement new pricing models and enhancements to existing models
Work with trading desks to perform analysis of financial markets using quantitative models
Work with trading desks and risk management to perform analysis of financial product pricing and risk management using quantitative models
Explore the best practice modeling for model enhancement
May develop specialized analytical tools for projects or ongoing use
Enhance model documentation to reflect new or improved models and model features
Work with model risk management to get new models and features approved
Review model results and identify unexpected results
May develop conclusions and courses of action to rectify discrepancies and analyses
Assist in the analyses of model performance
Develop and maintain strong business relationships with trading desks
Supportsthe development, forecasting, and analysis of potential responses to regulatory inquiry related to models

Shareholder Accountabilities:

Contribute to various operational activities and processes as assigned
Consistently exercise discretion in managing correspondence, information and all matters of confidentiality; escalate issues where appropriate
Be knowledgeable of practices and procedures within own area of responsibility and keep abreast of emerging trends for own functional area
Protect the interests of the organization – identify and manage risks, and escalate non-standard, high risk activities as necessary
Conduct internal and external research projects; support the development / delivery of presentations / communications to management or broader audience
Conduct reporting and / or meaningful analysis at the functional or enterprise level using results to draw conclusions, make recommendations, assess the effectiveness of programs/ policies/ practices
Monitor service, productivity and assess efficiency levels within own function and implement continuous process / performance improvements where opportunities exists
Acquire and apply expertise in the discipline, provide guidance, assistance and direction to others
Identify, recommend and effectively execute standard practices applicable to the discipline
Adhere to internal policies/procedures and applicable regulatory guidelines
Keep abreast of emerging issues, trends, and evolving regulatory requirements and assess potential impacts
Maintain a culture of risk management and control, supported by effective processes in alignment with risk appetite
May lead work streams by acting as a project lead / subject matter expert for small scale projects / initiatives in accordance with project management methodologies

Employee/Team Accountabilities:

Participate fully as a member of the team, support a positive work environment that promotes service to the business, quality, innovation and teamwork and ensure timely communication of issues/ points of interest
Support the team by continuously enhancing knowledge / expertise in own area and participate in knowledge transfer within the team and business unit
Keep current on emerging trends/ developments and grow knowledge of the business, related tools and techniques
Participate in personal performance management and development activities, including cross training within own team
Keep others informed and up-to-date about the status / progress of projects and / or all relevant or useful information related to day-to-day activities
Contribute to the success of the team by willingly assisting others in the completion and performance of work activities; provide training, coaching and/or guidance as appropriate.
Contribute to a fair, positive and equitable environment that supports a diverse workforce
Act as a brand ambassador for your business area/function and the bank, both internally and/or externally

Physical Requirements:

Never: 0%; Occasional: 1-33%; Frequent: 34-66%; Continuous: 67-100%

Domestic Travel – Occasional
International Travel – Never
Performing sedentary work – Continuous
Performing multiple tasks – Continuous
Operating standard office equipment - Continuous
Responding quickly to sounds – Occasional
Sitting – Continuous
Standing – Occasional
Walking – Occasional
Moving safely in confined spaces – Occasional
Lifting/Carrying (under 25 lbs.) – Occasional
Lifting/Carrying (over 25 lbs.) – Never
Squatting – Occasional
Bending – Occasional
Kneeling – Never
Crawling – Never
Climbing – Never
Reaching overhead – Never
Reaching forward – Occasional
Pushing – Never
Pulling – Never
Twisting – Never
Concentrating for long periods of time – Continuous
Applying common sense to deal with problems involving standardized situations – Continuous
Reading, writing and comprehending instructions – Continuous
Adding, subtracting, multiplying and dividing – Continuous

#Li-Amcbcorporate

#In-Amcbcorporate

Our Total Rewards Package

Accommodation

","hiringOrganization":{"@type":"Organization","name":"TD","sameAs":"https://www.td.com/"},"jobLocation":{"@type":"Place","address":{"@type":"PostalAddress","addressLocality":"Mt Laurel - Operations Center Bldg 1 - 9000 Atrium Way, Mount Laurel, New Jersey, United States","addressCountry":"United States","addressRegion":"North America"}}}},{"@type":"ListItem","position":23,"item":{"@type":"JobPosting","title":"Junior Quantitative Analyst","datePosted":"2025-09-11","description":"

As one of the world’s leading asset managers, Invesco is dedicated to helping investors worldwide achieve their financial objectives. By delivering the combined power of our distinctive investment management capabilities, we provide a wide range of investment strategies and vehicles to our clients around the world.

If you're looking for challenging work, smart colleagues, and a global employer with a social conscience, come explore your potential at Invesco. Make a difference every day!

Job Description

Your Team:

Invesco's Solutions Team comprises Asset Allocation, Global Strategies, Quantitative Strategies, Custom Equities, and Custom Indexing. The strategies developed cover multiple asset classes, including equities, multi-asset, and alternatives, with a strong emphasis on customization.

Your Role:

Develop and maintain systems for systematic equities group.
Build automated workflows to perform quality checks, ensuring outputs are timely, accurate and high-quality.
Identify areas for process improvement and lead automation initiatives to enhance operational efficiency.
Develop clear, well-documented scripts and maintain up-to-date documentation for all automated processes.
Support and enhance the existing technology infrastructure.
Load, validate and troubleshoot raw financial data to ensure data integrity.
Review inputs and outputs of quantitative models for accuracy and completeness.
Rebalance, monitor, and maintain indexes

The Experience You Bring

Proficient in Python or R and SQL.
1 - 3 years of experience in financial services or a related domain.
Demonstrated strong work ethic with a commitment to delivering timely, accurate, and high-quality outputs.
Entrepreneurial mindset with a passion for continuous improvement, adaptability to change and a problem-solving approach.
Excellent written and verbal communication skills.
Strong interpersonal and collaboration skills.

Academic Qualifications:

Bachelor’s or Master’s degree in Engineering, Finance, or a related field.

Full Time / Part Time

Full time

Worker Type

Employee

Job Exempt (Yes / No)

Yes

Workplace Model

At Invesco, our workplace model supports our culture and meets the needs of our clients while providing flexibility our employees value. As a full-time employee, compliance with the workplace policy means working with your direct manager to create a schedule where you will work in your designated office at least three days a week, with two days working outside an Invesco office.

Why Invesco

In Invesco, we act with integrity and do meaningful work to create impact for our stakeholders. We believe our culture is stronger when we all feel we belong, and we respect each other’s identities, lives, health, and well-being. We come together to create better solutions for our clients, our business and each other by building on different voices and perspectives. We nurture and encourage each other to ensure our meaningful growth, both personally and professionally.

We believe in diverse, inclusive, and supportive workplace where everyone feels equally valued, and this starts at the top with our senior leaders having diversity and inclusion goals. Our global focus on diversity and inclusion has grown exponentially and we encourage connection and community through our many employee-led Business Resource Groups (BRGs).

What’s in it for you?

As an organization we support personal needs, diverse backgrounds and provide internal networks, as well as opportunities to get involved in the community and in the world.

Our benefit policy includes but not limited to:

Competitive Compensation
Flexible, Hybrid Work
30 days’ Annual Leave + Public Holidays
Life Insurance
Retirement Planning
Group Personal Accident Insurance
Medical Insurance for Employee and Family
Annual Health Check-up
26 weeks Maternity Leave
Paternal Leave
Adoption Leave
Near site Childcare Facility
Employee Assistance Program
Study Support
Employee Stock Purchase Plan
ESG Commitments and Goals
Business Resource Groups
Career Development Programs
Mentoring Programs
Invesco Cares
Dress for your Day

In Invesco, we offer development opportunities that help you thrive as a lifelong learner in a constantly evolving business environment and ensure your constant growth. Our AI enabled learning platform delivers curated content based on your role and interest. We ensure our manager and leaders also have many opportunities to advance their skills and competencies that becomes pivotal in their continuous pursuit of performance excellence.

To know more about us

About Invesco: https://www.invesco.com/corporate/en/home.html
About our Culture: https://www.invesco.com/corporate/en/about-us/our-culture.html
About our D&I policy: https://www.invesco.com/corporate/en/our-commitments/diversity-and-inclusion.html
About our CR program: https://www.invesco.com/corporate/en/our-commitments/corporate-responsibility.html
Apply for the role @ Invesco Careers: https://careers.invesco.com/india/

What You’Ll Do

Leverage Machine Learning and advanced data analytics to identify risks and set the right price for each client;
Analyze and interpret complex data to support strategic decision-making;
Contribute directly to the company’s growth and long-term success through actionable insights.

What We’Re Looking For

Strong academic background in Mathematics, Physics, Mathematical Engineering, Physical Engineering, Data Science, Informatics, Computer Engineering or Statistics;
All experience levels, including recent graduates with no prior work experience;
Excellent quantitative, logical, and analytical skills;
Curiosity, proactivity, and innovative thinking to drive new ideas and solutions.

Nice-To-Have

Possess a solid foundation in code development and machine learning;
Know how to create, manipulate and analyze large datasets.

Please note: this is the same position as the one referred as “Data Scientist” on our career site, posted with different job titles to reach STEM students and graduates who might not know a Data Scientist role suits them. Curious to know more? Apply or check out this video.
Why you’ll love it here
We want to make Prima a happy and empowering place to work. So if you decide to join us, you can expect plenty of perks.
🤸 Work Your Way: Enjoy full flexibility – work from home, the office or a mix of both. Plus, work from anywhere for up to 30 days a year.
🏁 Grow with us: We may move fast at Prima, but we move together. Get access to learning resources, mentorship and a growth plan tailored to you.
🌈 Thrive and perform: Your best work begins when you feel your best. Enjoy private healthcare, gym discounts, wellbeing programs and mental health support.
Think you’re a match? Apply now.
At Prima, we celebrate uniqueness. If you don’t meet every requirement but are passionate about this role, we still want to hear from you. Innovation thrives on diverse perspectives.Prima is proud to be an equal opportunity employer. Need accommodations during the process? Email us at talent.acquisition@prima.it. Let’s build the future of insurance, together.","hiringOrganization":{"@type":"Organization","name":"Prima","sameAs":"https://www.helloprima.com/"},"jobLocation":{"@type":"Place","address":{"@type":"PostalAddress","addressLocality":"Milan","addressCountry":"Italy","addressRegion":"Europe"}}}},{"@type":"ListItem","position":25,"item":{"@type":"JobPosting","title":"Quantitative Analyst, Data Science - Winter 2026 (Co-op/Internship) - 4 Months","datePosted":"2025-09-09","description":"

Application Deadline:

09/18/2025

Address:

100 King Street West

Job Family Group:

Data Analytics & Reporting

Education Level Required: Master level
Technical Skills Requirement
Coding (Python, SAS, SQL...)
Modelling
Automation
Dashboard Building
Bayesian Stats
Financial Background

Uses advanced analytical algorithms and technologies (e.g. machine learning, deep learning, artificial intelligence) to mine and analyze large sets of structured and unstructured data to obtain insights. Designs and constructs new processes for modeling data. Develops predictive models and leverages big data technology to design solutions that deliver smarter business decisions, improve customer experience, and drive productivity. Collaborates with other data and analytics professionals and teams to optimize, refine and scale analysis into mature analytics solutions.

Plays an active role in the futuristic display of data, and advancement of innovative data strategies to understand consumer trends and address business problems.
Uses data mining and extracting usable data from valuable data sources to assess feasibility of AI/ML solutions for improved processing and usage of organization data.
Conducts large-scale analysis of information to discover patterns and trends by combining different modules and algorithms.
Uses analysis to provide recommendations and advice for business leaders to maintain to maintain market competitiveness.
Develops prediction systems and machine learning algorithms. Investigates additional technologies and tools for developing innovative data solutions for business stakeholders.
Collaborate together with the product team and partners to understand and provide data-driven decision making, business planning and future roadmap.
Focus is primarily on business/group within BMO; may have broader, enterprise-wide focus.
Exercises judgment to identify, diagnose, and solve problems within given rules.
Works independently on a range of complex tasks, which may include unique situations.
Broader work or accountabilities may be assigned as needed.

Qualifications:

Foundational Level Of Proficiency:

Deep learning.
Machine learning.
Trust, bias and ethics.
Creative thinking.
Critical thinking.

Intermediate Level Of Proficiency:

Mathematics, statistics & operations research.
Big data.
Data visualization.
Computational thinking and programming.
Data wrangling.
Data preprocessing.
Complex problem solving.
Analytical acumen.
Creative reasoning.
Verbal & written communication skills.
Collaboration & team skills.
Analytical and problem solving skills.
Influence skills.
Data driven decision making.
Typically between 1-3 years of relevant experience and post-secondary degree in related field of study or an equivalent combination of education and experience.
Technical proficiency gained through education and/or business experience.

