Job Board
Position Title:
Quantitative Researcher
Location:
New York, NY
Position Summary:
Quantitative Researcher (multiple openings) at Greenland Capital Management LP in NY, NY will dvlp models & strategies to compute new analytics in collaboration w/ the head of portfolio research. Salary: $161,429 - 190,000/yr.
Required Qualifications:
Reqs a Master's deg in Finance, Math, or a rltd field, + 2 yrs of prof'l quantitative research exp in the fin'l investment industry. Employer will also accept a Bach deg in Finance, Math, or a rltd field, + 5 yrs of prof'l quantitative research exp in the fin'l investment industry. Must incl 2 yrs of exp w/ each of the following: Equity portfolio construction & optimization; Portfolio risk forecasting & performance analysis using Barra or PCA; quantitative key performance indicators; quantitative dvlpmt using Python w/ data analysis packages incl pandas or numpy; SQL; research & analysis using statistical models, machine learning techniques, & linear algebra; Microsoft Excel or VBA.
How to Apply:
Send resume to linda.chu@greenland-cap.com & reference job code "0002" when applying.
Operations Data Analyst - Client Services
San Francisco, CA
Operations Data Analyst - Client Services sought by Coinbase, Inc. in San Francisco, CA (Remote work available). Work closely with the Customer Experience (CX) team to improve our data infrastructure, create and track metrics across our operations, and share actionable insights. Partner with CX Leadership and cross-functional partners to find opportunities to increase operational trackability, efficiency, and scale our business. Leverage metrics to drive insights and influence business decisions. Develop a strong prioritization framework to ensure team is focused on highest-value initiatives. Frame and break down complex business problems into key components and recommend practical solutions. Monitor key performance metrics and use results to help the team increase efficiency and provide high-quality support. Build a collaborative team environment that fosters efficient execution, innovation, and continuous improvement. Develop and support the analytical technologies that give our team timely, flexible, and structured access to their data. This role requires a Bachelor's degree in Operations Research, Quantitative Management, Data Analytics, or a related field, plus 4 years of professional experience in an Analyst function (e.g., Operations, Finance, Business Analytics, etc.) or related occupation. Alternatively, Employer will accept a Master's degree in the aforementioned fields, plus 2 years of professional experience in an Analyst function (e.g. Operations, Finance, Business Analytics, etc.) or related occupation. Must have prior experience in the following: experience using SQL; experience with at least one of the following data visualization tools: Looker, Tableau, or Chartio; experience with data modeling; and experience formulating and executing analytical solutions to solve business problems. Telecommuting (remote work) is permitted.
Bachelor's degree in Operations Research, Quantitative Management, Data Analytics, or a related field, plus 4 years of professional experience in an Analyst function (e.g. Operations, Finance, Business Analytics, etc.) or related occupation? Alternatively, a Master's degree in Operations Research, Quantitative Management, Data Analytics, or a related field, plus 2 years of professional experience in an Analyst function.
Apply at www.jobpostingtoday.com Ref # 87398.
Position Title: Quantitative Finance Analyst
Location: Jersey City, Atlanta, Charlotte, Delaware NJ, and Austin
Position Summary: Overview of Global Risk Analytics
Bank of America Merrill Lynch has an opportunity for a Quantitative Finance Analyst (B5) within our Global Risk Analytics (GRA) function. GRA is a sub-line of business within Global Risk Management (GRM). GRA is responsible for developing a consistent and coherent set of models and analytical tools for effective risk and capital measurement, management and reporting across Bank of America. GRA partners with the Lines of Business and Enterprise functions to ensure that its models and analytics address both internal and regulatory requirements, such as quarterly Enterprise Stress Testing (EST), the annual Comprehensive Capital Analysis and Review (CCAR), and the Current Expected Credit Losses (CECL) accounting standard. GRA models follow an iterative and ongoing development life cycle, as the bank responds to the changing nature of portfolios, economic conditions and emerging risks. In addition to model development, GRA conducts model implementation, data management, model execution and analysis, forecast administration, and model performance monitoring. GRA drives innovation, process improvement and automation across all of these activities.
Overview of the Role
As a Quantitative Finance Analyst within Global Risk Analytics, your main responsibilities will involve:
· Applying quantitative methods to develop capabilities that meet line of business, risk management and regulatory requirements
· Maintaining and continuously enhancing capabilities over time to respond to the changing nature of portfolios, economic conditions and emerging risks
· Understanding and executing activities that form the end-to-end model development and use life cycle
· Identifying requirements from the teams which improve the group’s ability to generate insights and understanding of portfolio risk, model accuracy, and forecast reasonability
· Clearly documenting and effectively communicating quantitative methods as part of ongoing engagement with key stakeholders, including the lines of business, risk managers, model validation, technology
Position Overview
Responsible for independently conducting quantitative analytics and modeling projects. Responsible for developing new models, analytic processes or systems approaches. Creates documentation for all activities and works with Technology staff in design of any system to run models developed. Incumbents possess excellent quantitative/analytic skills and a broad knowledge of financial markets and products..
