Contract Opportunity – Quant - Bangalore Urban, Karnataka

Skillset Requirement / Eligibility: · Good technical background in multi-asset class (Interest rates, inflations, Credit) trade PV/ Risk and PnL calculation and analysis – encompassing both Risk and Full Reval based PnL explain from Front Office perspective. · Understanding and d ...

Join the innovative 55ip Quant team to grow your quantitative development skills and make a direct impact on investment technology. · ...

We are looking for a Quant Researcher to join our Core Quant Strats team and help us change the way financial products are structured, priced and risk managed at Goldman Sachs. · Bachelors/Masters in Mathematics or Computer Science (STEM) or similar subject. · Strong quantitative ...

Description · Join the innovative 55ip Quant team and help shape the future of portfolio optimization using advanced quantitative, ML and AI techniques. This is your opportunity to grow your quantitative development skills and make a direct impact on investment technology. · As a ...

William O'Neil is part of an international team of IT innovators and market data researchers who power exclusive global equity research products. Our research team tracks all major international stock exchanges and equities, and our IT developers advance the utility of investing ...

Description · What We Do · Goldman Sachs' Strats business unit is a world leader in developing quantitative models and technologies to solve complex business problems. Working within the firm's trading, sales, banking and investment management divisions, strats use their mathemat ...

We are seeking an experienced and visionary leader to head our Quantitative Research and Trading team.This role combines hands-on quantitative research with team building, fund positioning, and collaboration with internal and external stakeholders. · ...

We are currently seeking an experienced professional to join our team in the role of Vice President - GFX and Commodities Quantitative Development. · We aim to be where the growth is, enabling businesses to thrive and economies to prosper, · and ultimately helping people to fulfi ...

We are seeking a Lead Securities Quantitative Analytics Specialist. · ...

We are seeking a Lead Securities Quantitative Analytics Specialist to join our team. · ...

Wells Fargo is seeking a Senior Securities Quantitative Analytics Specialist who will be responsible for performing complex activities related to the design, development, validation, implementation, documentation, · and ongoing maintenance of securities quantitative models for Pr ...

We are seeking a Senior Securities Quantitative Analytics Specialist who will perform complex activities related to model design, development, validation and implementation. · ...

We are currently seeking an experienced professional to join our team in the role of C++ Developer. In This Role, You Will Support and development of tools for the Sigma pricing framework to meet the desk & team requirements. · Support and development of all infrastructure compon ...

We are currently seeking an experienced professional to join our team in the role of C++ Developer. · ...

We are seeking a Lead Securities Quantitative Analytics Specialist to lead complex initiatives with broad impact in our quant library in C++ as needed. You will adapt generic models to specific use cases and collaborate with Front office Trading, Technology Partners, and Model Va ...

We are looking for a Quant Researcher to join our Core Quant Strats team and help us change the way financial products are structured, priced and risk managed at Goldman Sachs.We Wear Different Hats · Develop, implement and back test sophisticated mathematical models for the pric ...

We are currently seeking an experienced professional to join our team in the role of Vice President- Commodities Quantitative Development. · ...

We are looking for a Quant Researcher to join our Core Quant Strats team and help us change the way financial products are structured, priced and risk managed at Goldman Sachs. In this role, you'll leverage your expertise in mathematics, statistics and programming to develop and ...

We are looking for a Lead Securities Quantitative Analytics Specialist with expertise in C++/java 8 (Functional Programming) proficiency to cater to the Interest Rates Options Desk. · Work in our quant library in C++, as needed, to adapt our generic models to specific use cases. ...

Wells Fargo is seeking a Lead Securities Quantitative Analytics Specialist to lead complex initiatives and collaborate with Front office Trading, Technology Partners, and Model Validation/Governance teams. · ...