Salary:

$67,200.00 - $124,200.00

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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Who we are looking for

State Street’s Model Risk Management (MRM) function is seeking a Quantitative Analyst Working Student to join its Model Validation team of State Street Bank International in Munich. SSBI’s MVG collaborate closely with the wider global MRM function (based among other locations in Boston, US; Krakow, Poland; and Hangzhou, China) to make business and operating decisions – most notably regulatory and economic capital models – as well as to ensure the implementation of Model Risk Governance Program guidelines and requirements

The selected candidate will conduct model validation to ensure model risks are correctly identified, assessed, and managed. MRM’s validation work is focused on models in the general areas cover all sectors of financial and non-financial risk and include among others, wholesale credit risk (e.g., probability of default, loss given default, exposure measurement, and loan loss reserving); market risk (e.g., daily value at risk pricing models, counterparty credit risk, Asset Liability Management, internal and regulatory stress testing and terms structure models); macroeconomic risk; operational risk; liquidity risk; strategic and reputational etc. The location of the position will be in Munich, Germany with the possibility for a flexible work arrangement for a few days per week.

What you will be responsible for

Assessing model theory and assumptions as well as considering modeling methods and alternate options
Testing and confirming model results by using documented procedures for running models
Assessing computational accuracy by reviewing code documentation for proper model implementation, including the possible simulation of results
Assessing the integrity of data inputs
Assessing the stability and robustness of models by conducting backtesting, sensitivity testing, and stress testing
Presenting results of model validation work within the team and making recommendations for improvements
Support MVG team members in Munich with daily workload related to validation tasks for different models.
Support with longer-term projects, such as code internalization, organization and maintenance with the purpose of re-usability in future projects.
Make recommendations and improve current practices related to the way validation of quantitative models is done and/or tools used daily by MVG members locally and across the globe by connecting academic research with industry practice.

What do we value

Enrolled in the third or fourth year of an undergraduate, a graduate, MS or PhD program in a quantitative discipline such as Mathematics, Physics, Computer Science, Engineering, Finance or Economics. Students from other areas are also welcome to apply provided they show knowledge and interest in elements of the abovementioned sciences and at least a basic understanding of banking or financial services.
Proficient in one or more programming languages, such as R, Python, Matlab , SAS, Stata, SQL and VBA.
Proven experience in developing quantitative models as part of coursework projects or previous internships.
Ability to communicate clearly in business English (verbal and written).
Intellectual curiosity, willingness to learn and develop new skills and ability to deliver results in a reasonably timely manner and of good quality.
Good knowledge of theoretical and empirical finance across a broad range of products and asset classes
Self-starter with the ability to challenge current practices around statistical models implemented by various model owners.

About State Street

What we do. State Street is one of the largest custodian banks, asset managers and asset intelligence companies in the world. From technology to product innovation, we’re making our mark on the financial services industry. For more than two centuries, we’ve been helping our clients safeguard and steward the investments of millions of people. We provide investment servicing, data & analytics, investment research & trading and investment management to institutional clients.

Work, Live and Grow. We make all efforts to create a great work environment. Our benefits packages are competitive and comprehensive. Details vary by location, but you may expect generous medical care, insurance and savings plans, among other perks. You’ll have access to flexible Work Programs to help you match your needs. And our wealth of development programs and educational support will help you reach your full potential.

","hiringOrganization":{"@type":"Organization","name":"State Street","sameAs":"https://www.statestreet.com/"},"jobLocation":{"@type":"Place","address":{"@type":"PostalAddress","addressLocality":"Munich, Germany","addressCountry":"Germany","addressRegion":"Europe"}}}},{"@type":"ListItem","position":27,"item":{"@type":"JobPosting","title":"Credit Modeling Quantitative Analyst I (Hybrid - See potential locations in description)","datePosted":"2025-09-09","description":"

* Sponsorship For Employment Visa Status Is Not Available For This Position, Including Anyone On An F-1 Student Visa Including Those Eligible For Cpt/Opt Or The Stem Opt Extension.

** Work Arrangement/Location: This is a hybrid position requiring in-office work three (3) days every week and it will be based in an M&T Office in either Buffalo, NY (One M&T Plaza), or Iseline, NJ (Metropark).

Overview:

Assists in development and analysis of quantitative/econometric behavioral models used for credit risk, interest rate risk and liquidity risk management, as well as balance sheet and capital planning. Supports more experienced analysts and management in data analysis, model development efforts and ad-hoc analysis as needed.

Primary Responsibilities:

Assist in researching and developing quantitative behavioral models used for credit risk, interest rate risk and liquidity risk management, as well as balance sheet and capital planning, including but not limited to, loan delinquency, default and loss models, loan prepayment and utilization models, deposit attrition models and financial instrument valuation methods.
Prepare, manage and analyze large customer loans and deposit data sets for statistical analysis in Structured Query Language (SQL) or similar tool to properly specify and estimate econometric models to understand customer or Bank behavior for purposes of interest rate, liquidity or stressed capital risk.
Understand the context of the Bank's data and businesses to ensure properly developed models.
Produce and run regressions (including time series and logistic regression), programming routines and other econometric analyses to specify models using appropriate statistical software; communicate results, including graphic and tabular forms of model development activities to fellow team members, Treasury management and Bank-wide stakeholders, including the business lines and Risk Management colleagues to demonstrate key risk drivers and dynamics of model output.
Execute models in production environment; communicate analytical results to Bank-wide stakeholders. Track portfolio performance, model performance, campaign tracking and risk strategy results.
Incorporate observations and data into existing models to improve predictive results. Identify deviations from forecast/expectations and explain variances. Identify risk and/or opportunities.
Support development and maintenance of satisfactory model documentation, including process procedures and performance monitoring guidelines to serve as reference source.
Provide financial analysis and data support to other groups/departments across the Bank as required.
Engage with colleagues in Model Risk Management for model validation exercises.
Conduct business in compliance with regulatory guidance including SR (Supervision and Regulation Letters) 10-1, SR 10-6, SR 11-7, Enhanced Prudential Standards, etc. Adhere to applicable compliance/operational risk/model controls and other second line of defense policies and regulatory standards, policies and procedures.
Understand and adhere to the Company’s risk and regulatory standards, policies and controls in accordance with the Company’s Risk Appetite. Identify risk-related issues needing escalation to management.
Promote an environment that supports belonging and reflects the M&T Bank brand.
Maintain M&T internal control standards, including timely implementation of internal and external audit points together with any issues raised by external regulators as applicable.
Complete other related duties as assigned.

Scope Of Responsibilities:

The position uses statistical programming languages to analyze Bank datasets and develop, implement and maintain behavioral models. It is important for the position to communicate with clear narratives, compelling data visualization and technical precision, both in-person and in writing, to enable recipients to understand the analyses. The position partners and collaborates with colleagues in related functions, including Asset Liability and Liquidity Management, Model Risk Management and business lines to implement and understand models for Bank use. This role is highly technical in nature and requires demonstrated attention to detail, execution and follow-up on multiple initiatives within Treasury and across the Bank. The ability to identify, analyze, rationalize and communicate complex business, data and statistical problems and recommend corresponding solutions is a key factor of success in this role.

Supervisory/Managerial Responsibilities:

Not Applicable

Education And Experience Required:

Bachelor's degree from accredited four year institution, or in lieu of a degree, a combined minimum of 4 years’ higher education and/or work experience
Proven experience in analyzing data sets and explaining results of analysis through concise written and verbal communication as well as charts/graphs

Education And Experience Preferred:

Bachelor’s degree in Statistics, Economics, Mathematics, Finance or related field in the quantitative social, physical, natural or engineering sciences, inclusive of proven coursework proficiency in statistics, econometrics, economics, computer science, finance or risk management
Prior experience in banking and financial services industry
Minimum of 1 years’ statistical analysis programming experience
Experience with pertinent statistical software packages such as SAS, Stata R or Python, especially SAS
Credit Risk Modeling experience
Logistic regression in credit risk modeling experience
Fluency and high proficiency in econometric/statistical techniques, especially time-series analysis and logistic regression
Monte Carlo simulation experience
Proven track record for being able to work autonomously, within a team environment, exhibiting demonstrated leadership and a strong desire to learn and contribute to a group
Minimum of 1 years' proven quantitative or data-oriented experience, including on-the-job use of statistical data analysis and data management environment such as SQL
Advanced knowledge of pertinent spreadsheet, word processing and presentation software

Physical Requirements:

M&T Bank is committed to fair, competitive, and market-informed pay for our employees. The pay range for this position is $59,230.77 - $98,717.96 Annual (USD). The successful candidate’s particular combination of knowledge, skills, and experience will inform their specific compensation.

Location

Buffalo, New York, United States of America","hiringOrganization":{"@type":"Organization","name":"M&T Bank","sameAs":"https://www.mtb.com/"},"jobLocation":{"@type":"Place","address":{"@type":"PostalAddress","addressLocality":"Buffalo, NY, United States","addressCountry":"United States","addressRegion":"North America"}}}},{"@type":"ListItem","position":28,"item":{"@type":"JobPosting","title":"Quantitative Analyst - Securitized Products","datePosted":"2025-09-08","description":"

Verition Fund Management LLC (“Verition”) is a multi-strategy, multi-manager hedge fund founded in 2008. Verition focuses on global investment strategies including Global Credit, Global Convertible, Volatility & Capital Structure Arbitrage, Event-Driven Investing, Equity Long/Short & Capital Markets Trading, and Global Quantitative Trading. Our global risk team is looking for a Quantitative Analyst specifically with Securitized Products experience to join our team.

Responsibilities:

Develop advanced tools to augment the processes of risk analysis and risk monitoring within the securitized product space. Analyze portfolios and strategies to identify the risk/return dynamics
Collaborate with risk managers and portfolio managers on topics including management of tail risk exposure, scenario analysis, usage of risk limits, portfolio construction, and capital allocation
Assist in the development and enhancement of pricing and risk models, stress testing and Value at Risk (VaR) methodologies for securitized products
Engage in research activities and develop new risk management strategies and analytical tools for investment teams and risk managers
Collaborate closely with the technology team to transition prototypes into operational production systems

Qualifications:

Advanced degree (Masters/PhD) in Physics, Engineering, Mathematics, Statistics or related fields
Two or more years’ experience in programming in Python. Experience with Linux bash scripting and SQL.
Experience in deploying applications in production environment
Experience in production software development life cycle
Having good communication skills, great attention to detail and strong interest in technology
Knowledge of securitized products such as MBS, CMBS, ABS, CLO
Experience in prepayment and default modeling

Nice To Have:

Experienced in dealing with large data sets
Experience with Intex or Yieldbook
Experience in C/C++, Java or C# not required but is a plus
Knowledge of Excel functions and macros

\nSalary Range$135,000—$180,000 USD","hiringOrganization":{"@type":"Organization","name":"Verition Fund Management","sameAs":"https://www.verition.com/"},"jobLocation":{"@type":"Place","address":{"@type":"PostalAddress","addressLocality":"New York, New York, United States","addressCountry":"United States","addressRegion":"North America"}}}},{"@type":"ListItem","position":29,"item":{"@type":"JobPosting","title":"Internship – Energy modeler / Quantitative Analyst (m/f/d) in Intraday Power Trading (5-6 months)","datePosted":"2025-09-08","description":"

Company Description

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. We envision a world that runs entirely on renewable energy. 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

What we do:
\nA key challenge of the energy transition is to ensure a stable and efficient energy supply with a noticeable increase in the share of wind and solar energy. Our intraday trading team in Düsseldorf is making an important and exciting contribution to this. We manage one of Europe’s largest renewable energy portfolios on the relevant short-term markets, thus enabling the successful integration of wind and solar energy into the energy market. To do this in the most efficient manner, we rely on models which we develop in collaboration with our interns.

Job Description

We are looking for interns that will be focusing on energy modelling and on quantitative analysis. The focus of the internship can vary between the two and can be summarised in three main tasks:

Model Development: In collaboration with our traders, enhance our in-house models used for trading. The quantitative analyst role will focus on developing e.g. systematic trading strategies, risk assessments and/or short-term price forecasting models. The energy modeler role will mainly work on our fundamental energy system models, exploring how short-term changes in the energy system impacts the intraday price movements and/or refine our renewable energy forecasting models. For both roles, you’ll use machine learning, time series analysis, and/or statistical data analysis
Operational Support: Contribute to daily operations through coding and reporting tasks
Trading Insights: Shadow our intraday trading activities and identify opportunities for model or trading strategy improvements. You may also develop your own trading strategies and potentially test their performance in the actual market supported by our traders

Note that you will receive an extensive onboarding from our traders and that you have enough time to become familiar with our programming infrastructure and the way we work in Statkraft. We will support you in developing your skills and becoming a valuable member of our Intraday Power Trading Team.

Learning on the job: At our Düsseldorf office, you will gain experience collaborating with colleagues from diverse national backgrounds in a highly competent and innovation-driven environment. You will gain first-hand experience in electrical energy trading through the short-term physical markets, deepening your understanding of energy system dynamics and price formation. Your quantitative project work will enhance your coding and analytical skills and by being part of a diverse and supportive team you will get a great experience for your future career.

