About the Role: Grade Level (for internal use): 09 We are seeking applicants for the role of Quantitative Analyst in the Index Investment Strategy in the office of S&P Dow Jones Indices (S&P DJI). Reporting to a Senior Director, you will collaborate with a global team to design, create and promote thought leadership designed to enhance S&P DJI's revenues, relationships, and reputation. Your contributions will help grow interest in a market-leading range of indices, including world-famous benchmarks like the S&P 500® and the VIX®, as well as a truly global product range covering all major asset classes and indicators, as well as innovative new market segments. You will also have the chance to support S&P DJI's market leading SPIVA® research. You will have the potential to work on a wide range of investment topics, calibrated for a wide range of investor sophistication levels, addressed to a global audience of market participants. Activities span the development and delivery actionable insights across a range of formats. You will: <ul><li>conduct original research</li><li>create and maintain of analytic and reporting tools</li><li>support regular market commentary and analysis</li><li>in time, learn how to present your work in public forums</li></ul> Responsibilities include: <ul><li>executing on relevant research topics</li><li>helping produce and maintain a range of regular dashboards</li><li>answering one-off requests from clients and management</li><li>support producing content for public dissemination and distribution</li></ul> Although you will primarily support your direct line manager, your work will also support a team of colleagues based in London and New York. What we are looking for: <ul><li>Understanding of financial markets</li><li>Collaborative, creative, and curious approach</li><li>Excellence in written and oral communication</li><li>Excellent analytical and quantitative capabilities (Proficiency with MS Office is a must, programming language experience is a plus)</li><li>Interest in the global markets and investing landscape</li><li>A postgraduate qualification or prior experience in financial services are a plus</li></ul> The Index Investment Strategy Team's mission is to enhance the reputation, relationships, and revenues of S&P Dow Jones Indices through actionable insights. We provide research and commentary across our full range of indices and data sets, covering a wide range of topics including but not limited to: the active-passive debate, factor indices, Climate and ESG indices, risk and volatility, and index dynamics. Our thought leadership promotes index-based investing, trading, and benchmarking to a variety of financial market participants, providing actionable insights at a variety of sophistication levels and frequency. Compensation/Benefits Information (US Applicants Only) S&P Global states that the anticipated minimum base salary for this position is $75,000 - $90,000 depending on experience, with addition to bonus. Base salary ranges may vary by geographic location. In addition to base compensation, this role is eligible for an annual incentive plan. This role is eligible to receive additional S&P Global benefits. For more information on the benefits we provide to our employees, visit https://www.spgbenefitessentials.com/newhires Flexible Working (optional) We pride ourselves on our agility and diversity, and we welcome requests to work flexibly. For most roles, flexible hours and/or an element of remote working are usually possible. Please talk to us at interview about the type of arrangement that is best for you. We will always try to be adaptable wherever we can. Return to Work Have you taken time out for caring responsibilities and are now looking to return to work? As part of our Return to Work initiative (link to career site page when available), we are encouraging enthusiastic and talented returners to apply, and will actively support your return to the workplace. About S&P Global Dow Jones Indices At S&P Dow Jones Indices, we provide iconic and innovative index solutions backed by unparalleled expertise across the asset-class spectrum. By bringing transparency to the global capital markets, we empower investors everywhere to make decisions with conviction. We're the largest global resource for index-based concepts, data and research, and home to iconic financial market indicators, such as the S&P 500® and the Dow Jones Industrial Average®. More assets are invested in products based upon our indices than any other index provider in the world. With over USD 7.4 trillion in passively managed assets linked to our indices and over USD 11.3 trillion benchmarked to our indices, our solutions are widely considered indispensable in tracking market performance, evaluating portfolios and developing investment strategies. S&P Dow Jones Indices is a division of S&P Global (NYSE: SPGI). S&P Global is the world's foremost provider of credit ratings, benchmarks, analytics and workflow solutions in the global capital, commodity and automotive markets. With every one of our offerings, we help many of the world's leading organizations navigate the economic landscape so they can plan for tomorrow, today. For more information, visit www.spglobal.com/spdji. What's In It For You? Our Purpose: Progress is not a self-starter. It requires a catalyst to be set in motion. Information, imagination, people, technology-the right combination can unlock possibility and change the world. Our world is in transition and getting more complex by the day. We push past expected observations and seek out new levels of understanding so that we can help companies, governments and individuals make an impact on tomorrow. At S&P Global we transform data into Essential Intelligence®, pinpointing risks and opening possibilities. We Accelerate Progress. Our People: We're more than 35,000 strong worldwide-so we're able to understand nuances while having a broad perspective. Our team is driven by curiosity and a shared belief that Essential Intelligence can help build a more prosperous future for us all. From finding new ways to measure sustainability to analyzing energy transition across the supply chain to building workflow solutions that make it easy to tap into insight and apply it. We are changing the way people see things and empowering them to make an impact on the world we live in. We're committed to a more equitable future and to helping our customers find new, sustainable ways of doing business. We're constantly seeking new solutions that have progress in mind. Join us and help create the critical insights that truly make a difference. Our Values: Integrity, Discovery, Partnership At S&P Global, we focus on Powering Global Markets. Throughout our history, the world's leading organizations have relied on us for the Essential Intelligence they need to make confident decisions about the road ahead. We start with a foundation of integrity in all we do, bring a spirit of discovery to our work, and collaborate in close partnership with each other and our customers to achieve shared goals. Benefits: We take care of you, so you can take care of business. We care about our people. That's why we provide everything you-and your career-need to thrive at S&P Global. Our benefits include: <ul><li>Health & Wellness: Health care coverage designed for the mind and body.</li><li>Flexible Downtime: Generous time off helps keep you energized for your time on.</li><li>Continuous Learning: Access a wealth of resources to grow your career and learn valuable new skills.</li><li>Invest in Your Future: Secure your financial future through competitive pay, retirement planning, a continuing education program with a company-matched student loan contribution, and financial wellness programs.</li><li>Family Friendly Perks: It's not just about you. S&P Global has perks for your partners and little ones, too, with some best-in class benefits for families.</li><li>Beyond the Basics: From retail discounts to referral incentive awards-small perks can make a big difference.</li></ul> For more information on benefits by country visit: https://spgbenefits.com/benefit-summaries Diversity, Equity, and Inclusion at S&P Global: At S&P Global, we believe diversity fuels creative insights, equity unlocks opportunity, and inclusion drives growth and innovation - Powering Global Markets. Our commitment centers on our global workforce, ensuring that our people are empowered to bring their whole selves to work. It doesn't stop there, we strive to better reflect and serve the communities in which we live and work, and advocate for greater opportunity for all. Equal Opportunity Employer S&P Global is an equal opportunity employer and all qualified candidates will receive consideration for employment without regard to race/ethnicity, color, religion, sex, sexual orientation, gender identity, national origin, age, disability, marital status, military veteran status, unemployment status, or any other status protected by law. Only electronic job submissions will be considered for employment. If you need an accommodation during the application process due to a disability, please send an email to: EEO.Compliance@spglobal.com and your request will be forwarded to the appropriate person. US Candidates Only: The EEO is the Law Poster http://www.dol.gov/ofccp/regs/compliance/posters/pdf/eeopost.pdf describes discrimination protections under federal law. RESECH202.1 - Middle Professional Tier I (EEO Job Group)

