Quantitative Trading
1,357 open positions
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Junior FX Structurer (m/w/d) EburyDüsseldorf today Structure appropriate FX risk management solutions for clients by understanding their exposure and current hedges.
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CDD - Analyste Risques Statistiques H/F AlliancewdParis, FR today Statistical risk model validation and review within the internal model validation team for a financial services group.
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Front Office Subject Matter Expert BehavoxRemote today Defines asset class data specifications, designs trade surveillance scenarios, and maintains risk taxonomies for the Behavox Financial Data Model and Unified Risk Taxonomy.
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Market Risk Principal Analyst Edf-UKLondon, gb £65ktoday Provide independent, accurate, and insightful market risk analysis across trading, hedging, and commercial activities to manage risk across EDF's energy portfolio.
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Senior Quantitative Analyst - Equities Stanford BlackSingapore, Singapore, SG 1d Develop quantitative models and analytics for equity derivatives and volatility to support live investment decisions, portfolio construction, and risk management.
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Quantitative Investment Analyst, Multi-Asset T. Rowe PriceLondon, England, GB 1d Develop portfolio design proposals, strategic asset allocation (SAA) recommendations, and investment frameworks for multi-asset portfolios with 5+ year horizons.
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Mathematiker:in / Wirtschaftsmathematiker:in Katastrophenanleihen Hannover ReHanover, Niedersachsen, DE 1d Quantitative analysis of catastrophe risks and structuring of catastrophe bonds for insurance-linked securities transactions.
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Risk Manager - Algorithmic Trading MlpLondon, United Kingdom 1d Assess and approve algorithmic trading controls, verify implementation, and challenge design intent to prevent financial loss and regulatory failures.
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Senior Quantitative Analyst (m/w/d), PV Verbund Prüfungsverband deutscher Banken e. V.Köln, NORDRHEIN_WESTFALEN €80k–€100k1d Validating and developing methods for risk assessment of supervised banks, including reporting to management bodies.
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Financial Risk Quantitative Analyst UsbankMinneapolis, MN, US $105k–$124k1d Conduct independent second-line reviews and develop financial models for liquidity, interest rate risk, capital, market risk, and stress testing to support risk management and decision-making.
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Capital Mangement Strats - Vice President DbNew York, 1 Columbus Circle, US $155k1d Develop analytics, forecasting tools, and scalable front-office solutions to support capital, expected credit loss, and financial resource management.
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Associate, Equity Derivatives Structurer RbcNew York, New York, United States of America $165k–$200k1d Design, price, and support the development of structured equity products and exotic derivatives for institutional clients.
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Quantitative Developer- Commodities Trading || Global Bank || Mumbai↗ Credence HR ServicesMumbai, Maharashtra, India 1d Build and maintain tools, UIs, frameworks, and systematic strategies supporting commodities trading businesses.
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Counterparty Credit Risk Model Developer [Senior/Lead Quantitative Risk Analyst]↗ NordeaStockholm, Stockholm County, Sweden 1d Develop and maintain Nordea's counterparty credit risk exposure models, including the Internal Model Method (IMM), covering the full model lifecycle from methodology to regulatory approval.
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Senior Associate, Market Risk TheoccDallas, TX, US $86k–$118k1d Analyze market risk exposures, monitor portfolios for major events, and support margin calls and default management for equity derivatives clearing.
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Senior Quant - Equity/FX Derivatives & Volatility Barclay SimpsonLondon, England, GB £180k2d Develop and enhance volatility smiles, surfaces, and calibration models for vanilla and exotic equity and FX derivatives.
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Senior Manager, Group Investments (ALM Modelling) FWD Group Management Holdings LimitedHong Kong, Hong Kong, HK 2d Develop, maintain, and enhance asset modelling capabilities including asset valuation models, ESG, and stress testing tools to enable robust asset-side analytics under a market consistent valuation framework.
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Analyst, Global Quantitative Research Intercontinental ExchangeLondon, England, GB 2d Design, implement, and support enterprise quantitative models and systems for clearing houses, blending quantitative research, data science, and risk analytics.
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Assistant Manager or Manager, Traded and Quantitative Risk, CCR or CVA DeloitteLondon, England, GB 2d Providing technical guidance, regulatory interpretation, and project management for Counterparty Credit Risk (CCR) and Credit Valuation Adjustment (CVA) for Capital Markets clients.
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Quantitative Analyst Crédit Agricole CIBLondon, England, GB 2d Price and hedge MVA and ColVA across a derivatives portfolio, manage collateral portfolios for cleared and non-cleared OTC derivatives, and actively trade repo markets to optimize funding costs.
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2027 Risk Intern - NYC GalaxyNew York, NY, US $114k2d Risk intern supporting the Digital Infrastructure team in developing risk analytics, modeling, and reporting for digital assets.
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Executive Director, Commodities and Fixed Income Risk Manager CIBCNew York, NY, US $188k–$292k2d Analyze market risk for US commodity, bonds, and rates trading activities; establish risk frameworks; design and enhance risk models.
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Intern - Regulatory Development (f/m/d) Deutsche BörseFrankfurt am Main, Hessen, DE 2d Intern supporting regulatory development, impact analysis, and quantitative research for a derivatives exchange.