Qualifications

Enrolled in a university, ideally in a quantitative discipline (engineering/physics/mathematics/economics/data science)
Passionate about the energy transition and motivated to learn about energy markets
Interest for quantitative analyses
Experience in programming, e.g. Python
Proactive, diligent and team-oriented way of working
Nice to have, but not mandatory:
Very good English skills to ensure optimal collaboration in an international team, German is a plus
Knowledge of version control techniques (Git) and / or data visualization techniques (Dash, HTML, Java Script)
Research and development experience

Please Note That:

starting date is flexible
5-6 months is the preferred length of the internship
Please submit your transcript of records to the application

Additional Information

At Statkraft, you’ll shape a career that is truly forward-facing with many amazing opportunities and offerings to match. This includes (non-exclusive): 

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”
A work culture that puts emphasis on the individual, offering flexible working solutions, and work life balance principles
A focus on fun outside of work, supported by various activity groups such as soccer, yoga, sailing, climbing, boxing, cabin rentals, and much more
Being part of a company proudly certified as a ‘Great Place to Work’

Our vision is to renew the way the world is powered. To navigate the complex journey ahead, we need every voice at the table. We therefore work actively to be a diverse and inclusive workplace and welcome all applicants regardless of background, gender, age, sexual orientation, religious belief, ethnicity, nationality or disability.

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. We conduct background checks on qualified applicants before hire. This may include a conflicts of interest statement from candidates.

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Job Description:

As a Co-Op, Quantitative Developer, this individual will assist in the development of the Investment Risk Analytics & Oversight Platform to measure portfolio investment risk profiles across Fidelity alternative investment funds. This individual will work closely with the Head of Investment Risk and the VP members of the investment risk team, compliance leaders, the Common Risk Platform, data office, AM Tech, and Advanced Process Solutions team.

This role will assist in building a comprehensive Risk reporting suite of dashboards to enable our Investment Risk Analysts to independently monitor investment risk and engage across Fidelity with CIOs, compliance & Portfolio Management teams. These responsibilities will include developing and enhancing several 18F4 risk reporting processes, derivative exposure measurement, leverage risk reporting, managing the VaR Backtesting processes and analytics, and working with Risk Managers to implement sound investment risk models across all Alternative investment products.

Key Responsibilities

Assist in developing and maintaining risk dashboards used to monitor investment risks within one or more of our alternative investment portfolios.
Collaborate with the Investment Risk Management team to gather requirements and contribute to the development and enhancement of quantitative risk measurement processes.
Support the analysis of derivative exposures, leverage risk, and help manage VaR (Value at Risk) backtesting processes.
Work with data analytics tools to help generate insights and support decision-making processes.
Collaborate with various teams across the organization, such as the data office and technical support teams, to support the implementation of investment risk models.
Present findings and support the communication of complex quantitative analyses to team members and stakeholders.

Qualifications

Currently enrolled in a Master's program in a relevant field (Financial Mathematics, Financial Engineering, Mathematics, Statistics, Data Science or related disciplines).
Strong technical and quantitative skills, with experience or coursework in programming languages such as Python, R, or SQL.
Basic understanding of investment risk management, financial products, and portfolio management is preferred.
Ability to work collaboratively in a team environment and communicate effectively with both technical and non-technical stakeholders.
Strong analytical thinking and problem-solving skills with attention to detail.
Eager to learn and possess a proactive, can-do attitude towards tackling challenges and contributing to projects.
Excellent organizational skills and ability to manage multiple tasks simultaneously in a fast-paced environment.

What You Will Gain

Hands-on experience in quantitative analytics within a leading financial institution.
Exposure to cutting-edge technologies and methodologies in investment risk management.
Mentorship from experienced professionals in quantitative finance and risk management.
An opportunity to develop your professional network and enhance your communication and technical skills.
A closer look at the processes and strategies behind managing risks in alternative investment portfolios.

This role provides a meaningful opportunity to develop practical skills in a real-world environment, preparing you for a successful career in quantitative risk analysis and management.

Certifications:

Category:

Administration

Most roles at Fidelity are Hybrid, requiring associates to work onsite every other week (all business days, M-F) in a Fidelity office. This does not apply to Remote or fully Onsite roles.

","hiringOrganization":{"@type":"Organization","name":"Fidelity Investments","sameAs":"https://www.fidelity.com/"},"jobLocation":{"@type":"Place","address":{"@type":"PostalAddress","addressLocality":"245 Summer St, Boston MA, United States","addressCountry":"United States","addressRegion":"North America"}}}},{"@type":"ListItem","position":31,"item":{"@type":"JobPosting","title":"Quantitative Analyst Vice President","datePosted":"2025-09-08","description":"

Are you looking for a career move that will place you in a global financial organization? Then bring your programming skills in Quantitative Analyst 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

Markets Quantitative Analysis Department (MQA) is a division of the Global Markets business and has responsibility for providing the analytical models which are used for pricing securities and risk managing the Firm’s positions throughout the Markets’ businesses. The scope of this work extends from the research into the mathematical derivation of the model, through the coding, testing, and documentation of the model for formal validation and approval, and finally to delivering the model both to the Trading Desk and to Technology for incorporation into the Firm’s books and records systems.

The MQA Centre of Excellence plays a key role in the development of the core tools, processes and analytics. We offer training through work on current global financial technologies.

The role will be to join the Quantitative Analyst team in Budapest and work alongside the global teams to help meet the current and projected demands from the business.

What you will do

Build and develop pricing models, hedging and trading strategies
Development and maintenance of the in-house C++ and Python pricing libraries
Advancing the quantitative toolbox by developing new technologies, algorithms and numerical techniques
Work on general efficiency improvement and optimization of the analytical library
Work on Business-driven, Regulatory and Governance based projects across a range of the asset classes
Work with IT teams to integrate analytic libraries
People and project supervision

What we will need from you

Excellent verbal and written English
PhD / MSc in Mathematics, Physics, Engineering, Finance, Economics or Computer Science, or similar
Minimum 5 years of experience in a Front Office Quant or Risk Quant environment
Excellent understanding of financial markets theory and practice.
Ability to work in a team and to work well under pressure in a Front-Office environment
Outstanding analytical and problem-solving skills, thorough and detailed approach to accuracy
Good command of Python programming language; C++

What we can offer you

By joining Citi Hungary, 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 compensation package and enjoy a whole host of additional benefits that support you (and your family) to be well, live well and save well:

Cafeteria Program
Home Office Allowance (for colleagues working in hybrid work models)
Paid Parental Leave Program (maternity and paternity leave)
Private Medical Care Program and onsite medical rooms at our offices
Pension Plan Contribution to voluntary pension fund
Group Life Insurance
Employee Assistance Program
Access to a wide variety of learning and development programs, online course libraries and upskilling platforms, such as Udemy and Degreed
Flexible work arrangements to support you in managing work - life balance
Career progression opportunities across geographies and business lines
Socially active employee communities with diverse networking opportunities

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

#Li-EŁ1

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

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.

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

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.

Are you looking for a career move that will place you in a global financial organization? Then bring your programming skills in Quantitative Analyst team.

Team/Role Overview

The MQA Centre of Excellence plays a key role in the development of the core tools, processes and analytics. We offer training through work on current global financial technologies.

The role will be to join the Quantitative Analyst team in Budapest and work alongside the global teams to help meet the current and projected demands from the business.

What you will do

Build and develop pricing models, hedging and trading strategies
Development and maintenance of the in-house C++ and Python pricing libraries
Advancing the quantitative toolbox by developing new technologies, algorithms and numerical techniques
Contribute to the general efficiency improvement and optimization of the analytical library
Work on Business-driven, Regulatory and Governance based projects across a range of the asset classes
Collaborate with IT teams to integrate analytic libraries
Intern supervision
Project supervision

What we will need from you

Excellent verbal and written English
PhD / MSc in Mathematics, Physics, Engineering, Finance, Economics or Computer Science, or similar
3+ years of previous experience working with quantitative models
Understanding of financial markets theory and practice
Ability to work in a team and to work well under pressure in a Front-Office environment
Outstanding analytical and problem-solving skills, thorough and detailed approach to accuracy
Good command of Python programming language; C++ is an advantage

What we can offer you

Cafeteria Program
Home Office Allowance (for colleagues working in hybrid work models)
Paid Parental Leave Program (maternity and paternity leave)
Private Medical Care Program and onsite medical rooms at our offices
Pension Plan Contribution to voluntary pension fund
Group Life Insurance
Employee Assistance Program
Access to a wide variety of learning and development programs, online course libraries and upskilling platforms, such as Udemy and Degreed
Flexible work arrangements to support you in managing work - life balance
Career progression opportunities across geographies and business lines
Socially active employee communities with diverse networking opportunities

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

#Li-EŁ1

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

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.

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

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":"VACI UT 80, Hungary","addressCountry":"Hungary","addressRegion":"Europe"}}}},{"@type":"ListItem","position":33,"item":{"@type":"JobPosting","title":"Quantitative Analyst Intern - Summer 2026","datePosted":"2025-09-05","description":"Are you ready to kickstart your career, create a lasting impact, and learn skills that will make you a future leader? Here at BHG Financial, you will have the opportunity to gain cross-functional skills and visibility in all areas of the business from our virtual training sessions, hands-on experience, mentorship program, and access to diverse subject matter experts. Join a growing internship program that transforms talented interns into influential business leaders. BHG Financial offers innovative financial solutions to licensed, highly-skilled professionals representing the best of both traditional lending and fintech and are looking for passionate, impact players to help take our company to the next level.
Who You Are You are a motivated student or recent graduate student who is passionate about business analytics. You excel at collecting, organizing, and analyzing data to identify and monitor key strategic opportunities as part of BHG’s drive to continuously improve every facet of the business. You are a logical and analytical thinker and thrive in a fast-paced environment where you will perform complex data analysis in supporting strategic business needs and transform raw data into finished products. You are a continuous learner who is constantly looking to absorb feedback and put it to use. You are a strong communicator who can summarize complex findings for partners with different backgrounds and goals. We are looking for Analytics Interns to join our Summer 2026 Internship Program, where you will work both independently and as part of a team, with oversight from your Hiring Manager. Summer Internships take place from May to August and require a commitment of 40 hours per week. With comprehensive training and supervision, you will gain valuable experience applying knowledge acquired in the classroom to real-world problems. Full-time offers starting in Fall 2026 may be available depending on business needs and internship performance. \n

What You’Ll Do

Create reports and/or analyses, present findings & recommendations at multiple levels of the department
Work through the entire lifecycle of data; query, clean, transform, and join disparate data
Develop or optimize processes with automation based on data-driven analyses
Recalibrate and/or assist in building new models to help enhance decision engines
Utilize data visualization skills using Tableau, Power BI, and/or other packages
Gain cross-functional skills and visibility in all areas of the business: from our virtual training sessions, hands-on experience, mentorship program, and access to diverse subject matter experts
Engage with other interns, leaders across BHG Financial, and the community through lunch and learns, virtual team-building events, and give back to projects
Create and deliver an executive-level presentation of your analysis on the cornerstone project
Engage with other interns, leaders across BHG Financial, and the community
through lunch and learns, virtual team building events, and give back projects.

