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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 204 jobs
Quantitative Software Developer Quantitative Systems Based on Experience and Skillset Manhattan, NY, 10018 25 May 12

Quantitative Software Developer

Market Risk Manager Comprehensive Recruiting Outstanding compensation and benefit pla... New York City, NY 25 May 12

Top NY based Financial Firm is looking to add a Market Risk Manager that will assist Senior Members of the Ris...

Regulatory Risk Manager - MBS Comprehensive Recruiting Outstanding compensation and benefit pla... New York City, NY 25 May 12

Global financial firm is looking to add a Risk Manager responsible for assessing and managing financial risks ...

Quantitative Credit Analyst Macquarie Information not provided New York, NY, 10001 25 May 12

The Credit Trading quant team is looking to add a junior to mid level quantitative analyst.

Developer - New York Technology Group RIMES Technologies Corp competitive New York City, NY 24 May 12

RIMES is the premier provider of financial data & flexible applications, and serves a growing Global Investmen...

Front Office Credit Analyst / Developer Comprehensive Recruiting Outstanding compensation and benefit pla... New York City, NY 24 May 12

Global financial firm is looking to add an Analyst to their CDO Trading Desk.

Quantitative Analyst- Market Risk Methodology UBS AG - Investment Bank DOE Stamford, CT, 06901 24 May 12

We are looking for a Quantitative Analyst to join the Market Risk Methodology (Value-at-Risk) team within Firm...

Senior Quant Developer Netik LLC $150,000 Salary, plus Bonus New York City, NY 24 May 12

Senior Index Pricing Quantitative Developer (C++/Unix )will require the Following Skill Set; • Strong C++ back...

Quant-Model Validation (Credit Derivatives) The Tuttle Agency 220,000-250,000 plus bonus Grand Central, NY, 10017 24 May 12

Our client is looking for a Quant Risk background for a Global Product Head for Credit Derivatives business. ...

Principal ABS Modeling role with Major Asset Management firm Selby Jennings QRF $175-250k Base Salary + excellent discre... New York, NY, 10001 24 May 12

This major asset manager that currently holds $8billion AUM is looking to expand in a number of areas and is l...

Model Validation- Risk & Economic Capital Not Disclosed $100k-120k base salary plus bonus Washington, DC 24 May 12

Validate Risk Models, hands-on coding experience in C, C++, and experince with Economic Capital requirements. ...

C++ Prop Trading Rimrock Associates, Inc. 150-300k New York, NY 24 May 12

Proprietary trading firm seeks talented up and coming C++ developer.

C# Risk Developer Rimrock Associates, Inc. 100k-250k Greenwich, CT 24 May 12

This is an opportunity to join a very successful hedge fund specialized in quantitative trading and alternativ...

SVP Level Quantitative risk manager- Tier 1 investment bank New York Selby Jennings QRF $150,000-$200,000 base +bonus and benefi... New York, NY, 10001 24 May 12

SVP Level Quantitative Risk Manager-Credit/Interest rates focused

VP, Quantitative Risk Twenty Recruitment Group Highly competitive base, bonus & benefit... New York, NY, 10036 24 May 12

Our client, a global investment bank, is seeking a VP of Risk Management for their OTC clearing businesses.

Corporate -- Quantitative Research -- Basel Model Process Reviewer-- VP -- New York JPMorgan Competitve New York, NY, 10001 24 May 12

Please see the job description

Director, Operational Risk Analytics Job CapitalOne Competitive Dunn Loring, VA, 22027 24 May 12

See Job Description

Boutique multi strategy hedge fund in Stamford is looking for senior risk specialist with experience of equities risk management within a buy side role Selby Jennings Risk Team Exceptional Salary Package With PnL Perf... Stamford, CT, 06901 24 May 12

• Senior Risk Specialist | Multi Strategy Hedge Fund • Stamford, CT • Exceptional Salary Package With PnL Pe...

Lead Quant: Greenfield Project Eames Consulting Risk Up to $150,000 base, plus bonus and bene... New York, NY, 10001 24 May 12

Interested to speak with any New York based or who want to relocate, quants who are looking to join recession ...

Quantitative Equity Strategist Consumer Edge Research LLC Competitive Stamford, CT 24 May 12

Leading Consumer Sector Equity Research Boutique located in Stamford, CT is looking for a Quantitative Equity ...

Associate Quantitative Market Risk Modeling Ashton Lane Group, Inc Excellent Base & Bonus Washington, DC 24 May 12

Market Risk Model Validation Quantitative Analyst for a large commercial bank

Quantitative Market Risk Associate Ashton Lane Group, Inc Excellent Base & Bonus Boston, MA 24 May 12

Support the portfolio management team of a prestigious fund.

Investment Actuary Analyst Ashton Lane Group, Inc Excellent Base & Bonus Philadelphia, PA 24 May 12

Supporting the variable annuity hedging strategy of a leading financial institution.

VP - Economic Capital Model Validation Ashton Lane Group, Inc Excellent Base & Bonus Washington, DC 24 May 12

Independent model validation for a large commercial bank

Senior Weather Risk Analyst Ashton Lane Group, Inc Excellent Base & Bonus New York, NY, 10001 24 May 12

Responsible for quantitative risk analysis for a boutique financial firm.

Associate Prime Brokerage Risk Ashton Lane Group, Inc Excellent base & Bonus New York, NY, 10001 24 May 12

Quantitative risk management within the prime brokerage business of an investment bank

Director Quantitative Strategist Ashton Lane Group, Inc Competitive Base & Bonus Philadelphia, PA 24 May 12

Lead a variable annuity hedging strategy team within a leading financial institution.

Quantitative Strategy Associate - Equity Risk Management Ashton Lane Group, Inc Competitive Base & Bonus Philadelphia, PA 24 May 12

Supporting the annuity hedging strategy of a leading financial institution.

Quantitative Risk Developer Ashton Lane Group, Inc Competitive Base & Bonus Philadelphia, PA 24 May 12

Risk Systems and Rapid Application development within a leading financial institution

Manager / Associate - Loss Forecasting and Basel II Model Validation Ashton Lane Group, Inc Competitive Base & Bonus Washington, DC 24 May 12

Credit Risk Model Analysis & Validation within a large financial services company

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