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Quantitative Risk Analyst↗ BME | Bolsas y Mercados EspañolesMadrid, Community of Madrid, Spain 2d Develop, calibrate, implement, and review quantitative risk models, stress tests, and scenario analysis to ensure SIX Clearing's resilience to adverse market conditions.
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Emissions Trader:in↗ EnercityOrt im Innkreis, Upper Austria, Austria 2d Making trading decisions based on fundamental and technical market analysis to execute buy/sell orders for derivative financial instruments in energy markets.
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Clearing Risk Analyst↗ PEAK Legal Counsel 2d Analyze clearing-member positions, collateral, and settlement obligations to identify, measure, and manage risk across margin methodologies and settlement processes for a global exchange including prediction markets.
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Especialista de Riesgos↗ Bolsa Mexicana de Valores 2d Develop and operate financial risk metrics for LATAM, validate and calibrate risk models, and support clients with risk analysis and reporting.
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Asset Backed Securities Quantitative Analyst-AVP CitiNew York, NY, US $150k–$175k3d Build analytics models and regulatory capital models (Basel, CCAR) for Citi's asset-backed securities financing and securitization business.
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Senior Associate, Multi Asset Arb Risk Balyasny Asset Management LPHong Kong, Hong Kong, HK 3d Conduct daily analysis on portfolios in equity, corporate credit, and equity derivatives asset classes; improve risk methodologies, metrics, and reporting for Multi Asset Arbitrage portfolios.
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Market and Liquidity Risk Manager (8 Month Secondment) Commonwealth Bank of AustraliaSydney, New South Wales, AU 3d Support financial risk modelling, capital, analytics, and oversight for market and liquidity risk profiles, including stress testing and scenario analysis.
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Analyste risques de marché - contrepartie - Risques - La Defense, Ile de France, France SOCIETE GENERALEParis, Ile-de-France, FR 3d Analyze and control counterparty risk for hedge funds and regulated funds within the HPC (Hedge Funds, Prime, & CCP) team, supporting front office operations and limit requests.
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Credit Risk Change Business Analyst Deutsche BankLondon, England, GB 3d Partner with Quantitative Analytics, Technology, and Credit Risk Management teams to translate complex risk, modelling, and data requirements into practical end-to-end solutions for Counterparty Credit Risk (CCR).
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Vice President, Quantitative Researcher - CIO Asset & Liability Management (ALM) JPMorgan Chase & Co.London, England, GB 3d Build and support banking-book interest rate risk and pricing models for deposits, callable instruments, municipal securities, and swaptions to quantify balance sheet sensitivity to rate and volatility moves.
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Quantitative Analyst Bruin FinancialLondon, England, GB 3d Review and challenge models across multiple asset classes, support quantitative model development, and present findings to senior governance committees within a buy-side environment.
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IT Business Analysis State Street CorporationQuincy, MA, US $147k–$160k3d Implement applications that synthesize data from trading and reference systems to perform simulation, pricing, and aggregation for regulatory and risk management purposes.
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NERA Consultant (New York City) Marsh McLennanNew York, NY, US $150k–$235k3d Conduct economic, statistical, and financial modeling to address complex challenges in Securities and Finance and Mass Torts Practice, including class certification, price impact, loss causation, and damages evaluation.
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Associate, Financial Resource Management (FRM) - xVA Structuring and Optimization TD Bank GroupNew York, NY, US $150k–$200k3d Optimize the firm's financial resources (capital, funding, liquidity, counterparty risk) across derivatives businesses to ensure derivative pricing reflects economic costs.
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Systematic Strategies Oversight Analyst Two Sigma Investments, LLC.New York, NY, US $150k–$200k3d Monitor daily trading strategy behavior, lead root-cause investigations into anomalies, and build automated risk analysis tools for Two Sigma's systematic trading platforms.
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Sr. Analyst - Balance Sheet Modeling and Analytics Northern TrustChicago, IL, US $100k–$169k3d Maintain and develop quantitative models for Asset Liability Management (ALM) and Liquidity management, including deposit modeling and interest rate risk measurement.
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Global Banking & Markets, FICCs Exotic Credit Desk Strats - Analyst, Associate - Paris Goldman Sachs, Inc.Paris, Ile-de-France, FR 3d Design and build pricing and risk models for bonds and exotic credit derivatives, developing scalable risk systems for client solutions.
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Stage - 6 mois - Analyste Investissement F/H Groupe BPCEParis, Ile-de-France, FR 3d 6-month investment analyst internship focusing on quantitative tools development, portfolio integration, and investment decision support for sustainable energy funds.
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Développeur Quant Front-Office (F/H) Crédit MutuelParis, Ile-de-France, FR 3d Develop and maintain quantitative trading tools and risk management systems for a quantitative asset management team.
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Gruppenleiter Aktienstrukturen Risikosteuerung m/w/d DZ BANK AGFrankfurt am Main, HESSEN 3d Leading the Equity Structures Risk Management group, responsible for strategic and operational oversight, risk control, and trading activities for structured equity products.
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