What You’Ll Need

Students pursuing a Bachelor's or Master's degree program in Analytical Finance, Data Analytics, Big Data, Data Science, Business Analytics, Math, Statistics, or a related field, graduating in summer ’26 or winter ’26
Availability from Summer: May-August or June-September
Full-time availability of 40 hours a week (Monday – Friday 9-6 pm EST); no weekends
Analytical and problem-solving skills, with the ability to cut through complexity and turn high-level business requirements into specific analysis projects
Strong Excel, SQL, and BI tools like Power BI are a plus
Familiarity with Python, R, GitHub, and Graph Databases is a plus
Experience within the realm of strategic analytics (KPI deep dives, causality breakdown, impact forecasting) is a big plus
Positive attitude and a focus on continued growth
Comfort within a fast-moving and dynamic work environment

Life at BHGAt BHG, you'll have the opportunity to build a career that has an impact and develop new skill sets that will set you up for success in this constantly changing world. Our interns work hard and aren't afraid to take risks. Since the beginning, our core values of PMA (positive mental attitude), team player, and loyalty have been the driving force behind our interactions with each other and our customers. We have a healthy respect for the daily grind, yet we value work/life balance. We believe that all interns should have the opportunity to lead and that good ideas can come from anyone at any level. From the top-down, our leaders are actively involved in strategic oversight and running the business, as well as in the wellbeing and growth of our interns. We consider people our #1 asset and help interns realize their full potential, set and exceed their goals, and explore new personal and professional development opportunities.
Why You Should Join BHGOur internship program is at the center of BHG's growth and innovation. Our program supports the interest of our interns by creating opportunities for them to engage with other interns, leaders across the organization, and the community through lunch & learn virtual team-building events and giveback projects. We strive to prepare students for success while furthering the culture that makes us Great Place to Work® certified. Some of the benefits you can expect when you join BHG include:
· You'll be granted time off for all designated BHG Paid Holidays and Wellness Fridays· Interns are given four wellness hours a month to support their physical, emotional, and social wellbeing· Intern Mentoring Program: BHG pairs our interns with more experienced members to provide guidance and support through the internship process· Access to Executive Leadership across BHG through one on ones and lunch and learns · If you join BHG Financial full-time after your internships, we offer a competitive compensation package, 100% coverage of your monthly health insurance premiums, PTO, Wellness Fridays, and Company 401(k) plan with employer contributions after one year as a reward for the value you bring to BHG everyday
If you're ready to kickstart your career, exercise your passions, be surrounded by co-workers committed to your development, and have an all-ores-in mindset, apply to our internship program today!
BHG Financial is committed to equal treatment and opportunity in all aspects of recruitment, selection, and employment without regard to gender, race, religion, national origin, ethnicity, disability, gender identity/expression, sexual orientation, veteran or military status, or any other category protected under the law. BHG Financial is an equal opportunity employer; committed to a community of inclusion and an environment free from discrimination, harassment, and retaliation.","hiringOrganization":{"@type":"Organization","name":"BHG Financial","sameAs":"https://bhgfinancial.com/"},"jobLocation":{"@type":"Place","address":{"@type":"PostalAddress","addressLocality":"Remote"}}}},{"@type":"ListItem","position":34,"item":{"@type":"JobPosting","title":"Quantitative Analyst, Solutions Research & Analytics","datePosted":"2025-09-05","description":"

About Invesco

As one of the world’s leading independent global investment firms, Invesco is dedicated to rethinking possibilities for our clients. By delivering the combined power of our distinctive investment management capabilities, we provide a wide range of investment strategies and vehicles to our clients around the world. If you're looking for challenging work, intelligent colleagues, and exposure across a global footprint, come explore your potential at Invesco.

What’S In It For You?

Our people are at the very core of our success. Invesco employees get more out of life through our comprehensive compensation and benefit offerings including:

Flexible paid time off
Hybrid Work Schedule
401(K) matching of 100% up to the first 6% with a discretionary supplemental contribution
Health & wellbeing benefits
Parental Leave Benefits
Employee stock purchase plan

Job Description

About The Team / Department:

Responsible for developing and systematizing multi-asset investment frameworks for our solutions orientated clients, as part of the Invesco Solutions group which manages $175 billion* in assets across several systematic and quantitative strategies. The team supports strategic asset allocation, portfolio construction and advisory, leveraging latest cloud, optimization, and visualization technologies. Responsible for Invesco’s flagship cloud-based and client facing, portfolio construction and analytics platform – Invesco Vision®.

(*As of March 31, 2025)

About The Role:

As part of the solutions research and analytics team, you will work alongside some of the best quantitative researchers and technologists to help evolve our investment capabilities. You will be responsible for performing research, managing data, and developing APIs that will be used to power the investment process along with our flagship portfolio construction and analytics platform – Invesco Vision®. The role will allow for significant opportunities for creativity and innovation.

Responsibilities Of The Role:

Helping construct multi-asset and single asset portfolios using advanced asset allocation and portfolio construction techniques
Building high performance computing algorithms, infrastructure and APIs
Researching and building prediction and forecasting methods based on both classical statistical techniques as well as ML based techniques including Generative AI
Helping translate investment frameworks from various segments of the market (i.e. cash flow driven investing, liability driven investing, insurance capital efficient portfolio construction) into tangible investment and client engagement tools
Leveraging advanced optimization techniques to create optimal portfolio solutions for internal and external stakeholders
Employing multi-period simulation tools to project and optimize performance in the context of flows and optionality
Integrating third party risk models in various portfolio construction exercises
Designing and maintaining procedures and tools that make data management and research more efficient
Working closely with other quantitative and technology teams in the firm in leveraging best practices from a financial theory and technological perspective.
Formulating new ideas for research that will help enhance frameworks and tools
Following academic research and industry trends to constantly incorporate best practice

Requirements Of The Role:

Advanced degree in quantitative disciplines such as engineering, finance, operations research, or computer science is required
Solid understanding of standard financial engineering techniques
Excellent knowledge of statistics and optimization
Excellent programming skills (preferably in Python)
Some understanding of NLP techniques, including tokenization, embeddings, transformers, and dialogue systems
Proficient in programming scikit-learn, TensorFlow and PyTorch and understanding of deploying LLMs for conversational AI applications.
Experience managing and manipulating large data sets (preferably in SQL)
Strong ability to learn and translate abstract principles into systematic algorithmic representations
Some experience using third party risk models such as BarraOne or Axioma will be a plus
Progress towards CFA designation preferred

Full Time / Part Time

Full time

Worker Type

Employee

Job Exempt (Yes / No)

Yes

Workplace Model

Pursuant to Invesco’s Workplace Policy, employees are expected to comply with the firm’s most current workplace model, which as of October 1, 2025, includes spending at least four full days each week working in an Invesco office. This reflects our belief that spending time together in the office helps us build stronger relationships, collaborate more easily, and support each other’s growth and development.

The above information on this description has been designed to indicate the general nature and level of work performed by employees within this role. It is not designed to contain or be interpreted as a comprehensive inventory of all duties, responsibilities and qualifications required of employees assigned to this job. The job holder may be required to perform other duties as deemed appropriate by their manager from time to time.

Invesco's culture of inclusivity and its commitment to diversity in the workplace are demonstrated through our people practices. We are proud to be an equal opportunity employer. All qualified applicants will receive consideration for employment without regard to race, creed, color, religion, sex, gender, gender identity, sexual orientation, marital status, national origin, citizenship status, disability, age, or veteran status. Our equal opportunity employment efforts comply with all applicable U.S. state and federal laws governing non-discrimination in employment.

","hiringOrganization":{"@type":"Organization","name":"Invesco","sameAs":"https://www.invesco.com/"},"jobLocation":{"@type":"Place","address":{"@type":"PostalAddress","addressLocality":"Boston, United States","addressCountry":"United States","addressRegion":"North America"}}}},{"@type":"ListItem","position":35,"item":{"@type":"JobPosting","title":"Senior Quantitative Analyst","datePosted":"2025-09-04","description":"Are you ready to join a growing team that puts a premium on productivity and has an award-winning culture centered around transforming talented employees into effective business leaders? Then BHG Financial is the place for you.
In 2001, we started with an idea, an opportunity, and $25,000. Back then, our focus was strictly  on serving those in the medical industry. With healthcare in our heritage, we soon expanded  to serve high-earning professionals in many  other industries, providing all with leading-edge financial solutions, including our extensive network of community banks.
Today, BHG Financial has firmly established  its legacy as a leader in the financial services space. Founded on the philosophy of a better way to borrow, we are dedicated to helping accomplished professionals, small businesses, and institutions build upon their success through innovative financial solutions, a hassle-free process, and personalized concierge service.
Our relentless commitment to the success of our customers is part of what has made BHG Financial thrive. We take a 360-degree view of our customers to tailor the best solutions for their financial aspirations. Today's professionals have multiple sources of income, not just their paycheck. Therefore, it is essential to factor those in when making responsible lending decisions. Our continued focus on data, analytics, and proprietary modeling has enabled faster funding for our customers.
From business to personal loans to relationships with community banks, the country’s top professionals and business owners rely on us for our exceptional financial solutions and concierge service to continue their success and legacy.

Who You AreYou are a strategic and analytical professional who thrives at the intersection of business strategy, marketing performance, and data-driven decision-making. You are passionate about business strategy and translating that into actionable plans that drive measurable growth across marketing and other key functions, ensuring alignment with broader company objectives. You have a strong business acumen, are fluent in performance data, and excel in cross-functional environments where your insights influence key decisions and shape long-term strategy. You will play a key role in shaping our marketing strategy through data-driven insights, analysis, and execution.\n

What You'Ll Do

Evaluate new population segments, products, and markets to identify growth opportunities within our list-based marketing channels.
Develop business cases by monitoring campaign performance, optimize spending, and drive continuous improvements across campaigns.
Partner with the creative team to review, assign, and recommend campaign creative that resonates with target audiences. Work together to design and analyze tests to improve consumer journey.
Deliver insights that connect marketing performance to business outcomes such as revenue, acquisition, and ROI.
Assess marketing channel performance vs. forecast to identify opportunities for optimization and scalable growth.
Build out marketing creative databases and ensure consumer universes are clean, accurate, and actionable.
Deliver compelling presentations and recommendations to stakeholders at all levels, synthesizing complex data and strategy into clear, actionable insights.

What You'Ll Need

Bachelor’s degree in business, Data Analytics, Marketing, or related field; MBA or advanced degree strongly preferred.
5+ years of experience in business strategy, performance measurement, or analytics within financial services.
Demonstrated experience in developing and executing strategic plans in collaboration with senior leadership and cross-functional partners.
Experience with list-based marketing strategy (e.g., direct mail, email).
Proficiency in SQL and advanced data analytics; ability to independently query and analyze data sets.
Strong knowledge of data visualization tools such as Power BI, Tableau, or similar platforms.
Excellent communication skills, with the ability to synthesize strategy and performance insights for diverse audiences.
Proven ability to link business strategy to marketing KPIs, optimize campaigns, and influence high-impact decisions.
Highly collaborative, organized, and comfortable managing competing priorities in a fast-paced, dynamic environment.

Life at BHG FinancialAt BHG Financial, we work hard and aren’t afraid to take risks. Since the beginning, our core values of PMA (positive mental attitude), team player, and loyalty have been the driving force behind every interaction we have between each other and our customers. We have a healthy respect for the daily grind, yet we value work/life balance. We believe that all employees should have the opportunity to lead and that good ideas can come from anyone. From the top down, our leaders are actively involved not only in strategic oversight and running the business, but also in the well-being and growth of all employees. We consider people our #1 asset, and help employees realize their full potential, set and exceed their goals, and explore new opportunities for personal and professional development.
Why You Should Join BHG FinancialWe strive to offer amenities, opportunities, events, and programming that support the interests of our teams, while furthering the culture that makes us Great Place to Work® certified. Some of the benefits you can expect when you join BHG Financial include:
•Medical/Rx/Dental/Vision coverage for employees and their eligible family members•Competitive PTO and vacation policies•1 Friday off each month for Wellness Weekends•Company 401(k) plan with employer contributions after one year•Company-sponsored training and certification opportunities•Quarterly award ceremonies where top achievers are celebrated and receive additional bonuses•Ongoing volunteer opportunities to give back to the community through our BHG Cares program
If you’re ready for a career where you can exercise your passions, be surrounded by co-workers who are relentlessly committed to service, and have a team-player mindset, apply today!
BHG Financial is committed to equal treatment and opportunity in all aspects of recruitment, selection, and employment without regard to gender, race, religion, national origin, ethnicity, disability, gender identity/expression, sexual orientation, veteran or military status, or any other category protected under the law. BHG Financial is an equal opportunity employer; committed to a community of inclusion, and an environment free from discrimination, harassment, and retaliation.","hiringOrganization":{"@type":"Organization","name":"BHG Financial","sameAs":"https://bhgfinancial.com/"},"jobLocation":{"@type":"Place","address":{"@type":"PostalAddress","addressLocality":"Remote"}}}},{"@type":"ListItem","position":36,"item":{"@type":"JobPosting","title":"Model Validation Quantitative Analyst","datePosted":"2025-09-04","description":"

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

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.

","hiringOrganization":{"@type":"Organization","name":"Natixis in Portugal","sameAs":"https://www.natixis.com"},"jobLocation":{"@type":"Place","address":{"@type":"PostalAddress","addressLocality":"Porto, Porto, Portugal","addressCountry":"Portugal","addressRegion":"Europe"}}}},{"@type":"ListItem","position":37,"item":{"@type":"JobPosting","title":"Quantitative Analyst II","datePosted":"2025-09-04","description":"

What You Can Expect

Our Quantitative Analyst II will sit in Houston TX, and will support valuation and risk management systems for power production and retail risk management systems While reporting to the Trader – of asset backed trading.

This role will sit within ENGIE’s Supply and Energy Management (SEM) Business Unit. SEM is responsible for managing the portfolio of gas, electricity, congestion revenues rights and environmental products for ENGIE, across geographies. SEM also manages market risks generated by ENGIE North America's renewable and battery storage assets, including wind farms, solar farms, and storage units. The Asset Backed Trading group is responsible for pricing and managing risks associated with power generation and retail business across the United States.

Daily you work to Enhance and maintain pricing and risk management frameworks for load related assets. You develop and implement models for asset valuation and structured product pricing. You support the creation of new risk management tools tailored to the operational characteristics of ENGIE’s retail load portfolios. You will collaborate with cross-functional teams to ensure model transparency, documentation, and compliance with coding standards delivering tactical solutions and contributing to the official pricing library.

