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In this section, you'll find all of our quantitative analytics jobs within the financial services sector.
In financial markets worldwide, the most successful trading strategies are developed by highly educated, mathematically skilled financial engineers nicknamed "quants." Quants write financial theories, computer models, valuation techniques and trading programs used by hedge funds and investment banks.
Quants employed in the financial sector usually have higher degrees and Ph.D.s in demanding subjects such as physics, economics or computer science, or any of several particular mathematical specialties like multivariate calculus, linear algebra, differential equations, probability theory and statistical inference.
For success in a quant job, you'll need to be familiar with common programming languages such as C++. You should also read and understand the work of economists Myron Scholes, Fischer Black and Robert C. Merton. Scholes and Black are synonymous with options pricing theory, having developed the famous Black-Scholes equation. The model they developed provided the fundamental conceptual framework for valuing options, and is now the de facto standard in international financial markets for valuing those instruments, alongside many different types of bonds and derivatives that contain embedded options.
Beyond qualifications, many employers expect candidates for quant jobs to pass a rigorous vetting process which includes verification of references and, in a more competitive role, published research.
A quant career might have a focus on designing and trading complex structured products such as derivatives. Hedge funds also hire a large number of quants.
To handle the bulk of daily trading volume, the use of computer-driven models or algorithms to both identify and rapidly execute profitable arbitrage opportunities has expanded in the past few years. In order to continue executing trades for funds that rely on those models, broker-dealers hire quants to refine the platforms and programs that communicate orders.
Risk-focused quants also work for specialized software vendors that handle the creation and production of risk management products.
Quantitative analytics is one sector of finance where a prospective employee with a Ph.D. isn't considered overqualified, although a master's degree in one of the subjects above is sometimes enough. Unlike with MBA candidates, the quality of your university isn't always a hiring consideration. When applying for a junior quant job, it's more important to show that you have the expertise needed to succeed in the job, demonstrated through a higher degree in mathematics, economics, physics, computer science or similar subjects, the ability to program complicated financial models and excellent communication skills. Many quants also aim to pass the Certificate in Quantitative Finance (CQF), designed by Dr. Paul Wilmott, as another demonstration of skill.
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| Regional Manager, Insights | AXA China Region Insurance Co Ltd Attractive remuneration | Hong Kong SAR | 17 May 12 |
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The key objectives will be to enhance marketing capability on market analytics and consumers insights within a...
| Vice President / Assistant Vice President, Model Validation, Risk Management Group | DBS Bank Competitive | Singapore | 17 May 12 |
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Risk Management Group is the central resource for quantifying and managing the portfolio of risks taken by the...
| Counterparty Credit Risk Engine - Business Analyst | Marks Sattin $145k - $200k package | Australia-Sydney | 17 May 12 |
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A premier Financial Markets house are looking for an analyst to join the project team responsible for the Coun...
| Analyst/Snr Analyst | Junior Market Risk Manager | South East Asia - Singapore | Not Disclosed Market Rate | Singapore | 17 May 12 |
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Leading European Bank is seeking a Junior Market Risk Manager to be responsible for market risk management and...
| Market Risk Manager | VP | South East Asia - Singapore | Selby Jennings Singapore (Licence No. 11S3033) Negotiable | Singapore | 17 May 12 |
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Leading European Bank seeks Quantitative market Risk Manager to analyse risk exposure on IR, Equity and FX der...
| VP | Quantitative Analyst | Model Validation - South East Asia - Singapore | Selby Jennings Singapore (Licence No. 11S3033) $150-190k SGD + Bonus and Benefits | Singapore | 17 May 12 |
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A global investment bank is searching a Model Validation Quant to develop front office derivative pricing mode...
| Trading Desk Strategist | Not Disclosed not disclosed | New York, NY, 10010 | 17 May 12 |
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Seeking quant developer/ strategist with 2-5 years of experience working with Non Agency MBS. Must have stron...
| Quantitative Research Professionals (Must have Ph.D.) | Citadel, LLC Competitive | Chicago, IL | 17 May 12 |
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About Citadel: Established in 1990, Citadel is a leading global financial institution that provides asset man...
| Quantitative Trader | Quantitative Systems Based on Experience and Skillset | Manhattan, NY, 10018 | 16 May 12 |
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High Frequency Trading Firm in NYC seeks Quant Traders. 25% Research 25% Strategy 25% Development 25% Trading...
| AVP Agency RMBS Valuations- NYC | Huxley US$75000 - US$110000 per annum | New York, NY, 10001 | 16 May 12 |
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The successful candidate wil work within the bank's valuations group and work specifically with RMBS products....
| Quantitative Researcher/Developer | Michael Page International Competitive base plus bonus | Boston, MA, 02110 | 16 May 12 |
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My client's investment team is looking for a research analyst to help build and maintain the systems used to t...
