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Position Title:
Quantitative Analytics Specialist
Location:
Mount Laurel, NJ
Position Summary:
Quantitative Analytics Specialist @ TD Bank, National Association d/b/a TD Bank, America’s Most Convenient Bank (Mount Laurel, NJ) F/T –Provide financial, analytical, modeling expertise to build quantitative models for business projects. Conduct complex quantitative analysis. Perform statistical model assumptions’ tests for soundness of model theory. Provide hands-on modeling in the entire life cycle. Review model results and identify unexpected results. Provide training/mentoring for new and junior staff. Develop specialized analytical tools for projects or ongoing use. Manage development of conclusions and courses of action to rectify discrepancies, and analysis to be presented to management to aid in decision-making processes. Integrate knowledge of enterprise sub-functions or business line strategy in developing solutions across multiple functions/operations. Interpret internal and external business challenges and the industry environment, and recommend courses of action and best practices to improve products, processes, or services. Convert information to compelling business context and advice. Influence and gain alignment across increasingly senior stakeholders. Remote work permitted up to 3 days per week.Total Rewards at TD includes base salary and variable compensation/incentive awards and 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. Rate of pay: $95,264 - $142,896 /yr.
Required Qualifications:
Position requires a Master’s degree, or foreign equivalent, in Finance, Economics, Management Science and Engineering, or related field. Must have experience with or academic exposure to each of the following: Building and validating quantitative models, including ability to interpret requirements/needs and select appropriate modeling techniques; Loss forecasting models, including Probability of Default (PD), Exposure at Default (EAD), or Loss Given Default (LGD); Econometrics models including time series; Credit risk models; Machine learning models; Statistical analysis including inference analysis, simulation, sampling, and hypothesis testing; and, Programming in SAS, Python, and R.
How to Apply:
Email resume to AMCBImmigration@td.com. Ref TD- 8700002.
Quant Researcher, Trading Research; Point72 Asset Management, L.P. (New York, NY). Work From Home 2 days per week. Research & develop in-house trading strategies for discretionary & quant traders. Conduct quant research on market microstructure, improve trading algorithms & ID market anomalies. Must have at least a master’s or its equivalent in Financial Engineering, Math, Statistics, Computer Sciience, or a related quant field & at least 6 months experience as a Quant Research Intern or in a related role at a financial services institution. Must have 6 months experience with: building statistical models with Intraday data; supporting investment strategies for Chinese equities; performing statistical analysis of historical data gathered from financial markets to build quant models; conducting independent research using large datasets; programming in C++ & Python; & demonstrated knowledge of Market Microstructure Models. Salary range from $180,000 to $400,000 per year. Resume to svcRecruiting@Point72.com & reference Job Code G072025Z.
Researcher, Cubist Portfolio Research; Point72, L.P. (New York, NY). Work from home 2 days/week. Research and implement quant-spec modifications to risk models, quant-specific performance attribution, and framework for portfolio optimization. Must have at least a master’s or equivalent in Financial Engineering, Mathematics, Statistics, Data Science, Computer Science or related quantitative field and at least 3 years experience as Quantitative Researcher/Data Scientist or related role at a financial services institution. Must have 3 years: analyzing equities and/or futures; programming in SQL & Python; conducting independent research using financial market large datasets; and building stat and ML models for investments, as well as back testing and evaluating datasets. Salary range = $200k - $300k/year. Resume to svcRecruiting@Point72.com and reference Job Code E072025A.
Research Analyst; Cubist Systematic Strategies, LLC (New York, NY). Work From Home 3X per week; Build research & quant trading software to conduct quantitative alpha research. Build and implement quantitative equity investment models. Build visualization tools and monitors for market/trade/position/risk. Must have at least a master’s degree or its equivalent in Financial Engineering, Computer Science, Statistics or a related STEM field and at least two years of experience as a Quantitative Researcher at a financial services institution. Must have 2 years experience with: developing, researching, and implementing quantitative models for equities on behalf of a financial service institution; programming/utilizing R, SQL, and Python; performing statistical analysis of historical data gathered from financial markets to build quantitative models; conducting alpha research using alternative datasets; conducting independent research utilizing large data sets; and at least 2 years of experience with systematic trading research. Salary range= $170k - $300k/yr. Resume to svcRecruiting@Point72.com & reference Job Code B072025Q.
Senior Quantitative Analyst
Senior Quantitative Analyst @ TD Bank, National Association d/b/a TD Bank, America’s Most Convenient Bank (Mount Laurel, NJ) F/T – Provide quantitative analysis and build advanced quantitative models to meet business requirements. Provide highly specialized quantitative analytical and modeling support to 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. Conduct complex quantitative analysis as it applies to areas of responsibility, generally aligned to specific transactions and products. Perform statistical model assumptions’ tests for soundness of model theory. Review model results and identify unexpected results. Develop and analyze key metrics and plan variances. Develop analyses of performance and predictive data. Compile and generate ad-hoc analytical reports. Explore best practice modeling techniques for model enhancement. Act as technical expert/lead integrating cross-function understanding within field of specialty; may manage functional program(s)/team(s). : Total Rewards at TD includes base salary and variable compensation/incentive awards and 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. Telecommuting permitted from any U.S. location. Rate of pay: $76,128-$114,192/yr.