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What You’Ll Bring

You will possess a minimum of a Bachelor’s degree in Engineering, Mathematics, Physics, Computer Science, Finance, or a related field
You will have a minimum of two (2) years of experience in a quantitative, analytical, or modeling role in the energy, finance, or technology sector
Proficiency in at least one of the following programming languages, Python, C# or R
Familiarity with financial modeling concepts such as stochastic pricing, Greeks, and Value-at-Risk (VaR)
Experience working with relational databases (e.g., SQL, Postgres, Oracle)
Exposure to collaborative software development practices (e.g., Git, code reviews)
Strong analytical and problem-solving skills with the ability to communicate technical concepts clearly
Interest in power markets and renewable energy technologies

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Additional Details

This role is eligible for ENGIE’s hybrid work policy
Must comply with all ENGIE ethics and safety policies
Ability to handle multiple assignments on a timely basis with a high degree of accuracy
Ability to meet highest attendance requirements
Ability to communicate and present information effectively via written, verbal and digital mean

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Compensation

Salary Range: $74,950.00 – $114,770.00 USD annually

This represents the average expected pay range for a qualified candidate.

ENGIE complies with all federal, state, and local minimum wage laws. Actual salary offered may vary depending on geography, experience, education, internal pay alignment, or other bona fide factors.

In addition to base pay, this position is eligible for a competitive bonus / incentive plan.

Your Talent Acquisition Partner can share more specific information regarding the benefits or the salary for the position based on the work location.

At ENGIE, we take your well-being seriously. Our comprehensive benefits package includes options for medical, dental, vision, life insurance, employer-paid short-term and long-term disability insurance, ESPP, generous paid time off including wellness days, holidays and leave programs. We also help you plan for retirement by offering a 401(k) Retirement Savings Plan with a company match. But that's not all – we're dedicated to the health and happiness of your entire family, offering supplemental benefits for full time employees that enhance emotional and physical well-being through all stages of life from family forming to caregiver benefits. Explore our benefits package to see how we can support you. Learn more.

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Why Engie?

ENGIE North America isn’t just participating in the Zero-Carbon Transition, we’re leading it! Join us as we develop energy that is renewable, efficient, and accessible to everyone.

ENGIE is proud to be an equal opportunity workplace, and we are firmly committed to creating an inclusive workplace for all employees. We are committed to providing employees with a work environment free of discrimination and harassment. All qualified applicants will receive consideration for employment without regard to race, color, sex, sexual orientation, gender identity, religion, national origin, disability, veteran status, or other legally protected status.

If you need assistance with this application or a reasonable accommodation due to a disability, you may contact us at ENGIENA-ENGIEHR@engie.com. This email address is reserved for individuals with disabilities in need of assistance and is not a means of inquiry regarding positions or application status.

We are unable to sponsor or take over sponsorship of an employment visa for this role at any time.

The safety of our employees is our number one priority. All employees at ENGIE have both a duty and the authority to STOP WORK if unsafe acts are observed.

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Quantitative Analyst

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About ENGIE and Supply & Energy Management:

ENGIE, a global leader in low-carbon energy and services, relies on its Global Business Unit Supply & Energy Management (GBU S&EM) to provide reliable, sustainable, and affordable energy to all its customers. This strategic unit optimizes the Group’s and clients’ production assets and designs tailored energy solutions for our 200,000 professional clients and 15 million consumers.

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The Global Business Unit Supply & Energy Management leverages ENGIE’s assets to deliver secure and sustainable energy to its B2B and B2C customers. It uses its expertise in energy management to provide decarbonized electricity 24/7.

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Joining Supply & Energy Management means becoming part of a team of over 10,000 passionate experts spread across 20 countries, all united by a shared mission: shaping a greener and more efficient energy future. Together, we push the boundaries of innovation to deliver decarbonized energy 24/7. Join us and be part of those shaping the energy of tomorrow!

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Context:

The Expertise Center (EC) Quantitative Research and Modeling (QRM) within GEMS is a team of around 115 quantitative analysts. It’s mission is to provide advanced quantitative expertise to all Business Platforms (BP) of S&EM and to Engie worldwide.

The quantitative analyst will be part of the “Pricing” team (approximately 15 people) and will be fully dedicated to the Business Platform (BP) Gas Supply & Trading (GST). Within this BP, the midstream and upstream gas trading desks are risk managing complex assets in the financial markets, on behalf of internal and external clients.

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Role:

The Quantitative Analyst will be focused on the activities of Gas Supply and Trading desks.
The Quantitative Analyst is responsible for developing and maintaining the models that guide our financial and physical trading, portfolio management and risk assessment activities.

This role is an opportunity to directly apply advanced modelling techniques as part of a highly quantitative team, with extensive experience on derivatives pricing, risk management and trading.

The team will rely on him/her to be a real value added to the team, as a support on diverse modelling challenges. He/she will contribute to the whole valuation and risk management chain of a derivatives portfolio.

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The Quantitative Analyst, will be responsible for the following:

Generate end to end model development and design from data preparation to the build & implementation, validation and calibration of derivatives pricing models
Theoretical development of appropriate pricing formulas of each derivative traded

Conceptual soundness of the modelling framework
Consistency with market practice
Proofs and mathematical evidence of formulas
Documentation of the methodology

Implementation of the pricing and risk management engines into an official pricing library

Insure the performance of the algorithms used
Insure the quality of the code produced
Test every new functionality
Respect coding conventions and best practices

He/She will be in direct contact with Traders, understand their business needs, provide them with quantitative support in their day-to-day activities, define model needs, translate them into development features

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Hard Skills:

Strong mathematical skills, expert in Quantitative Finance
Good understanding of the trading and portfolio management business
Proficient object-oriented programming skills (C#, Python) in order to develop autonomously prototypes & models

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Soft Skills:

Practical and conceptual thinking
Ability to explain complex issues
Ability to deliver concrete solutions
Conceptual thinking, rigor, motivation, strong commitment, autonomy
Working together, communication and adaptability

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Education And Professional Background:

Engineering or university degree (Master or PhD) in Computer Sciences, Applied Mathematics, Statistics, Physics, Financial Engineering…
At least 5 years’ experience of working in a trading environment, focusing on advanced model developments
Some experience in Commodity Markets would be appreciated

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Languages:

Fluent in English
Programming language (C#, Python, …), Visual Studio, GIT…

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If you meet these requirements, then you are the talent we are looking for. Do not waste time!

Apply by attaching your updated CV, regardless your gender.

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ENGIE S&EM is committed to create a gender-neutral environment that unlocks the potential of everyone and provides equal employment opportunities for all individuals.

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All our positions are open to people with disabilities, please let your recruiter know if you need reasonable accommodations to be able to participate in the recruitment process, they will be happy to assist you.

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About Engie:

Our group is a global reference in low-carbon energy and services. Our purpose (“raison d’être”) is to act to accelerate the transition towards a carbon-neutral world, through reduced energy consumption and more environmentally-friendly solutions, reconciling economic performance with a positive impact on people and the planet. We rely on our key businesses (gas, power, renewable energy, services) to offer competitive solutions to our customers. With our 96,000 employees, our customers, partners and stakeholders, we are a community of Imaginative Builders, committed every day

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Quantitative Analyst

About Engie:

Our group is a global reference in low-carbon energy and services. Our purpose (“raison d’être”) is to act to accelerate the transition towards a carbon-neutral world, through reduced energy consumption and more environmentally-friendly solutions, reconciling economic performance with a positive impact on people and the planet. We rely on our key businesses (gas, renewable energy, services) to offer competitive solutions to our customers. With our 100,000 employees, our customers, partners and stakeholders, we are a community of Imaginative Builders, committed every day to more harmonious progress

About S&Em:

BU Supply & Energy Management provides energy supply solutions and risk management services to support its clients (businesses and retail) through their decarbonization journey, while optimizing ENGIE’s assets and contributing to value creation.

15000 employees around the world develop our solutions, through international business platforms and B2C entities. We cover the full energy mix: renewable and thermal power, natural gas & LNG, biomass, environmental products. Our experts provide tailor made solutions based on a wide range of savoir-faire in energy management with a strong focus on decarbonation and decentralization.

Our clients span the entire value chain: producers, asset developers, financial players, utilities, distributors, industrials and retail. Our global reach and strong local presence enable us to offer these diverse clients tailor-made services and respond to rapid changes in mature or emerging markets alike.

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At S&EM we encourage breakthrough results, team spirit, curiosity and innovation

Context:

The Expertise Center (Ec) Quantitative Research And Modeling (Qrm) Within Gems Is A Team Of Around 115 Quantitative Analysts. It’S Mission Is To Provide Advanced Quantitative Expertise To All Business Platforms (Bp) Of Gems And To Engie Worldwide. The Quantitative Analyst Will Be Part Of The “Pricing” Team (Approximately 15 People) And Will Be Fully Dedicated To The Business Platform Power Trading & Commercial.

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Role:

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The quantitative analyst should design and provide robust quantitative tools that have a concrete impact on the power business:

Work very closely with the BP Power Trading & Commercial, mainly with the Renewable and Batteries Trading team and the Asset Backed Power Trading team. He / She needs to understand their business needs, and needs to provide them with high-quality quantitative support in their day to day activities.
Participate in enhancing the existing pricing and managing framework.
Deliver ad hoc tactical solutions as well as develop new pricers in the official pricing library.
Play a key role for developing new products, linked for example to the renewable and battery business (pricing, managing strategies, various risk indicators, …).
Promote best coding practices that comply with general rules and standards.
Document and share knowledge across GEMS on the different models used within GEMS.

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Hard Skills:

Must have:\n\n
Strong Financial Mathematical background (probability, stochastic calculus, various numerical methods such as Monte Carlo, finite differences, …)
Coding experience (preferably C# and python), object oriented programming skills
Familiar with Git
Good to have:\n\n
Experience on the power markets
Experience on different optimization methods
Experience in a trading environment

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Soft Skills:

Must have:\n\n
Practical and conceptual thinking
Ability to explain and convey messages about complex issues
Ability to deliver concrete solutions
Autonomy
Working together

Education And Professional Background:

Engineering or university degree (Master of PhD) in Computer Sciences, Applied Mathematics, Statistics, Physics, Financial Engineering.
0 to 3 years of experience in a similar role.

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Languages:

English

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Travels:

Occasional Travels (For Example Conferences) Are Possible, But Limited.

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If you meet these requirements, then you are the talent we are looking for. Do not waste time!

Apply by attaching your updated CV.

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ENGIE Global Energy Management & Sales is committed to create a gender-neutral environment that unlocks the potential of everyone and provides equal employment opportunities for all individuals.

\n","hiringOrganization":{"@type":"Organization","name":"ENGIE","sameAs":"https://www.engie.com"},"jobLocation":{"@type":"Place","address":{"@type":"PostalAddress","addressLocality":"Brussel, BE, 1000","addressCountry":"Belgium","addressRegion":"Europe"}}}},{"@type":"ListItem","position":40,"item":{"@type":"JobPosting","title":"Quantitative Analyst Sr.","datePosted":"2025-09-04","description":"

What You Can Expect

As our Senior Quantitative Analyst, you will bring your data science expertise to the forefront of the energy industry—one of the most dynamic and rapidly evolving sectors. In this role, you’ll lead the development of advanced models to forecast electricity load and generate actionable insights from complex datasets. Your work will directly support smarter decision-making across pricing, risk, and energy management functions. You will build scalable, enterprise-grade tools and collaborate closely with cross-functional teams in Pricing, Portfolio Management, and Digital. With direct exposure to senior leadership, you’ll help shape data-driven strategies that drive ENGIE’s continued success in competitive power markets.