Required Qualifications
Required Education, Skills, and Experience
Desired Skills and Experience
• Experience with complex data architecture, including modeling and data science tools and libraries, data warehouses, and machine learning • Knowledge of predictive modeling, statistical sampling, optimization, machine learning and artificial intelligence techniques • Ability to extract, analyze, and merge data from disparate systems, and perform deep analysis • Experience designing, developing, and applying scalable Machine Learning and Artificial Intelligence solutions • Experience with data analytics tools (e.g., Alteryx, Tableau) • Experience with LaTeX • Sees the broader picture and is able to identify new methods for doing things • Broad understanding of financial markets and products
Please email resumes to Erika Rivera: errivera@teksystems.com
Position Title
Senior Data Scientist
Location
Austin, Texas or Chicago, IL
Position Summary
The Palisades Group, LLC (“Company”), an Austin-based investment firm, is looking for a Senior Data Scientist to join its growing and dynamic team in the Evanston/Chicago office. As part of the Data & Analytics team, your responsibilities will include building data-backed financial models, creating concise and trustworthy financial products by using complex statistical calculations to inform models, and designing effective trading or pricing models using newly-acquired market data. This is a small team and any candidate must be a team-player, able and willing to work on cross-over projects, able to pick up complex concepts and communicate effectively to both internal and external constituents. The position will allow the candidate to collaboratively work across the Company’s cross-functional teams (Data Research & Reporting, Trading & Analytics, Asset Management, Capital Markets, Transaction Management, and Collateral Management) and to learn from the firm’s industry leading professionals. The ideal candidate will be intellectually curious, a self-starter, have a strong attention to detail, and be able to work under time sensitive deadlines.
As of June 30, 2022, Palisades manages mortgage, real estate and fixed income assets that amount to over $7.3 billion in notional balance through a combination of discretionary funds and separate accounts for globally recognized asset managers, private equity firms, family offices, banks, foundations, endowments, broker dealers, and insurance companies.
ESSENTIAL DUTIES:
· Create financial models to help evaluate portfolio assets, macro forecasts, or potential new investment strategies.
· Research new financial products and develop new models to enhance portfolio.
· Develop models to assess risk and generate reports that contain recommendations for improving portfolio performance.
· Produce and deliver asset and macro level forecasts for portfolio management purposes.
· Enhance firms existing proprietary modeling software “Plateau” a framework for creating, managing, and streamlining analytical efforts.
· Develop analytical tools to address issues such as portfolio construction or optimization, performance measurement, attribution, profit and loss measurement, or pricing models.
· Utilize firm’s enterprise data warehouse to manipulate and analyze large datasets. Participate in the data management process (data pipeline setup and management).
· Comprehensive understanding of the model development lifecycle including data collection/wrangling, exploratory analysis and research, model design and deployment, and model operation.
· Translate those models into comprehensive and understandable reports that allow for better management of the portfolio and provide insights that lead to more profitable trading.
· Clearly documenting and effectively communicating quantitative methods and policies/procedures as part of ongoing engagement with key stakeholders.
BENEFITS:
o Medical, dental and vision insurance
o 401(k) retirement plan matching
o Charitable giving employee matching program
o Continuing education and professional certification expense reimbursement
o Wellness stipend (monthly)
o 13 paid holidays
o Remote work option (Fridays)
o Summer hours on Friday
o Friday team lunches
Palisades is committed to maintaining a positive and collaborative work environment that is safe and respectful of others; our shared success depends on it. Accordingly, we do not tolerate workplace discrimination, violence or harassment.
We are proud to create a diverse environment and are proud to be an equal opportunity employer.
MINIMUM REQUIREMENTS:
o Education: Bachelor's degree or higher in a quantitative subject area (e.g., mathematics, computer science, physics, finance). Masters degree or higher in a quantitative field and other finance related accreditations (CFA, FRM, etc.) considered a plus but not mandatory.
o Experience: 3 to 6 years of experience in the industries of banking, trading, insurance, or financial markets.
o Strong knowledge of Excel/VBA; and proven track record of learning new programming techniques to analyze and manage data.
o Strong working knowledge of Python and SQL.
o Experience using BI tools and building dynamic reporting dashboards (Tableau, superset, etc.)
o Strong statistical understanding and proven ability to execute and optimize a variety of algorithmic methodologies.
o Exceptional verbal, written and interpersonal communication skills with the ability to apply common sense to carry out instructions and instruct others, train personnel, write reports, correspondence with clients and employees.
o Ability to deal with advanced problems involving multiple variables within large structured or unstructured datasets.