<h3>Job Description</h3><div>Job Description<div><div>Role: Senior Quantitative Analyst</div>Role Description<div>The Market Data Solution (MDS) and Risk Master (RM) businesses are seeking a high caliber candidate to join as a Senior Quantitative analyst their Mumbai office. This is a high-profile role which requires strong modelling skills coupled with a strong commercial awareness and excellent communication skills. Knowledge of market data processes or data modelling would be very useful but is not essential.</div><div></div><div>Reporting to the Business Owner for MDS and RM, the key responsibilities are as follows</div><ul><li>Develop APIs to for both open source and bank in-house quantitative libraries and market risk engines for both calibration as well as valuation use cases, e.g.</li><li>Zero Curve Calibration / Bootstrapping</li><li>Hull White Model Calibration</li><li>Put-Call Parity Analysis on Market Vol Data</li><li>SABR Model Calibration</li><li>Cubic Spline Interpolated Zero Rates </li><li>Credit Curve (Survival Probabilities) Calibration / Bootstrapping</li><li>Risk Factor de-composition: Regression of NonModellable Z-Spread Risk Factor on comparable Modellable Z-Spread Risk Factors to determine Modellable Explained and NonModellable Unexplained Risk Factors</li><li>PCA for Curve Validation</li><li>FX Stochastic Volatility Model: Heston implementation</li></ul><div></div><div>The role involves the integration of these APIs into the GoldenSource data model. To do this effectively the successful candidate will need to understand these models in the quant or market risk libraries</div><div></div><ul><li>Work with the development and pre-sales teams to prototype solutions for Market Risk and FRTB Use cases, e.g.<ul><li>FRTB Risk Factor Eligibility Test</li><li>Shock generation for Equity Vol Smile using gap filling</li><li>Reconstruction of Equity Index time-series using proxy weightings</li><li>Aggregation of risk sensitivities in Risk Warehouse for the standardized approach</li></ul></li></ul><div>To be considered for this role you will need to have the following:</div><ul><li>MSc or PhD in Financial Mathematics, Mathematics or Physics or equivalent work experience</li><li>Strong Knowledge of option pricing theory and financial mathematic</li><li>Experience in a quantitative role for interest rates, FX or equities gained in an investment bank</li><li>Experience in model’s development, programming and maintenance of model’s libraries</li><li>Knowledge of derivatives products</li><li>Strong programming skills in Python</li><li>Good data modelling skills including some experience with RDMS</li><li>Strong Excel</li><li>Knowledge of Hadoop or Java would be good but not essential</li><li>Prior experience of Open Gamma Strata or QuantLib would be good but not essential</li></ul><div>You will also need strong communication skills and the ability to articulate complex problems and solutions to all audiences. In addition, you should enjoy working in a fast-paced environment and be able to work to tight timescales. Excellent analytical skills with a strong focus on accuracy of information coupled with determination are also desirable skills. </div><div></div></div></div>