This position sits in Houston, TX reporting to Quantitative Analytics Manager

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Take the lead in developing advanced forecasting models for electric load, uncovering actionable insights from complex datasets, and creating scalable, production-ready tools for critical business decisions
Collaborate with teams across Pricing, Portfolio Management, and Digital, engaging leadership to deliver impactful data-driven strategies
Execute daily “Pre-Deal” operations, providing accurate and timely forecast support, and ensuring the reliability of forecasting platforms
Partner with Power Portfolio Management, Pricing & Structuring, and the Costing team to analyze historical market trends, forward pricing, and market fundamentals, offering key insights into financial forecast variances
Develop effective, scalable code Python, Docker, SQL to optimize forecasting models and business tools
Create and maintain robust Cloud data pipelines Azure Data Factory, AWS to ensure seamless data processing practices in Git repository management and requirements gathering, translating functional needs into technical Champion best solutions
Utilize advanced statistical and predictive modeling techniques Machine Learning, Bayesian Statistics) to develop and refine decision-support systems
Research complex business problems such as load reconciliation, portfolio stress tests, or budget tracking, designing actionable, analytics-driven solutions
Introduce the latest data science trends, train others, and propose innovative solutions for end-users to tackle challenges like load analysis, risk analytics, and pricing optimization
Collaborate with third-party vendors, developers, and consultants to enhance business processes Align with ENGIE North America policies and procedures as a trusted team member
Join a collaborative environment at the intersection of energy and advanced analytics, driving innovation and meaningful change
Operate as a team member with all ENGIE North America NA staff employees

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What You’Ll Bring

You hold a Bachelor’s degree in a quantitative discipline such as Economics, Mathematics, Statistics, Computer Science, Physics, or a related STEM field. In lieu of a degree, we will accept a combination of seven (7) years of relevant professional experience where you have demonstrated applied knowledge in data analysis, statistical modeling, technical problem-solving, and the use of analytical tools to support business decision-making or operational improvements
You have a minimum of five (5) years of professional experience, including at least two (2) years in analytical or technical roles
You are a self-starter who thrives in flexible, independent work environments and can manage complex technical tasks without close supervision
You have strong programming expertise, proficient in multiple languages including Python, R, and SQL, and skilled in developing REST APIs and optimizing workflows
You are knowledgeable in advanced statistical and predictive modeling, including machine learning, Bayesian statistics, decision trees, clustering, and bias detection techniques
You have hands-on experience with data engineering and ETL processes, as well as data visualization tools like Microsoft Power BI (DAX) and Microsoft Visio
You are familiar with cloud infrastructure and DevOps environments, with experience using platforms such as MS Azure, AWS, and tools like GitHub and Azure DevOps
You have a strong understanding of power markets, including commodity trading, pricing and structuring, portfolio and risk management, and power generation fundamentals

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Additional Details

This role is eligible for our hybrid work policy working three (3) days in-office and two (2) days remote
Must be willing and able to comply with all ENGIE ethics and safety policies

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Compensation

Salary Range: $86,100 - $132,020 USD annually

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This represents the average expected pay range for a qualified candidate.

Actual offered salary may depend on geography, experience, industry knowledge, education, internal pay alignment, or other bona fide factors.

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ENGIE complies with all federal, state, and local minimum wage laws. Actual salary offered may vary depending on geography, experience, education, internal pay alignment, or other bona fide factors.

\n\n

In addition to base pay, this position is eligible for a competitive bonus / incentive plan.

\n\n

Your Talent Acquisition Partner can share more specific information regarding the benefits or the salary for the position based on the work location.

\n\n

Why Engie?

ENGIE North America isn’t just participating in the Zero-Carbon Transition, we’re leading it! Join us as we develop energy that is renewable, efficient, and accessible to everyone.

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At ENGIE, our goal is to support, promote, and thrive on diversity, equity, and inclusion. We do so for the benefit of our employees, customers, products and services, and community. ENGIE is proud to be an equal opportunity workplace, and we are firmly committed to creating an equitable and inclusive environment for all employees.

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We are committed to providing employees with a work environment free of discrimination and harassment. All qualified applicants will receive consideration for employment without regard to race, color, sex, sexual orientation, gender identity, religion, national origin, disability, veteran status, or other legally protected status.

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We are unable to sponsor or take over sponsorship of an employment visa for this role at any time.

\n\n

The safety of our employees is our number one priority. All employees at ENGIE have both a duty and the authority to STOP WORK if unsafe acts are observed.

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Quantitative Analyst

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Join us. Let’s care for tomorrow.

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At Allianz Global Investors we foster a culture of professionalism, fulfilment, and an inclusive working environment. Do you want to be part of a leading active asset management company? Then join us now!

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We are seeking a proactive Quantitative Analyst (f/m/d) to join risklab’s Quantitative Research team, focusing on developing innovative quantitative models and strategies across AllianzGI’s Investment Platform. As the Solutions pillar, risklab delivers tailored investment and risk solutions across public and private markets, supported by over 60 professionals worldwide. In this role, you’ll drive research initiatives and model development that support our full investment solution value chain. The position offers deep exposure to quantitative modeling and opportunities to apply machine learning and generative AI to enhance models and automate processes. You’ll collaborate closely with investment professionals and quant developers on research projects addressing client challenges.

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This role is based in our Munich office.

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What you will do

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Conduct empirical and theoretical research focused on asset classes, risk factor modelling, and quantitative investment strategies
Calibrate models and generate as well as validate forward-looking capital market scenarios
Actively contribute to the ongoing improvement of our research and analytics platform by developing model prototypes and collaborating with quant developers to translate complex quantitative models into production-ready code
Review and enhance code base as well as automate processes within that platform lifting operational efficiency
Research new Al/ML techniques and their applicability across our quantitative models and operational workflows
Collaborate with investment professionals at risklab and external research partners on various research and development projects.

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What You Bring

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At least 2-5 years of professional experience in quantitative finance, ideally with a direct focus on asset management (public and private markets). Prior expertise in the areas of economic scenario generators and investment strategies is a plus
University degree in Mathematics/Statistics/Physics /Computer Science with a background in Finance/Economics or related field of study with mathematical acumen
Proficient in at least one object-oriented programming language (e.g. Python, C#)
A robust understanding of data structures, algorithms, and best practices throughout the software development lifecycle
Strong analytical skills that facilitate the structuring and resolution of complex problems, complemented by meticulous attention to detail
A genuine passion for applying mathematical techniques and ML/AI methodologies in practical scenarios
Ability to efficiently managing tasks under tight deadlines, delivering high quality outcomes, and articulating complex problems and solutions in a comprehensive manner
Continuous desire to learn and develop in a fast-changing environment
An open-minded, flexible, proactive, and self-sufficient team member who embraces responsibility and forward-thinking
Proficiency in English both written and spoken. German is a plus.

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What We Offer

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We empower our employees by ensuring flexible work arrangements that maintain a balance between performance, productivity, career development and personal priorities (e.g., hybrid model/ flexible working hours)
Securing your future: Access to company pension/savings plans
Family support (relocation/childcare facilities)
Company share purchasing plan
Mental health and wellbeing programs
Mobility solutions (Jobrad bike leasing, subvention Jobticket)
Career opportunities within the entire Allianz Group
Self-guided learning & development
… and so much more!

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About Allianz Global Investors

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Allianz Global Investors is a leading global active asset manager.

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We invest for the long term and want to create value for clients every step of the way. We do this by being active – in how we partner with clients and anticipate their needs, and build solutions based on capabilities across public and private markets. Our focus on enhancing our clients’ assets leads naturally to a commitment to sustainability for positive change. Our goal is to enhance the investment experience for clients, whatever their location or goals.

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Putting our clients' needs first, behaving in a transparent way and treating people fairly means acting with integrity. We encourage a collegial culture, that supports individual responsibility. We invest in the development of our employees to maximize the power of innovation.

We at Allianz believe in a diverse and inclusive workforce, we are committed to the principles of Equal Employment Opportunity and to helping applicants with any disabilities. We encourage you to bring your whole self to work, no matter where you are from, what you look like, who you love or what you believe in. We therefore welcome applications regardless of ethnicity or cultural background, age, gender, nationality, religion, disability or sexual orientation. Great to have you on board.

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If you feel inspired to promote the active asset management experience, this is the place for you. Join our diverse, international, technology-enabled, and agile environment. Simply upload your CV in English to apply for this position! If you need support to navigate our websites or at any stage during your application, please send an email with your request to recruiting@allianzgi.com

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Venture outside the ordinary - TMX Careers

The TMX group of companies includes leading global exchanges such as the Toronto Stock Exchange, Montreal Exchange, and numerous innovative organizations enhancing capital markets. United as a global team, we’re connecting cross-functionally, traversing industries and geographies, moving opportunity into action, advancing global economic growth, and propelling progress. Through a rich exchange of ideas, meaningful collaboration, and a nimble operating model, we're powering some of the nation's most critical systems, fueling capital formation and innovation, bringing increased opportunity to business visionaries, product ingenuity to consumers, and career exploration to our team.

Ready to be part of the action?

Are you driven by data and fascinated by the inner workings of financial markets? TMX Group is seeking a highly motivated and inquisitive Quantitative Analyst to join our dynamic Equity Product Design team. In this role, you will dive deep into our vast and unique datasets to uncover trends, analyze market behaviour, and generate insights that inform strategic decisions and product development. You will oversee weekly market share investigations, and collaborate with the Product and CRM teams on remediation of any market share slippage.

This is a chance to apply your technical skills to real-world challenges and develop a profound understanding of Canada's equity markets from the ground up. If you love asking \"why\" and have a passion for solving complex puzzles, we want to hear from you.

This role is hybrid (3 days/week in the office) - based in Toronto, ON.

Team: Equity Products Group

Key Accountabilities:

Analyze large, complex datasets related to trading activity, order flow, and market data using Python and SQL.
Develop, maintain, and enhance analytical scripts and tools to monitor market quality and investigate trading patterns.
Conduct ad-hoc research projects to answer critical questions from internal business units, regulators, and clients.
Own the investigation into any overall market share deviations, in order to determine drivers and suggest remediation processes.
Create clear and compelling data visualizations, reports, and presentations to share your findings with both technical and non-technical stakeholders.
Collaborate with product, technology, and business development teams to support the creation of new data-driven products and services.
Continuously learn and stay current with market trends, academic research, and new analytical techniques.

Must Have(S):

A Bachelor's or Master's degree in a quantitative field such as Finance, Economics, Statistics, Computer Science, Engineering, or a related discipline.
Strong proficiency in Python for data analysis, particularly with libraries like pandas, NumPy, and Matplotlib/Seaborn.
Solid experience writing complex and efficient SQL queries to extract and manipulate data from relational databases.
Exceptional communication skills (both written and verbal), with the ability to distill complex quantitative concepts into clear, actionable insights.
A genuinely inquisitive mindset, a proactive approach to problem-solving, and a strong desire to learn.
High attention to detail and a commitment to producing accurate, high-quality work.

Nice To Have(S):

A demonstrable knowledge of equity market structure, including concepts like order types, liquidity, algorithmic trading, and market fragmentation.
Experience with data visualization tools such as Tableau or Power BI.
Familiarity with financial market data (e.g., tick data, order book data).
Progress towards or completion of the CFA designation
In the market for…

Excitement - Explore emerging technology and innovation, as well as ventures and digital finance that shape the future of global markets! Experience the movement of the market while grounded in the stability of close to 200 years of success.

Connection - With site hubs in some of the world’s most multicultural cities, we leverage our size and structure to create rich connections and belonging while experiencing powerful global impact through our work.

Impact - More than a platform, we use our talents to power mission-critical systems that drive global economic advancement, innovation, and growth. As well, our employee-led Team Impact spreads social good via our giving strategy.

Wellness - From empathetic leadership to a culture of flexibility and balance, we believe wellness at work creates the maximum yield and a stronger “we”. Plus, with a cloud-first and hybrid workstyle, as well as generous time-off and leaves, we support a life well lived!

Growth - From a growth mindset in our work, to expansion in our business, TMX is home to action-takers energized by the achievement of ambitious growth.

Ready to enrich your career with impactful work, leaders who truly care, and the flexibility and programs to help you thrive as part of #TeamTMX ? Apply now.

Please note that our company is not currently sponsoring work permit applications and the applicant must be authorized to work in the country where this position is located.

TMX is committed to creating and sustaining a collegial work environment in which all individuals are treated with dignity and respect and one which reflects the diversity of the community in which we operate. We provide accommodations for applicants and employees who require it.

","hiringOrganization":{"@type":"Organization","name":"TMX","sameAs":"https://www.tmx.com/"},"jobLocation":{"@type":"Place","address":{"@type":"PostalAddress","addressLocality":"Toronto - 100 Adelaide St W, Canada","addressCountry":"Canada","addressRegion":"North America"}}}},{"@type":"ListItem","position":43,"item":{"@type":"JobPosting","title":"Lead Quantitative Analyst","datePosted":"2025-09-01","description":"

Lead Quantitative Analyst

About the Team: Morningstar DBRS Credit Ratings, LLC is registered with the U.S. Securities and Exchange Commission as a nationally recognized statistical rating organization (NRSRO). Morningstar DBRS Credit Ratings issues credit ratings on a variety of security types including corporate and structured finance securities. This Morningstar subsidiary aims to increase market transparency by providing the highest-quality ratings, securities research, monitoring services, operational risk assessments, data, and tools.

Morningstar DBRS is a global credit ratings business, formed through the July 2019 acquisition of DBRS by Morningstar, Inc., the ratings business is the fourth-largest provider of credit ratings in the world. Morningstar DBRS is committed to empowering investor success, serving the market through leading-edge technology and raising the bar for the industry. Morningstar DBRS is a market leader in Canada, the U.S. and Europe in multiple asset classes. Morningstar DBRS is driven to bringing more clarity, diversity of opinion, and responsiveness to the ratings process. Morningstar DBRS’s approach and size provide the agility to respond to customers’ needs, while being large enough to provide the necessary expertise and resources.