Position requires a Bachelor’s degree, or foreign equivalent, in Mathematics, Economics, Statistics, or related quantitative field, and three (3) years of experience in the job offered, as Quantitative Analyst, or related position involving quantitative analysis and modeling. Alternatively, employer will accept a Master’s degree, or foreign equivalent, in Mathematics, Economics, Statistics, or related quantitative field. Must have three (3) years of experience (with Bachelor’s degree) OR graduate-level coursework and/or projects or equivalent experience (with Master’s degree)* involving each of the following: Building and validating quantitative models, including ability to interpret requirements/needs and select appropriate modeling techniques; Using complex analytical tools and statistics to perform analysis and forecasting of financial information; Financial analysis techniques and methodologies, including horizontal analysis, variance analysis, scenario and sensitivity analysis; Statistical analysis, including inference analysis, simulation, sampling, regression analysis and hypothesis testing; Programming in SAS, Python, or R; and SQL. *Employer will accept experience gained pre- or -post graduate degree. Employer will accept any suitable combination of education, training, or experience.
Email resume to AMCBImmigration@td.com. Ref: TD-8615285.
Senior Economist Investment Engineer
New York, NY
Senior Economist Investment Engineer (Multiple Openings) (NY, NY) for Bridgewater Associates, LP to apply a deep knowledge of economics & finance to build models & investment systems which help us better understand global markets, investment flows, company’s, & countries. Telecommuting permitted up to 3 days a week in accordance with company policy. Bridgewater reserves the right to change its current benefits prgm at any time, in a manner that is consistent with applicable federal & state regulations. This job description is not a contract & confers no contractual rights, privileges, or benefits on any applicant or potential applicant. Nothing in this job description constitutes an offer or guarantee of employment. Equal Opportunity Employer. Salary 185,000-$228,000 per year. This position is also eligible for discretionary bonuses & other benefits. Apply to BW_TalentAcquisition@bwater.com & indicate job code: BW77.
Requires Bachelor's degree in economics, finance, financial engineering or a closely related field of study & 3 years of experience in any job title/occupation/position involving financial services. Experience specified must include 3 years of experience in each of the following: Using broker & vendor data to build up representations of markets from individual securities &/or broadly representational instruments while capturing important differences in datasets, sources, & conventions; Modelling pricing, valuation, trading, or derivative values across asset classes using historic & real-time data; Mathematically analyzing investment outcomes, their performance & characteristics in different economic conditions, the effects of including or excluding assets & instruments, risk profiles, & their sensitivity to financial & political developments; Evaluating & implementing academic & practical advances in market mechanics, trading, financial data modeling, &/or derivative calculations; Building market & financial models across asset classes, implementing key financial frameworks & applicable market mechanics; Representing & using data from key macroeconomic frameworks & reports, including GDP, CPI, balance of payments, business cycles, commodity cycles, & credit cycles; & modelling macroeconomic conditions & their effects on the performance & characteristics of financial instruments.
Apply to BW_TalentAcquisition@bwater.com & indicate job code: BW77.
Position Title: Quantitative Research Analyst Intern
Location: Philadelphia, PA. USA
Position Summary
Stevens Capital Management LP (“SCM”) is a quantitative hedge fund manager specializing in the rigorous development and disciplined implementation of empirically based trading strategies. We employ a variety of statistical methods and techniques using our robust technology and data infrastructure. We operate a 24 hour low-latency global operation trading liquid futures contracts, currencies and equities, using automated proprietary execution algorithms. Our flagship fund has been in business for more than 30 years.
We are currently seeking a highly driven, well organized, and motivated candidate to join our team.
We'reseeking exceptionally motivated students with a strong interest in the financial markets to contribute to our empirical research process. The range of research ideas to investigate is open-ended and will depend on a candidate's background and strengths.
Opportunities, including full-time summer internships and part-time work throughout the school year, are available for qualified students at each of the undergraduate, masters and PhD levels.
Primary Responsibilities
Read and analyze academic research or other source material pertaining to anomalies in the global financial markets.
Build data sets and conduct statistical analysis on the data.
Required Qualifications
Substantial progress toward a degree (graduate level preferred) in a quantitative discipline (e.g. statistics, econometrics, mathematics, engineering, physics or computer science) or finance (with extensive coursework in quantitative disciplines).
Programming experience, ideally including R, C++ and/or Python.
Experience with regression analysis.
Strong interest in learning how to build, organize and analyze large data sets.
Strong organizational and communication skills.
Please apply directly via the link: https://grnh.se/63aqk2wu1us
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