Corporate Title: Vice President Department: Global Markets Location: New York The pay range for this position at commencement of employment is expected to be between $225,000 and $300,00 year* Company Overview Nomura is a global financial services group with an integrated network spanning approximately 30 countries and regions. By connecting markets East & West, Nomura services the needs of individuals, institutions, corporates and governments through its three business divisions: Wealth Management, Investment Management, and Wholesale (Global Markets and Investment Banking). Founded in 1925, the firm is built on WalkMea tradition of disciplined entrepreneurship, serving clients with creative solutions and considered thought leadership. For further information about Nomura, visit www.nomura.com. Aon's Benefit Index®, Nomura's benefits rank #1 amongst our competitors Department Overview We are looking for a junior quantitative analyst for a role in Equity Derivatives Quant group based in NY. The team specializes in the modelling of equity derivatives products involving numerical methods such as Monte Carlo, finite difference and a broad number of optimization techniques. The team also create tools to improve the firm's capabilities in trading and risk management of equity derivatives products. Role Description <ul> <li>Support and further develop quantitative models within the existing framework;</li> <li>Provide expertise on financial products;</li> <li>Deliver high quality work well and on time and manage multiple projects under time pressure.</li></ul> Skills, Experience, Qualifications and Knowledge Required <ul> <li>PhD in science, mathematics, physics engineering, statistics</li> <li>2+ years of relevant industry experience, preferably at a large IB. </li> <li>Equity derivative experience in quant or model validation role </li> <li>Knowledge of stochastic calculus</li> <li>Ability to learn and grow</li> <li>C++, Python experience. C# is a plus</li> <li>Experience with numerical methods (Monte Carlo, numerical integration, PDE/ODE solving techniques) is a plus </li> <li>Ability to work with geographically distributed teams;</li> <li>Strong oral and written communication skills: ability to articulate complex concepts and technical ideas to non-technical personnel</li></ul> *base pay offered may vary depending on multiple individualized factors, including market location, corporate and functional title and duties, job-related knowledge and advanced degrees, skills, and experience. The total compensation package for this position may also include other elements, including a sign-on bonus, restricted stock units, and discretionary awards in addition to a full range of medical, financial, and/or other benefits (including 401(k) eligibility and various paid time off benefits, such as vacation, sick time, and parental leave), dependent on the position offered. Details of participation in these benefit plans will be provided if an employee receives an offer of employment. If hired, employee will be in an "at-will position" and the Company reserves the right to modify base salary (as well as any other discretionary payment or compensation program) at any time, including for reasons related to individual performance, Company or individual department/team performance, and market factors". Nomura is an Equal Opportunity Employer