The Role: As a Lead Quantitative Analyst you will execute proprietary research pertaining to various types of credit rating models, such as default models, cashflow models, capital models, regression models covering asset classes of RMBS, ABS, CMBS, Covered Bond, Structured Credit, Corporates, Financial Institutions and Sovereigns. The Credit Quant Modeling team will collaborate with members from the Credit Ratings, Credit Practices, Independent Review, Data and Technology teams to create class leading models that are as innovative as they are easy to understand in the marketplace. You will be involved in development of model frameworks from prototype phase to a fully-fledged, scalable, and client-facing service. Leveraging deep principles of Statistical, Machine Learning, AI principles and built on massive amounts of Financial datasets. Often, these services must be integrated into organization’s platform of financial products, so that our clients can use these software tools in the investment decision-making process. We are looking for an individual who possesses strong Econometric knowledge coupled with technical skills and leverage them to build efficient model verification frameworks for evolving FinTech solutions. Alongside the person should have a passion for investment research.

Responsibilities:

Team Leadership: Manage and mentor a small team of 2-4 quant analysts, providing guidance on modeling techniques and fostering a collaborative work environment.
Strategic Decision-Making: Take responsibility for assessing the statistical significance of variables and determining their inclusion in models, ensuring robust and expected model performance.
Model Oversight: Oversee the entire modeling process, from initial development through validation, and UAT ensuring that all models meet regulatory and internal standards.
Stakeholder Engagement: Engage with senior management and other internal stakeholders to present modeling results and insights, influencing strategic decisions based on quantitative analysis.
Innovative Review Methodologies: Develop and implement innovative model review methodologies to execute regulatory reviews and enhance the accuracy of statistical models.
Model Building Blocks: Lead initiatives to develop reusable model building blocks to enhance accuracy and efficiency. Leverage advanced Python coding techniques to streamline workflows. Ensure that the models are aligned with latest Morningstar DBRS technology infrastructure.

Requirements:

Minimum of 7-11 years of relevant experience working in Credit Modeling / Model Validation roles.
Qualifications: MBA (Finance)/BTech/PHD (Math) from a Tier I college.
Knowledge of finance, statistics, behavioral sciences.
Familiarity fixed income products.
Strong Analytical skills. Experience with large databases / datasets preferred.
Knowledge and proficiency in a programming language (Python and packages as NumPy, Pandas, SciPy).
Familiarity with AWS infrastructure is considered an added advantage.
Experience working with large data/Data Warehouses.

Morningstar DBRS is an equal opportunity employer.

About Us

Morningstar DBRS is a leading provider of independent rating services and opinions for corporate and sovereign entities, financial institutions, and project and structured finance instruments globally. Rating more than 4,000 issuers and 60,000 securities, it is one of the top four credit rating agencies in the world.

Morningstar DBRS empowers investor success by bringing more transparency and a much-needed diversity of opinion in the credit rating industry. Our approach and size allow us to be nimble enough to respond to customers' needs in their local markets, but large enough to provide the necessary expertise and resources they require. Market innovators choose to work with us because of our agility, tech-forward approach, and exceptional customer service.

Morningstar DBRS is the next generation of credit ratings.

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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 within the next month.

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

Completed Bachelors or Advanced degree in a quantitative field such as data science, statistics, mathematics, physics, or engineering, graduating in 2025 or earlier
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

This role is for an immediate start and therefore we would advise against applying if you are yet to complete your studies.

","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":45,"item":{"@type":"JobPosting","title":"Experienced Quantitative Analyst and Risk Manager 100% (f/m/d)","datePosted":"2025-08-29","description":"

The Investment Risk & Portfolio Engineering team is part of the CIO Office which is responsible for managing all discretionary mandates of Julius Baer.
We are responsible for maintaining the asset allocations for all multi asset class mandates. We design and update the strategic and tactical asset allocations for these mandates, provide quantitative analysis to the Investment Committee and run ex-ante risk and liquidity reports.
We also manage the market and liquidity risk of our discretionary mandates and all our funds, equity, fixed income and multi-asset. Support of portfolio managers for portfolio construction and relationship managers with optimizations and analysis for bespoke mandates for ultra-high-net-worth (UHNW) clients is also part of our role. We build, maintain and improve our proprietary tools deployed for our daily job.
We are looking for a motivated senior new colleague to expand our team and help us with our growing responsibilities.

Your Challenge

Take ownership of the ex-ante factor risk reporting for hundreds of funds and mandates
Maintain, further automate and constantly improve the tools and processes used for these tasks
Discuss the risk reports with portfolio managers, suggest improvements, run trade simulations
Provide high-quality and timely quantitative support for our Investment Committee
Deliver strategic asset allocation optimizations and quantitative analysis for large bespoke mandates to relationship managers for UHNW portfolios and participate in client meetings upon request

Your Profile

A Master’s degree or PhD in a quantitative subject (e.g. math, engineering, finance)
At least 5 years of relevant work experience in risk management
Hands-on experience with multi-factor ex-ante risk models as well as portfolio optimization
Strong IT skills, including programming and data analysis experience. Working knowledge of MATLAB (or similar programming language) is required
Proficiency in English, as well as German or French (both spoken and written)
Comfortable presenting results to groups of portfolio managers and senior management
Highly motivated, reliable and well-organized team player

We are looking forward to receiving your full job application through our online application tool. Further interesting job opportunities can be found on our Career site.

Is this not quite what you are looking for? Set up a job alert by creating a candidate account here.

","hiringOrganization":{"@type":"Organization","name":"Julius Baer","sameAs":"https://www.juliusbaer.com/"},"jobLocation":{"@type":"Place","address":{"@type":"PostalAddress","addressLocality":"Zurich, Switzerland","addressCountry":"Switzerland","addressRegion":"Europe"}}}},{"@type":"ListItem","position":46,"item":{"@type":"JobPosting","title":"Quantitative Analyst","datePosted":"2025-08-28","description":"

Total Number of Openings

Chevron is accepting online applications for the Quantitative Analyst position through August 1st, 2025 at 11:59 p.m.
Responsibilities for this position may include but are not limited to:
Implement, validate, and support existing and new models/tools, and use them to value and optimize new LNG deals, including their embedded optionality, that add value to, and support growth of, the portfolio in both liquid and illiquid markets.
Identify value drivers and risks inherent in the transactions. Work will cover all types of LNG deal terms - short-, medium-, and long- term.
Support portfolio optimization and valuation of optionality across the traded commodities.
Deliver high-quality code, including reviewing and improving the existing code within pre-defined deadlines.
Remain knowledgeable about the development of quantitative models and techniques, and upgrade models/tools where appropriate.
Provide relevant quantitative analyses to assist the commercial decision-making process.

Required Qualifications:

Master’s degree or above in a quantitative discipline such as Quantitative Finance, Engineering, Physics, Mathematics, Statistics or equivalent.
A minimum of 5 years’ experience in developing option pricing models as a Quantitative Analyst in a trading environment is required.
Good understanding of optimization principles, probability, stochastic calculus, and financial concepts.
Proficiency in Python / C++ required.
Good interpersonal skills, both with team colleagues and stakeholders.
Proven ability to work within a complex team and stakeholders.
Ability to communicate model outputs and analysis results in a clear, simple, and concise manner.
Fluency in English required.

Preferred Qualifications:

Prior exposure to Energy Markets (e.g., LNG, gas, power, or environmental product markets) is advantageous.
Knowledge of additional languages (e.g., Java) is advantageous.
Experience in working across multiple locations highly desirable.

Relocation Options:

Relocation will not be considered.

International Considerations:

Expatriate assignments will not be considered.

Chevron regrets that it is unable to sponsor employment Visas or consider individuals on time-limited Visa status for this position.

Workplace Inclusion & Diversity

Chevron seeks to attract and develop the brightest minds to support, advance and enable best practices, innovation and evolving the energy landscape.

Chevron is striving to be an employer of choice and leader for an inclusive and diverse workplace where we are actively supporting the promotion of equality for all employees at all levels.
Chevron is working to close any gender gap where it may exist; equal pay or enabling a representative and meritocratic progression to careers and reaching senior roles across the organisation
Chevron is focused on growing a culture where people with disabilities can excel through support in role and long-term career opportunities including workplace adjustments.
Chevron considers itself a learning and flexible employer and wants to support everyone to bring their best self to every day.

Chevron is an Equal Opportunity employer.  Qualified applicants will receive consideration for employment without regard to race, color, religious creed, sex, sexual orientation, gender identity, gender expression, national origin or ancestry, age, mental or physical disability, military or veteran status, political preference, marital status, citizenship, genetic information, or other status protected by law or regulation.

We are committed to providing reasonable accommodation for qualified individuals with disabilities. If you need assistance or an accommodation, please email us at EuropeHRSSRecruitment@Chevron.com.

Chevron participates in E-Verify in certain locations as required by law.

","hiringOrganization":{"@type":"Organization","name":"Chevron","sameAs":"https://www.chevron.com/"},"jobLocation":{"@type":"Place","address":{"@type":"PostalAddress","addressLocality":"London Westferry Circus, United Kingdom","addressCountry":"United Kingdom","addressRegion":"Europe"}}}},{"@type":"ListItem","position":47,"item":{"@type":"JobPosting","title":"Quantitative Analyst - Equity Derivatives Quant Development - AVP - C12 - NEW YORK","datePosted":"2025-08-28","description":"

The Quantitative 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 for the area or function. Integrates subject matter and industry expertise within a defined area. Requires in-depth understanding of how areas collectively integrate within the sub-function as well as coordinate and contribute to the objectives of the function and overall business. Evaluates moderately complex and variable issues with substantial potential impact, where development of an approach/taking of an action involves weighing various alternatives and balancing potentially conflicting situations using multiple sources of information. Requires good analytical skills in order to filter, prioritize and validate potentially complex and dynamic material from multiple sources. Strong communication and diplomacy skills are required. Regularly assumes informal/formal leadership role within teams. Involved in coaching and training of new recruits. Significant impact in terms of project size, geography, etc. by influencing decisions through advice, counsel and/or facilitating services to others in area of specialization. Work and performance of all teams in the area are directly affected by the performance of the individual.

Responsibilities:

Develop analytics libraries used for pricing and risk-management
Create, implement, and support quantitative models for the trading business leveraging a wide variety of mathematical and computer science methods and tools including hardware acceleration, advanced calculus, C++ including STL, C#, .NET, Java, object oriented software design, Python, kdb, Structured Query Language (SQL), mathematical finance/ programming and statistics and probability
Develop pricing models using numerical techniques for valuation including Monte Carlo Methods and partial differential equation solvers
Collaborate closely with Traders, Structurers, and technology professionals
Work in close partnership with control functions such as Legal, Compliance, Market and Credit Risk, Audit, Finance in order to ensure appropriate governance and control infrastructure
Build a culture of responsible finance, good governance and supervision, expense discipline and ethics
Appropriately assess risk/reward of transactions when making business decisions; and ensure that all team members understand the need to do the same, demonstrating proper consideration for the firm’s reputation.
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 particular 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.

Qualifications:

5-8 years of experience in a comparable quantitative modeling or analytics role, ideally in the financial sector
Must have technical/programming skills; C# .Net, SQL and C++ Exposure to Market Data; Statistics and Probability based calculations; Using probability theory to evaluate the risks of complex financial instruments, solve analytical equations and design numerical schemes to analyze complex contracts; and Software design and principles
Must also possess any level of product knowledge, Investments and Quantitative Methods
Consistently demonstrates clear and concise written and verbal communication skills

Education:

Bachelor’s/University degree or equivalent experience

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

This role will be supporting the Equity Derivatives Pricing library as a member of the Quant Dev team. The team is actively involved in the day to day development of the core library used by the Product Quant team to develop models used by Trading, Risk Managers and Cross Asset functions. As a member of the QuantDev team your responsibilities will include:

Development of the core pricing library and architectural design of the library

Advising product quants on c++ and python coding

Development of the testing framework

Optimize pricing execution to minimize memory and maximize speed

Partner with technology to develop quality interfaces to library

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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

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

Primary Location Full Time Salary Range:

$150,000.00 - $175,000.00

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

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

Most Relevant Skills

Please see the requirements listed above.

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

Other Relevant Skills

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

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

Anticipated Posting Close Date:

Sep 04, 2025

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

If you are a person with a disability and need a reasonable accommodation to use our search tools and/or apply for a career opportunity review Accessibility at Citi.
View Citi’s EEO Policy Statement and the Know Your Rights poster.

","hiringOrganization":{"@type":"Organization","name":"Citi","sameAs":"https://www.citigroup.com/"},"jobLocation":{"@type":"Place","address":{"@type":"PostalAddress","addressLocality":"388 GREENWICH STREET - TRADING, United States","addressCountry":"United States","addressRegion":"North America"}}}},{"@type":"ListItem","position":48,"item":{"@type":"JobPosting","title":"Counterparty Risk Quantitative Analyst","datePosted":"2025-08-27","description":"

The Role

DART (The Risk Data, Analytics, Reporting & Technology team) 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.