| Head of Performance Measurement | Michael Page International Compensation commensurate with experienc... | Philadelphia, PA, 19103 | 16 May 12 |
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The purpose of this position is to Manage and oversee the delivery of Performance functions for the US region ...
| Sr. Director of Economic Capital/Quantitative Analytics | Michael Page International Compensation commensurate with experienc... | Washington, DC, 20001 | 16 May 12 |
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Our client is a top-tier financial services insitution seeking a Sr. Director/MD-level candidate to manage a t...
| Data Analyst (Economics & Macro Oils) | Wood Mackenzie yearly base and bonus opportunity | Houston, TX, 77001 | 16 May 12 |
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Location is Houston, TX (local candidates or those able to relocate on own) Position level: Entry level ...
| RMBS Valuation/Data Analyst - AVP | Deutsche Bank competitive | Manhattan, NY, 10005 | 16 May 12 |
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Deutsche Bank "Best Global Investment Bank 2010" A Passion to Perform. It's what drives us. More than a cl...
| Algorithmic Trading Quant Analyst/ High Frequency Trading Data- Urgent Hire/ NYC- $Competitive | eka Finance $Competitive | New York, NY, 10001 | 16 May 12 |
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Leading New York firm are looking to hire an algorithmic trading quantitative analyst who will analyze algori...
| Start Up Hedge Fund Hiring PhD Quant Researchers/ CT/ $ Base + Benefits | eka Finance $Competitive | Greenwich, CT, 06830 | 16 May 12 |
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Start Up Quantitative Hedge Fund with high profile names is looking to hire exceptional PhD superstar quant re...
| Equity Derivatives Structurer( 1-3 Years)- Hong Kong/ £ Competitive | eka Finance £Competitive | China-Beijing | 16 May 12 |
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Leading Investment Bank are looking to hire an Equity Derivatives Structurer to be based in their Hong Kong Of...
| High Frequency Junior Quant Analyst- Investment Bank- Hong Kong- £ Negotiable | eka Finance £Competitive | China-Other Cities | 16 May 12 |
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Our client, a quantitative / statistical arbitrage trading group with a global presence would like to appoint ...
| FX Quant Developer- High Frequency Algo Desk/ Solid Java- London- £Negotiable | eka Finance £Negotiable | UK-London | 16 May 12 |
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Leading US Bank are looking to hire an FX Quantitative Developer to work within the High Frequency Algorithmi...
| Credit Risk Capital- VP | Not Disclosed $175,000 Basic Salary, plus bonus | Manhattan, NY | 16 May 12 |
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Develop Credit Risk Models for the portfolio, conduct stress tests, and monitor internal models and processes ...
| RMBS Quant | Not Disclosed $ open | New York City, NY | 16 May 12 |
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Quantitative Analyst with experience supporting the development of mortgage credit models and portfolio optimi...
| Executive Director - Operational Risk Methodology | Morgan Stanley not disclosed | New York, NY | 16 May 12 |
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See job description below
| Quantitative Credit Risk VP | Morgan Stanley not disclosed | New York, NY | 16 May 12 |
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See job description below
| Senior Equity Quant Research Specialist | Citifocus £Excellent Package | UK-London | 16 May 12 |
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Responsibilities will cover providing improvements to the equity investment process, communicating equity str...
| Electronic Trading Systems -C++, Java Developer - New York | Analytic Recruiting Inc. Competitive comp | New York, NY | 16 May 12 |
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Electronic Trading Platform based in NY is looking for an experienced Quantitative Trading Systems Developer t...
| Trading Room Risk Analyst (SQL/VBA) - Investment Manager - Boston | Analytic Recruiting Inc. Competitive comp | Boston, MA | 16 May 12 |
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A Boston Based Investment Management firm is looking for a Trading Desk Risk Analyst with experience in Risk A...
| Director-Credit Risk Specialist-Credit Risk Analytics - New York | Analytic Recruiting Inc. Competitive comp | New York, NY | 16 May 12 |
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A top financial risk analytics firm in NY is looking for an experienced Credit Risk Specialist to identify, de...
| VP Level - Experienced FX Quant Required – Front Office FX Quant Team – Tier 1 Investment Bank – G10, EM and Electronic Trading – FX Quantitative Analytics Team - £130k - £160k + Bonus + Package. | Montash Limited £130k - £160k + Bonus + Package | UK-London | 16 May 12 |
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Montash Associates has been retained by a Tier 1 Investment Bank, to find an experienced (5+ years) front offi...
| Hedge Fund Manager - London | Carlton AN Highly competitive | UK-London | 16 May 12 |
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London Based; My client is a top CTA hedge fund that is looking for senior quantitative researchers with their...
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