Job Board
Position Title:
Vice President, Technology Solutions
Location:
New York, NY
Position Summary:
Vice President, Technology Solutions @ The Toronto-Dominion Bank (New York, NY) F/T Provide quantitative models, analytics, and support to business units such as rates, credit, and commodities. Work with senior management to develop platform and infrastructure strategies to support efficient model development and use. Design and implement new infrastructure, interfaces, code generators, APIs, and other technical components in the C++ model library. Design, develop, and support language bindings of the analytics library to at least Excel, Python and Java. Adapt the platform approaches to current markets, trends, and innovations as appropriate. Provide support for performance analysis of the models and work with quantitative modelers to improve. Collaborate to deploy new or enhanced models to production. Telecommuting may be permitted approximately two (2) days per week.Rate of pay: $150,000-220,000/yr.
Required Qualifications:
Position requires a Master's degree, or foreign equivalent, in Financial Mathematics, Financial Engineering, or related field, and three (3) years of experience in the job offered, as Quantitative Analyst, or related position in quantitative analysis for finance/banking. Full term of experience must include each of the following: Developing quantitative models; Financial mathematics, models, and products in the rates trading area; Developing software for quantitative modeling and analytics, including validation and testing; Software and programming skills in C++, Java, or Python; Linear rates and IR curve constructions; and, Numerical methods including interpolation or root finding techniques.
How to Apply:
Email resume to TDNYC.TDSUSHRServices@tdsecurities.com. Ref: TD-8876486
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
Research Analyst; Point72 Asset Management, L.P. (Miami, Florida). Work From Home 1 day per week. Conduct quant alpha research from diverse data sources for stock return forecasts. Build & implement quant equity investment models. Must have at least a master’s or its equivalent in Economics, Finance, Business or related & at least 2 years experience as a Financial Analyst or related. Must have 2 years experience with: MS Excel with advanced modeling; handling large & complex structured & unstructured data sets to filter & analyze relevant information for fundamental equity research; research expertise in relevant areas of industry coverage including global natural resources companies; & demonstrated experience coding in Python & SQL. Resume to svcRecruiting@Point72.com & reference Job Code B062025M.
Quantitative Researcher, PCAT; Point72 Asset Management, L.P. (New York, NY). Work from home 1 day per week. Conduct analysis on firm portfolios to ID strengths and weaknesses. Form top-down views on strategies offering best risk/reward for firm. Must have at least a master’s or its equivalent in Financial Engineering, Computer Science, Mathematics, Engineering, or Physics, or other quantitative area and at least 1 year experience as Quantitative Research, Portfolio Management, or Risk Management Analyst or related at financial services institution. Must have 1 year experience with performing Alpha research on large data sets; programming in Python, C++, & SQL; building stat models including regression modeling, time series analysis, & dimensionality reduction; using ML to analyze financial markets; and demonstrable experience with risk factor models. Salary range = $200k - $400k/year. Resume to svcRecruiting@Point72.com & reference Job Code Y062025J.
Senior Investment Engineer
Senior Investment Engineer (Multiple Openings) (NY, NY) for Bridgewater Associates, LP to apply a deep knowledge of economics, portfolio construction & trade generation to build models & investment systems which enable us to understand & trade global markets. Telecommuting permitted up to 3 days a week in accordance with company policy. Bridgewater reserves the right to change its current benefits program 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. EOE. Salary $185,000-$228,000/yr. This position is also eligible for discretionary bonuses & other benefits.
Requires Bachelor’s degree in Comp Science, Economics, Financial Engineering or a closely related field of study & 3 years of experience in any job title/occupation/position in financial services. Experience specified must include 3 years of experience with 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 mkt 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.
Apply to BW_TalentAcquisition@bwater.com & indicate job code: BW79.
Position Title
Quantitative Researcher
Location
New York City
Flow Traders is looking for an experienced Quantitative Researcher (Execution & Programming) to join our Trading team in New York. This is a unique opportunity to join a leading proprietary trading firm with an entrepreneurial and innovative culture at the heart of its business. We value quick-witted, creative minds and challenge them to make full use of their capacities.
Please apply on the Flow Traders website using this link: https://www.flowtraders.com/careers/job-description/6823893
Senior Quantitative Developer
Senior Quantitative Developer @ TD Securities (USA) LLC (New York, NY) F/T – Provide models, analytics and quantitative support to the rates, credit, and commodities business units. Design and implement new models, affiliated analytics and support required to enable trading and associated revenue generation in new product areas. Adapt existing models in response to market evolution and changes. Work with various trading desks to provide ad-hoc analysis and tools required for managing trading, risk management or market analysis activities. Provide required modeling or analytical work to support one-off transactions. Partner with other areas in TDS including technology, risk management, treasury, finance, and compliance to deploy new or enhanced models to production. Telecommuting may be permitted within commuting distance pursuant to company policies. Rate of pay: $150,000 - $200,000/yr.
Position requires a Bachelor’s degree, or foreign equivalent, in Financial Engineering, Business, or related field, and one (1) year of experience in the job offered, as Quantitative Analyst, or related position in the financial industry. Alternatively, employer will accept a Master’s degree and completion of an internship (approx. 10-12 weeks) or equivalent experience. Full term of experience must include each of the following: Financial products including interest rate swaps, swaptions, caps and floors, bonds, callable/puttable bonds, IR futures, bond futures, bond options, and bond futures options; Utilizing advanced statistics and calculus to study the fixed income volatilities and interest rate moves, and comparative pricing of bonds; Software and programming skills including C/C++ or Java, and Python; Bonds and credits; and, Software version control including SVN or Git. Employer will accept any suitable combination of education, training, or experience.
Email resume to TDNYC.TDSUSHRServices@tdsecurities.com. Ref: TD-8076282
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