Please apply directly here: https://app.trinethire.com/companies/1616-the-palisades-group-llc/jobs/65704-senior-data-scientist
Credit Quantitative Risk Modeling Manager
Credit Quantitative Risk Modeling Manager. Remote work permitted. Develop quantitative models for capturing counterparty risk (specifically futures and options); Test model functionalities, sensitivities, and robustness; Deploy/integrate the models into the firm's risk system; Write model technical documentation; Research/learn modeling methodologies applicable to cryptocurrencies.
Master's degree in Mathematics, Statistics, Financial Engineering, or a related quantitative field, plus 8 years of professional experience in a quantitative risk model development or quantitative research function within an Investment Bank, Asset Management, or Commercial Bank.
Apply at www.jobpostingtoday.com Ref # 26136.
Contribute to a wide range of empirical analysis of financial markets, rule-based strategy & index designs, & development of technology to predict the performance of investment mgrs.
Reqr Master’s deg, or foreign eqvlnt, in Math of Finance, Fin'l Engg, or related quant field. Grad-level coursework &/or projects must include each of the following: Applying advanced mathematical & statistical techniques to solve complex empirical problems; Programing in R, C++, &/or Python; &, Stats (incl simulations, experiment design, hypothesis testing, & time series) & probability (incl stochastic processes & Markov chains). Alternatively, candidate may demonstrate these skills through completion of an internship (approx. 10-12 weeks), or eqvlnt exp. Employer will accept any suitable combo of education, training, or exp. Remote work permitted w/in commuting distance.
Email resume to recruiting@appliedacademics.com. Ref: AA-NZ
Chair and Associate Professor or Professor
Brooklyn, New York
The Department of Finance and Risk Engineering (FRE) at the NYU Tandon School of Engineering (NYU Tandon) invites applications for the position of the Department Chair and Associate Professor or Professor of FRE, with an anticipated start date between June 1, 2023, and September 1, 2023. We invite applications from tenured Faculty members or distinguished industry thought leaders in Financial Engineering, Mathematical Finance, Finance, or a closely related discipline.
The Chair is expected to be a person with exceptional leadership skills, including communication, delegation, collaboration, and advocacy development. A Ph.D. degree in Financial Engineering, Mathematical Finance, Applied Mathematics, Finance, or a related field is required. Other qualifications and responsibilities include the following:
Apply Here: https://apply.interfolio.com/112012
Please submit the following materials electronically:
About Us
New York University (NYU) is one of the top private universities in the United States. NYU Tandon School of Engineering has an illustrious past as “Brooklyn Poly” and Polytechnic University. Our mission is to excel in research, teaching, and entrepreneurship. We aim to inspire and educate engineers for the 21st century. NYU Tandon faculty are world-renowned leaders in science and technology, with a strong commitment to research, innovation, and entrepreneurship that make a difference in the world. We lead and have ties to multidisciplinary centers in wireless technology, cybersecurity, urban informatics, data sciences, artificial intelligence, renewable energy, and health, among others. Our faculty and students are part of the high-tech start-up culture in New York City and in downtown Brooklyn, and we support four “future lab” business incubators that connect our students and faculty to today’s innovation economy. With NYU's unrivaled global network of campuses, we promote a truly global engineering education. We are deeply committed to teaching and learning.
NYU Tandon is committed to substantially increase the proportion of our faculty from historically underrepresented groups. We aspire to create a climate where diversity and inclusion are not only appreciated but considered an asset for creativity and innovation, and we seek faculty who have a real passion for a culturally diverse environment. We take pride in our high numbers of female students and students who are the first in their families to go to college. NYU belongs to the Higher Education Recruitment Consortium (HERC), which assists with dual-career searches, and our faculty are supported by a range of work-life balance programs provided by the NYU Office of Work Life.
For people in the EU, click here for information on your privacy rights under GDPR: www.nyu.edu/it/gdpr
NYU is an Equal Opportunity Employer and is committed to a policy of equal treatment and opportunity in every aspect of its recruitment and hiring process without regard to age, alienage, caregiver status, childbirth, citizenship status, color, creed, disability, domestic violence victim status, ethnicity, familial status, gender and/or gender identity or expression, marital status, military status, national origin, parental status, partnership status, predisposing genetic characteristics, pregnancy, race, religion, reproductive health decision making, sex, sexual orientation, unemployment status, veteran status, or any other legally protected basis. Women, racial and ethnic minorities, persons of minority sexual orientation or gender identity, individuals with disabilities, and veterans are encouraged to apply for vacant positions at all levels.
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NYU aims to be among the greenest urban campuses in the country and carbon neutral by 2040. Learn more at nyu.edu/sustainability
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