The Team: The CIS Derivative Quant Team operates within the Equity Quantitative Analysis (EQA) division to support the growing Citi Investment Strategies (CIS) franchise. Citi Investment Strategies offers to both institutional and individual clients quantitative index strategies, covering a broad range of asset classes and financial instruments through transparent, rules-based strategies. Within this space, the CIS derivative Quant team assists CIS business with the development and risk management of CIS indices derivative products. The Role: The role holder is expected to: <ul><li>Implement and continuously improve our analytic pricing library and risk models of CIS Derivatives products,</li><li>Implement new analytics to support CIS business activities,</li><li>Collaborate within the CIS Derivative Quant team and Equity Quant team overall,</li><li>Take ownership on assigned project and deliver adequate solution within timelines,</li><li>Provide clear communication on quantitative solution and project status to all stakeholders,</li><li>Work closely with trading, structuring and sales team to ensure adequacy to business need,</li></ul> Qualifications: <ul><li>A background demonstrating strong analytical problem-solving skills,</li><li>Proven direct experience in a similar Quantitative Analysis Role (experience in Quantitative Investment Strategies (QIS) a plus but not mandatory),</li><li>An ability to communicate advanced concepts in a concise and logical way,</li><li>Strong interpersonal and communication skills (verbal and writing)</li><li>Strong quant modelling, knowledge of multi-asset pricing techniques.</li><li>Strong financial knowledge in equity and multi-asset derivatives.</li><li>Strong technical and programming skills: C++/C#, Python, SQL</li><li>Ability to work in a fast-paced environment. Comfortable with working on projects with hard deadlines,</li><li>Bachelor's, Master's or Ph.D degree in Mathematics/Physics/Engineering/Computer Science or equivalent qualification</li></ul> This job description provides a high-level review of the types of work performed. Other job-related duties may be assigned as required. Job Family Group: Institutional Trading Job Family: Quantitative Analysis Time Type: Full time 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. Anticipated Posting Close Date: Aug 29, 2024 Citi is an equal opportunity and affirmative action employer. Qualified applicants will receive consideration without regard to their race, color, religion, sex, sexual orientation, gender identity, national origin, disability, or status as a protected veteran. Citigroup Inc. and its subsidiaries ("Citi") invite all qualified interested applicants to apply for career opportunities. 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 the "EEO is the Law" poster. View the EEO is the Law Supplement. View the EEO Policy Statement. View the Pay Transparency Posting