Counterparty Credit Risk Modelling team within DART is looking to add an SVP model developer to join CCR model development team in Warsaw, Poland. The team is responsible for developing and maintaining the methodologies to calculate counterparty credit risk exposures for derivatives products. These models are used for advanced Basel regulatory capital calculations and internal risk management measures. The role’s focal point will be to support the further development of Citi’s counterparty risk analytics framework.

What you will be doing

Contribute to counterparty credit risk model development
Perform rigorous model testing, including back-testing and other testing involved in the model development process
Conduct statistical analysis on large volume of financial data
Prepare model documentations and coordinate with risk IT technology to test implementation of counterparty credit risk models
Build-up of local expertise in counterparty credit risk models and relationships with internal risk management and other functions
Support for regulatory capital model approvals and related risk management processes
In-depth knowledge for all counterparty credit risk models and all trading book products will provide significant business and personal development opportunities
Gain extensive product/structure knowledge of all asset classes
Gain deep understand on a high-level view of industry regulatory requirements
Interaction with all businesses across Citi

What we need from you

7+ years of experience with Quant ideally within the financial industry
Excellent mathematical skills, sound knowledge of statistical modelling concepts, stochastic calculus, linear algebra and industry best practices
Experience in counterparty credit risk modelling is advantageous
Solid programming skills in Python. C++ is preferred
Ability to deliver compelling presentations and influence executive audiences
Excellent communication stills, ability to engage and inspire team forward
Ability to drive innovation via thought leadership while maintaining end-to-end view
Effective cross-functional project, resource, and stakeholder management; effectively engage with internal audit and external regulators
Intellectual curiosity to stay abreast of technological advances

What We Offer

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)
Sports Card
Holidays Allowance
Sport and team recreation activities
Exclusive 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

#Li-Rg6

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

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.

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

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.

The Risk Analytics, Modeling and Validation role involves the development, enhancement, and validation of methods for measuring and analyzing all types of risks, including market, credit, and operational. In areas related to credit risk, individuals in this role develop, enhance, and validate models for measuring obligor credit risk, or early warning tools that monitor the credit risk of corporate or consumer customers, besides being involved in Loss Given Default studies. They also develop and maintain key risk parameters like default and rating migration data, usage given default data and transition matrices. This role is vital to the company as it provides a scientific and systematic approach to assessing and mitigating risks, thereby ensuring the company's financial stability, protecting its assets, and supporting its overall business strategy.

Responsibilities:

The role is typically for Model Validator.
Perform model validations, annual model reviews, ongoing monitoring reviews (on Low and Medium Model Risk Rating (MRR) models) and model limitation remediation reviews for one or more model / product type (e.g., precious metals models) under the supervision of a Validation Lead (VL)
Provide effective challenge to the model development process on Low / Medium MRR models in the specific model / product type, in accordance with the Citi Model Risk Management Policy.
Evaluating testing approach and results for individual models in accordance with MRM guidance
Assessing the ongoing performance monitoring of the models
Contributing to regulatory and internal audit related responses
Collaborating with other teams within Risk and the Business regarding qualitative models to facilitate compliance with our policies, procedures, and guidance. 
Assisting with preparing the reports and other meeting materials to MRM senior management.
Supporting the process of designing, developing, delivering, and maintaining best-in-class qualitative model validation process standards, guidance, practices, templates, and other documentation.
Is an enthusiastic and early adopter of change; takes ownership for helping others see a better future and stay positive during uncertainty.
Demonstrates and inspires curiosity in seeking new ways to overcome challenges; actively applies learning from failures.
Challenges self and others to seek out and communicate alternative views even when unpopular; welcomes diverse ideas to improve outcomes.
Acts as a change catalyst by identifying and helping others see where new ideas could benefit the organization.
Proactively seeks to understand and act in alignment with organizational decisions; helps others prioritize team and enterprise success over their own personal agenda
Focuses on highest-priority work aligned to business goals; helps others effectively manage competing priorities.
Proactively identifies opportunities to streamline work; creates process improvements that enhance efficiency for self and the team.
Takes personal accountability for escalating, identifying, and managing potential risk; implements controls that enhance the client experience and operational effectiveness.
Anticipates problems and proactively identifies solutions that address the root causes and result in meaningful improvements.
Sets high expectations and invests the necessary effort to deliver excellence and exceed performance goals.
Role-models and helps others to do the right thing for clients and Citi in all situations, even when difficult
Engages key stakeholders early and often and actively looks for opportunities to improve collaboration in achieving common goals.
Proactively seeks out opportunities to volunteer in Citi programs that support the community; advocates for solutions that meet the needs of Citi’s clients and the community.
Enthusiastically promotes the unique needs and preferences of colleagues; makes active commitment to help colleagues achieve balance, well-being, and development.
Leverages varied networks to recruit diverse talent; advocates for colleagues with diverse skillsets, styles, and experiences to gain career opportunities.
Empathetically listens and understands others’ positions before acting on issues; works to amplify voices that are minimized in the workplace
Appropriately assess risk when business decisions are made, demonstrating particular 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, as well as effectively supervise the activity of teams and create accountability with those who fail to maintain these standards

Qualifications:

2+ years of experience
Experience in Quantitative Finance, Risk management, Analytics, Model Development or Model Validation is preferred.
Excellent partnership and teamwork skills.
Ability to formulate findings clearly and concisely in a written form and good verbal communication skills.
Good analytic, creative thinking, and problem-solving abilities.
Adept and meticulous at analysis and documentation of results.
Ability to multi-task, work well under pressure, and deliver results under tight deadlines.
Programming skills in languages like Python, MATLAB, C/C++/C#, VBA or other coding language as need.
Knowledge of financial markets and products.
Qualitative or quantitative model risk management experience is a plus.
Programming skills in languages like Python, MATLAB, C/C++/C#, VBA or other coding language as need.
Extensive experience in data analysis and interpretation and technical writing.
Strong technical skills such as solid knowledge of time series analysis, statistics and econometrics.
Strong analytical skills.
Excellent communication and diplomacy skills.
Ability to evaluate complex and variable issues.
Ability to influence decisions and provide expert advice.
Strong problem-solving skills.
Ability to work effectively in a team and independently.
Project management skills, with the ability to manage multiple tasks and deadlines.
Proficiency in data analysis and interpretation.
Ability to identify inconsistencies in data or results and define business issues.
Ability to formulate recommendations on policies, procedures, or practices.
Attention to detail and the ability to make informed judgments based on information.

Education:

Bachelor's/University degree or equivalent experience

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

Job Family Group:

Risk Management

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

Job Family:

Risk Analytics, Modeling, and Validation

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

Time Type:

Full time

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

Primary Location:

Irving Texas United States

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

Primary Location Full Time Salary Range:

$96,400.00 - $144,600.00

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

Most Relevant Skills

Analytical Thinking, Business Acumen, Credible Challenge, Data Analysis, Governance, 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.

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

Anticipated Posting Close Date:

Sep 03, 2025

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

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":"6460 LAS COLINAS BLVD IRVING, United States","addressCountry":"United States","addressRegion":"North America"}}}},{"@type":"ListItem","position":50,"item":{"@type":"JobPosting","title":"Credit Modeling Quantitative Analyst I (Hybrid - See potential locations in description)","datePosted":"2025-08-26","description":"

** Work Arrangement/Location: This is a hybrid position requiring in-office work three (3) days every week and it will be based in an M&T Office in either Buffalo, NY, or Iseline, NJ.

Overview:

Primary Responsibilities:

Assist in researching and developing quantitative behavioral models used for credit risk, interest rate risk and liquidity risk management, as well as balance sheet and capital planning, including but not limited to, loan delinquency, default and loss models, loan prepayment and utilization models, deposit attrition models and financial instrument valuation methods.
Prepare, manage and analyze large customer loans and deposit data sets for statistical analysis in Structured Query Language (SQL) or similar tool to properly specify and estimate econometric models to understand customer or Bank behavior for purposes of interest rate, liquidity or stressed capital risk.
Understand the context of the Bank's data and businesses to ensure properly developed models.
Produce and run regressions (including time series and logistic regression), programming routines and other econometric analyses to specify models using appropriate statistical software; communicate results, including graphic and tabular forms of model development activities to fellow team members, Treasury management and Bank-wide stakeholders, including the business lines and Risk Management colleagues to demonstrate key risk drivers and dynamics of model output.
Execute models in production environment; communicate analytical results to Bank-wide stakeholders. Track portfolio performance, model performance, campaign tracking and risk strategy results.
Incorporate observations and data into existing models to improve predictive results. Identify deviations from forecast/expectations and explain variances. Identify risk and/or opportunities.
Support development and maintenance of satisfactory model documentation, including process procedures and performance monitoring guidelines to serve as reference source.
Provide financial analysis and data support to other groups/departments across the Bank as required.
Engage with colleagues in Model Risk Management for model validation exercises.
Conduct business in compliance with regulatory guidance including SR (Supervision and Regulation Letters) 10-1, SR 10-6, SR 11-7, Enhanced Prudential Standards, etc. Adhere to applicable compliance/operational risk/model controls and other second line of defense policies and regulatory standards, policies and procedures.
Understand and adhere to the Company’s risk and regulatory standards, policies and controls in accordance with the Company’s Risk Appetite. Identify risk-related issues needing escalation to management.
Promote an environment that supports belonging and reflects the M&T Bank brand.
Maintain M&T internal control standards, including timely implementation of internal and external audit points together with any issues raised by external regulators as applicable.
Complete other related duties as assigned.

Scope Of Responsibilities:

Supervisory/Managerial Responsibilities:

Not Applicable

Education And Experience Required:

Bachelor's degree from accredited four year institution, or in lieu of a degree, a combined minimum of 4 years’ higher education and/or work experience
Proven experience in analyzing data sets and explaining results of analysis through concise written and verbal communication as well as charts/graphs

Education And Experience Preferred:

Bachelor’s degree in Statistics, Economics, Mathematics, Finance or related field in the quantitative social, physical, natural or engineering sciences, inclusive of proven coursework proficiency in statistics, econometrics, economics, computer science, finance or risk management
Prior experience in banking and financial services industry
Minimum of 1 years’ statistical analysis programming experience
Experience with pertinent statistical software packages such as SAS, Stata R or Python, especially SAS
Credit Risk Modeling experience
Logistic regression in credit risk modeling experience
Fluency and high proficiency in econometric/statistical techniques, especially time-series analysis and logistic regression
Monte Carlo simulation experience
Proven track record for being able to work autonomously, within a team environment, exhibiting demonstrated leadership and a strong desire to learn and contribute to a group
Minimum of 1 years' proven quantitative or data-oriented experience, including on-the-job use of statistical data analysis and data management environment such as SQL
Advanced knowledge of pertinent spreadsheet, word processing and presentation software

Physical Requirements:

M&T Bank is committed to fair, competitive, and market-informed pay for our employees. The pay range for this position is $72,261.50 - $120,435.83 Annual (USD). The successful candidate’s particular combination of knowledge, skills, and experience will inform their specific compensation.

Location

Iselin, New Jersey, United States of America","hiringOrganization":{"@type":"Organization","name":"M&T Bank","sameAs":"https://www.mtb.com/"},"jobLocation":{"@type":"Place","address":{"@type":"PostalAddress","addressLocality":"Iselin, NJ, United States","addressCountry":"United States","addressRegion":"North America"}}}}]}

The Company

The Role

Main Responsibilities

Power Market Forecasting

Cross-Functional Collaboration

Qualifications

Benefits:

What You Will Do:

#Li-EŁ1

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Job Family Group:

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Job Family:

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Time Type:

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Most Relevant Skills

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Other Relevant Skills

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The Team:

The Role:

Responsibilities:

Compensation And Benefits

What You Will Do:

#Li-EŁ1

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Job Family Group:

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Job Family:

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Time Type:

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Most Relevant Skills

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Other Relevant Skills

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What You'Ll Do:

May Telecommute.

What We Look For:

Bess Quantitative Analyst

Description

Key Responsibilities

Skills, Knowledge And Expertise

Profile Summary:

Profile Description:

Knowledge & Experience:

Compensation Pay Disclosure:

What We Offer

Critical Skills

Equal Employment Opportunity

Reasonable Accommodations

General Function:

Essential Duties And Responsibilities:

Team/Role Overview:

What You'Ll Do:

What We'Ll Need From You:

What We Can Offer You:

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Job Family Group:

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Job Family:

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Time Type:

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Most Relevant Skills

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Empowering Africa’S Tomorrow, Together…One Story At A Time.

Job Summary

Job Description

Behaviorally, Focus On The Following:

Preferred Education

Preferred Experience:

Knowledge And Skills:

Education

Join Us And:

Unix Platform Experience.

Nice To Have:

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