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Quantitative Analytics


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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Showing 1-30 of 101 jobs
Risk Analytics Programmer- Hedge Fund Comprehensive Recruiting $110k-130k basic salary, plus bonus Manhattan, NY 17 May 13

Computer Science grad with excellent hands-on programming skills needed to join NYC Hedge Fund. Requires betw...

Structure Products Quantitative Analyst Huxley Associates USD100000 - USD200000 per annum Manhattan, NY 19 Apr 13

Elite Hedge Fund is hiring a quantitative analyst to join its growing business.

Bloomberg Risk and Valuation Quantitative Researcher Job Bloomberg Negotiable Manhattan, NY 04 Apr 13

Risk and Valuation Quantitative Researcher

Cross-Asset Derivatives Quant Job Bloomberg Negotiable Manhattan, NY 25 Feb 13

Jr C++ / Software Developer - Financial Markets Maven Search $150K+Bonus New York City, NY 18 May 13

My client is looking for a C++ / Software Developer to strengthen its development team that delivers complex m...

Vice President, Structured Product Quantitative Developer Maven Search USD$200K+BONUS. New York City, NY 17 May 13

• Client is a leading Front Desk Trading firm, in the Automated Trading. They are seeking a VP Quant Developer...

Prepayment Modeler Comprehensive Recruiting Outstanding compensastion and benefit pl... New York City, NY 17 May 13

Global financial firm is looking to add an experienced Prepayment Modeler to their Quantitative team.

Statistician - Quantitative Analyst (OLS, GLM, MCMC, SAS) Insurance - New York Analytic Recruiting Inc. Competitive comp New York City, NY 17 May 13

A Major New York based Property and Casualty Insurance Company is looking for Statisticians/Quantitative Analy...

Director-Interest Rates/Derivatives Quantitative-Model Validation - Market Risk - New York Analytic Recruiting Inc. Competitive comp New York City, NY 17 May 13

Major financial firm in NYC is looking for PhD-level quant modelers with extensive experience in developing an...

Front Office Equity Derivatives Modeler needed for Top Tier Investment Bank - NYC Selby Jennings $120000 - $200000 per annum New York City, NY 17 May 13

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Risk Manager (Immediate Need) Comprehensive Recruiting Outstanding compensation and benefit pac... New York City, NY 17 May 13

Top Financial Firm is looking to add a Risk Manager that will assist Senior Members of the Risk Management tea...

Interest Rate Derivatives Desk Quant - NY, USA Selby Jennings $100000 - $125000 per annum, Benefits: E... New York City, NY 17 May 13

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Top NYC Bank Urgently looking for Cross-Asset Quant Selby Jennings $150000 - $250000 per annum New York City, NY 17 May 13

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Quant Analyst - Market Risk Comprehensive Recruiting Outstanding compensation and benefit pla... New York City, NY 17 May 13

Global financial firm is looking to add to their Quantitative Risk Management Group.

Corporate Credit Trader - New York/London DBFS £Highly Competitive + Bonus + Benefits New York City, NY 17 May 13

An elite global investment house currently require a Spanish/Portugese speaking Corporate Credit Trader with a...

***NEW***SELBY JENNINGS QUANT VACANCIES - USA Selby Jennings Various - see below. New York City, NY 17 May 13

The Selby Jennings Quant recruitment desk is delighted to announce that due to the group''s expansion in the U...

Business Analysis Cnslt II Job BNY Mellon Competitive New York City, NY 17 May 13

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CT Administrator Job BNY Mellon Competitive New York City, NY 17 May 13

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Senior Business Program Mgr Job BNY Mellon Competitive Jersey City, NJ 17 May 13

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Senior C++ developer, California Carlton Senior Appointments $150 - $250 per annum, Benefits: Up to $... New York City, NY 17 May 13

5-15 years experience financial services infrastructure developer sought for top tier California based hedge f...

Investment Research Team Hiring Senior Equity Research Quant/ New York/ $Comp eka Finance $Competitive New York City, NY 17 May 13

Top Investment Research team who are leading this space in a revolutionary way are looking to hire a quanti...

Quantitative Analyst - Interest Rates Comprehensive Recruiting Outstanding compensation and benefit pac... New York City, NY 17 May 13

Global financial firm is looking to add a Quant Analyst with strong experience in Interest Rates to their Quan...

Sr. Quant Analyst - Counterparty Credit Comprehensive Recruiting Outstanding compensation and benefit pla... New York City, NY 17 May 13

Global Investment Bank is looking to add a Sr. Quant Analyst to lead their Quantitatiave Risk Management Team.

C++ high frequency software developer Carlton Senior Appointments Competitive New York City, NY 16 May 13

This is an opportunity for a talented C++ developer to take the next step in his or her career at a top tier h...

Quant Developer IJC Partners, LLC. Base plus Bonus Greenwich, CT 16 May 13

Dynamic Financial Firm is looking for a Quant Developer to work on their Trading Systems

Account Admin I, Financial Ins Job BNY Mellon Competitive New York City, NY 16 May 13

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Senior Financial SOX Compliance & Control Speicalist Job BNY Mellon Competitive New York City, NY 16 May 13

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NYC Front Office CVA Quant | Investment Bank Selby Jennings $140000 - $175000 per annum New York City, NY 16 May 13

CVA, quant, trading, C++, front office, develop, design, build, implement, stochastic, PDE, numerical, volatil...

RMBS Agency Non-Agency Modeler Strategist - NYC Analytic Recruiting Inc. Competitive comp New York City, NY 15 May 13

A hedge fund with offices in New York City is seeking an experienced mortgage prepayment and/or default modele...

VP Equity Derivatives Valuations Ashton Lane Group Competitive Base & Bonus New York City, NY 15 May 13

Leading the independent price verification of a global investment bank

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