<h3>Job Description</h3><div>Job Description<div>A global professional services firm seeks a Senior Quantitative Analyst to join their dynamic team. The Senior Financial Analyst joining the Quantitative Analysis team will leverage their transactional and financial modeling experience to play an integral role in supporting the leadership for the Corporate Department's leading practice groups, including Emerging Companies, Capital Markets, and Mergers & Acquisitions.Responsibilities:As a Senior Quantitative Analyst at firm, you will be working closely with Corporate departmental leadership and attorneys. You will develop client-facing capitalization models to be used in M&A transactions, SPAC, deSPAC, and early stage/venture capital financing engagements. Partners and their clients rely on the models prepared by Senior Analysts to determine the distribution of cash proceeds amongst equity and debt-holders, or to determine the capitalization structure as a result of the proposed transaction. On an as-needed basis, the Senior Analyst will work with the attorneys and update the models as the terms of the deal progress. Financial models include but are not limited to pro-forma capitalizations, liquidation waterfalls, merger consideration spreadsheets, voting models, and IPO S-1 models. The Senior Analyst will also be responsible for developing and maintaining training materials as well as mentoring and training our team of analysts and associates so they can provide modeling assistance as the need arises.Other key responsibilities include:· Engaging with attorney deal teams on transactions, which requires critically reading agreements and financial modeling support, including pro-forma capitalizations, liquidation waterfalls, merger consideration spreadsheets, voting models, and IPO S-1 models· Advising the internal deal team using the knowledge gained from analysis, and answering any questions that may arise regarding data, analytical methods, and the assumptions used to build the work product· Producing client-ready financial models and effectively communicating analysis and work product to partners, associates, and external clients· Maintaining detailed records documenting procedures, methodologies, and sources of information used while performing analytical tasks· Participating in education classes for our attorneys related to quantitative analysis work· Developing and maintaining training materials such as reference guides, training presentations, a library of training exercises, and tip sheetsQualifications:· A Bachelor's degree in Finance, Business Administration, Economics, or a related field· A financial / industry qualification (CFA) or a Masters of Business Administration (MBA) is ideal· A minimum of five (5) years of related analytical experience at a professional services organization in corporate finance, consulting, or M&A, as well as experience working on ad-hoc requests and projects in a fast-paced, deadline-driven environmentCompensation & BenefitsSuccessful candidates will not only be provided with an outstanding career opportunity and welcoming environment, but will also receive a generous and competitive total compensation package. Actual compensation will be dependent upon a number of factors, including but not limited to, the candidate's relevant experience, qualifications, and location. Discretionary bonuses may be awarded in recognition of individual and firm performance — and profit-sharing partnership contributions to 401(k) accounts may be given based on firm performance.Firm's comprehensive and best-in-class benefits support employees through every stage of life:· Healthcare, dental, and vision plans· Well-being programs (e.g. mental health services, mindfulness and resiliency, medical resources, well-being events, and more)· Generous 401(k) plan and firm-paid basic life and disability insurance· Extensive resources for parents and caregivers· Family building and fertility resources· And much more!In addition, employees receive:· At least 11 paid holidays per year and a PTO program that accrues 23 days during the first year of employment and grows with tenure· Ongoing professional development and career support, including bespoke training and leadership development programs, firm-paid access to LinkedIn Learning courses, and career coaching.· Peer networking, mentoring, and professional support through the eight global staff affinity groups.Many of our job openings can be viewed at https://consultativesg.crelate.com/portalIND-1 </div></div>

**Do you want your voice heard and your actions to count?**Discover your opportunity with Mitsubishi UFJ Financial Group (MUFG), the 7th largest financial group in the world. Across the globe, we're 120,000 colleagues, striving to make a difference for every client, organization, and community we serve. We stand for our values, building long-term relationships, serving society, and fostering shared and sustainable growth for a better world.With a vision to be the world's most trusted financial group, it's part of our culture to put people first, listen to new and diverse ideas and collaborate toward greater innovation, speed and agility. This means investing in talent, technologies, and tools that empower you to own your career.Join MUFG, where being inspired is expected and making a meaningful impact is rewarded.The selected colleague will work at an MUFG office or client sites four days per week and work remotely one day. A member of our recruitment team will provide more details.Senior Quantitative Analyst, Vice PresidentThis position will report to the (Americas) Managing Director, Credit Portfolio Analytics. In this role the employee will develop and manage global and regional credit portfolio risk analytics for the global MUFG credit portfolio. Specific responsibilities include:+ Design and develop credit models and end-user analytic tools.+ Advance best practice credit portfolio risk management (e.g. Economic Capital Modeling, Stress Test Modeling, Credit Risk Appetite & Concentration Limits, Early Warning Indicator Modeling/Reporting).KEY ACCOUNTABILITIESCredit Economic Capital Modeling:+ Support MUFG Global and Regional Economic Capital production process.+ Run, maintain, and update the monthly production processes for generating loan-level Economic Capital results.+ Perform Monte Carlo simulations of Economic Capital (catastrophic losses that occur in crisis scenarios) using vendor models such as Moody's Risk Frontier.+ Assist standardization of Economic Capital modeling across ALL MUFG regions.+ Align EC modeling parameters (e.g. quantification of systematic risks in individual credit position, PD/LGD correlation, etc.)+ Develop/enhance MUFG's Economic Capital production process.+ Conduct peer code reviews, promote best coding practice, explore cutting-edge technologies and tools for production process automation.+ Work with stakeholders and partners across MUFG's global organization (often with conflicting interests).+ Develop and promote tools and technology to facilitate stakeholder communications.Credit Risk Framework:+ Manage credit risk appetite and concentrations management limit frameworks. Link credit risk appetite and concentration limits to MUFG business strategy (capital/earnings).+ Support MUFG credit portfolio quality vs. current and future economic/market trends.+ Participate in policy review and updates - in coordination with key regional and global stakeholders.+ As SME, assist risk identification and materiality measurement within the Americas Region.Credit Loss Forecasting Models:+ Forecast stress credit losses according to preformatted macroeconomic scenarios:+ Implement and update proprietary credit risk models (e.g. Probability of Default / Loss Given Default /Exposure at Default) for all loan exposures and loan types.+ Assess and standardize loan data extraction from numerous regional and global systems - supporting credit portfolio modeling.+ Implement ICAAP stress tests.+ Forecast ACL for the annual ICAAP stress testing cycle.TECHNICAL SKILLS:+ Excellent data analytics skills gained through hands-on experience, including familiarity with large data sets and the tools for data analysis (e.g. R, python, Pandas)+ Experience using Git/Bitbucket (version control applications) to manage production-level code.+ Understanding or ability to quickly learn - credit management platform (software) i.e. credit loss forecast models, stress lost forecasting, Monte Carlo loss simulation, etc. Excellent communication skills, oral and written, also interpersonal skills. Experience with statistical tools and techniques (regression models, multivariate analysis, machine learning / deep learning) within financial services Model development capabilities.EXPERIENCE & ABILITIES:+ 5+ years work experience with credit analytics (or equivalent) function preferred.+ 2+ years work experience in/or supporting Front Office function (e.g. credit, markets, etc.) within a major commercial or investment bank, insurance company, or similar international financial business.+ Understanding of / or direct Experience with cloud computing (i.e. AWS).+ Active participation in leading/advocating projects. Strong teamwork abilities.+ Excellent critical thinking, problem-solving abilities.+ Highly motivated, strong attention to detail, organized.EDUCATION & TRAINING:+ Minimum Bachelor's degree (Masters/PhD welcome) with emphasis on quantitative methods and tools (i.e. Computer Science, Engineering, Finance, other disciplines).The typical base pay range for this role is between $145K - $191K depending on job-related knowledge, skills, experience and location. This role may also be eligible for certain discretionary performance-based bonus and/or incentive compensation. Additionally, our Total Rewards program provides colleagues with a competitive benefits package (in accordance with the eligibility requirements and respective terms of each) that includes comprehensive health and wellness benefits, retirement plans, educational assistance and training programs, income replacement for qualified employees with disabilities, paid maternity and parental bonding leave, and paid vacation, sick days, and holidays. For more information on our Total Rewards package, please click the link below.MUFG Benefits Summary (https://careers.mufgamericas.com/sites/default/files/document/2023-01/mb-live-well-work-well.pdf)The above statements are intended to describe the general nature and level of work being performed. They are not intended to be construed as an exhaustive list of all responsibilities duties and skills required of personnel so classified.We are proud to be an Equal Opportunity Employer and committed to leveraging the diverse backgrounds, perspectives and experience of our workforce to create opportunities for our colleagues and our business. We do not discriminate on the basis of race, color, national origin, religion, gender expression, gender identity, sex, age, ancestry, marital status, protected veteran and military status, disability, medical condition, sexual orientation, genetic information, or any other status of an individual or that individual's associates or relatives that is protected under applicable federal, state, or local law.At MUFG, our colleagues are our greatest assets. Our Culture Principles provide a roadmap for how each of our colleagues must think and act to become more client-obsessed, inclusive and innovative. They reflect who we are, who we want to be and what we expect from one another. We are excited to see you take the next step in exploring a career with us and encourage you to spend more time reviewing them!**Our Culture Principles**+ Client Centric+ People Focused+ Listen Up. Speak Up.+ Innovate & Simplify+ Own & Execute

<div>Global Atlantic Sector Analytics team works with different portfolio management teams to provide analytical and quantitative solutions to investment and asset management. We are looking for individuals to build, enhance and support the next generation of asset modeling and analytics platforms built on AWS. This position will be in our New York office. 
Responsibilities will include: 
<ul>
<li>As part of the cross-asset team, working closely with the other Sector Analytics team leads to maintain a good balance between the team wide design and the unique needs for different asset types.</li>
<li>Propose, implement, and maintain quality control procedures across the Sector Analytics team.</li>
<li>Monitor and report the progress of various ongoing projects across the Sector Analytics team.</li>
<li>Gather specifications from internal clients and work with other Sector Analytics teams to develop investment-oriented applications to improve the efficiency of investment management.</li>
<li>Work closely with Technology, Investment Operations and Core Analytics teams to help with ongoing initiatives to support new Bermuda Regulatory requirements.</li>
</ul>
Qualifications: 
<ul>
<li>Degree in Mathematical Finance, Financial Engineering, Statistics, Computer Science, or similar technical field of study or equivalent practical experience. </li>
<li>5+ years (3 years of analyst, and minimum 2 years of associate experience) of experience at financial service firms in a quantitative role. </li>
<li>Good knowledge of fixed income instruments, including structured products, whole loans, and other asset types.</li>
<li>Experience in insurance regulatory requirements is a plus.</li>
<li>Deep understanding of database and able to handle complex query to large data tables.</li>
<li>Hands on experiences with various technology platforms and programming languages, such as AWS, distributed computing, and Python.</li>
<li>Good problem-solving skills and willing to take initiative to address live investment challenges.</li>
<li>Strong communication skills and teamwork experience to work effectively within and across teams.</li>
</ul>
#LI - KK
#LI-Hybrid</div>
#J-18808-Ljbffr

<h3>Job Description</h3><div>Job Description<div>Job Description:As a Quantitative Analyst, you will be responsible for developing and implementing mathematical models and statistical techniques to analyze financial data and solve complex problems. You will work closely with the quantitative research team to develop trading strategies, risk models, and investment algorithms. Your responsibilities will include:<ul><li>Designing and implementing quantitative models to analyze financial markets, identify trading opportunities, and manage risk.</li><li>Conducting statistical analysis and back-testing of trading strategies to evaluate their effectiveness and performance.</li><li>Collaborating with traders, portfolio managers, and other stakeholders to understand their requirements and develop customized solutions.</li><li>Researching and staying abreast of developments in quantitative finance, including new methodologies, data sources, and technologies.</li><li>Building and maintaining databases of financial data and other relevant information for analysis.</li><li>Providing insights and recommendations based on quantitative analysis to support decision-making processes.</li></ul>Requirements:<ul><li>Master's or Ph.D. in quantitative finance, mathematics, statistics, computer science, or a related field.</li><li>Strong mathematical and statistical skills, with proficiency in programming languages such as Python, R, or MATLAB.</li><li>Knowledge of financial markets, instruments, and trading strategies.</li><li>Experience with quantitative modeling techniques such as time series analysis, machine learning, and optimization.</li><li>Familiarity with risk management principles and methodologies.</li><li>Excellent analytical and problem-solving abilities.</li><li>Strong communication skills, with the ability to convey complex concepts to non-technical stakeholders.</li><li>Ability to work independently and collaboratively in a fast-paced environment.</li><li>Attention to detail and a commitment to producing high-quality work.</li></ul></div></div>

Quantitative Analyst Jobs in New York, NY

Quantitative Analyst Index Investment Strategy
September 6, 2024

Senior Quantitative Analyst
September 6, 2024

Vp Quantitative Analyst Equity Derivatives
September 2, 2024

Equity Citi Investment Strategies Cis Quantitative Analyst Avp New York
September 1, 2024

Senior Quantitative Analyst
September 1, 2024

Senior Quantitative Analyst Vice President
August 26, 2024

Avp Quantitative Analyst
August 18, 2024

Quantitative Analyst
August 13, 2024

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Quantitative Analyst Jobs in New York, NY

Quantitative Analyst Index Investment StrategySeptember 6, 2024

Senior Quantitative AnalystSeptember 6, 2024

Vp Quantitative Analyst Equity DerivativesSeptember 2, 2024

Equity Citi Investment Strategies Cis Quantitative Analyst Avp New YorkSeptember 1, 2024

Senior Quantitative AnalystSeptember 1, 2024

Senior Quantitative Analyst Vice PresidentAugust 26, 2024

Avp Quantitative AnalystAugust 18, 2024

Quantitative AnalystAugust 13, 2024