Quantitative F.I. Modeling & Research


Job Listing: Quantitative F.I. Modeling & Research Specialty
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Sr. Quantitative (Ph.D) Multi-Asset Portfolio Strategies (GTAA) - (SQL/R) - Portfolio Manager
Boston, MA
Top Investment Manager in Boston specializing in global multi-asset strategies is seeking a Senior Quantitative Analyst to join the Portfolio Management team. The role will work on ...
Job Keywords: GTAA, R, Style, Multi-Asset, Mutual Funds, database programming, portfolio construction, asset allocation, SQL, Fund performance, multi-factor models, macro-economics
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Algo/Automated Fixed Income Trading - Quantitative/Statistical Analyst
Chicago, IL
Growing Proprietary Trading firm located in Chicago is looking for a Fixed Income Financial Engineer who will be responsible for creating solutions that will aid in the automated tr...
Job Keywords: Financial Engineer, Fixed Income, Futures, Options, Automated Trading, Algorithmic Strategies, High Frequency Trading, Statistical Programmer
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Desk Quant/Strategist- Prop Rates Trading
New York
Proprietary Trading desk of a large Commercial Bank is looking for a Desk Quant/Strategist to join their rates trading group. This position will be responsible for developing and q...
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Valuation and Credit Analysis (ABS, MBS)-Quantitative Risk Manager
New York
A major NY financial firm is looking for a Senior Quantitative Risk Manager to join a team that uses credit and market risk models to analyze the risk in the bank’s securitized inve...
Job Keywords: Impairment, Credit Risk, Market Risk, Fair Value, Modeling, OTTI, OCI
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Retail Credit Model Risk – Director and Associate Director
New York
A thriving finance and risk management Consulting firm in NY and Chicago is looking for a Credit Risk Director (PhD) with 10+ years building and validating consumer/retail credit ri...
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Electronic Trading Systems Applications Developer – Visual C++, PERL, SQL
New York
Electronic Trading Platform based in NY is looking for an Electronic Trading Systems Developer to deploy and support its real time trading systems applications. The candidate must h...
Job Keywords: C++, electronic trading systems, PERL, Client-server, thin client, real-time systems, multi-layer systems, Java, Object Orientated
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Asset Manager-Structured Credit (CDO, CLO) / Corporates - Curve Construction / Modeling (PhD)
New York
Major financial firm in NYC is looking for PhD-level quantitative interest rate modelers with extensive experience in developing and implementing valuation models and analytic appli...
Job Keywords: Asset Modeling, Corporate Bonds, Curve Construction, Convexity, Duration, model review, model validation
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RMBS NonAgency Desk Analyst/PM
New York
A hedge fund with offices in NYC seeks an accomplished RMBS desk analyst to join the NonAgency desk. Candidates should have at least 5 to 10 years of Non-Agency RMBS knowledge and e...
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Mortgage WL RMBS Collateral Analyst Desk Analyst
New York
A major hedge fund with offices in NYC seeks an accomplished mortgage analyst to join the Whole-Loan trading desk. Candidates should have Non-Agency residential mortgage loan knowle...
Job Keywords: SQL, VBA, ABS
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Interest-rates Quant Developer – HJM, LMM, SABR
New York
A high-end buy side firm with offices in New York is seeking a quantitative developer to work closely with the trading desk supporting the interest-rates modeling effort. Candidate...
Job Keywords: C++, fixed-income, OTC Derivatives
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Quantitative Programmer/Analyst – Buy Side
New York
A buy side firm with offices in New York is building-out its fixed-income analytics infrastructure for the valuation, trading and risk management of credit derivatives and structure...
Job Keywords: C++, fixed-income, credit derivatives
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RMBS MBS ABS Prepayment Modeler
New York
A growing financial services firm with offices in New York City is seeking a mortgage prepayment and/or default modeler to work on residential prepayment models (RMBS). The ideal ca...
Job Keywords: mbs abs rmbs prepayment modeler
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CMO Desk Structuring
New York
Sell-side firm located in NYC is looking for an Agency CMO Structurer to join their CMO trading desk. Responsibilities will involve deal structuring, modeling, and reverse engineeri...
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CMO Junior Trader
New York
A broker-dealer with offices in New York is seeking a mid-level CMO trader to assist in trading their CMO book. In-depth understanding of Fixed-Rate Agency CMO tranche trading, hed...
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CMO Derivatives Trader
New York
A broker-dealer with offices in New York, is seeking a mid-level CMO trader to trade the CMO derivatives book. An understanding of CMOs and CMO derivatives is required from a tradin...
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OTC Derivatives Software Engineer
New York
A high-end buy side firm with offices in New York is building-out its fixed-income analytics infrastructure for the valuation of OTC and exchange-traded derivatives (such as swaps, ...
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CMO Trader
New York
A broker-dealer with offices in New York, is seeking a mid-level CMO trader to assist in managing their CMO trading effort. In-depth understanding of CMOs and CMO derivatives is re...
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MBS ABS CMBS Modeler
New York / NYC
A growing investment bank with offices in New York City is seeking an experienced mortgage prepayment and/or default modeler to work closely with the mortgage trading desk. The idea...
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Treasury Desk Quant
New York / NYC
An investment bank with offices in New York is seeking a trading desk quant to model and implement liquid-products pricing models on the trading desk. The ideal candidate will have ...
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CMBS Desk Analyst/PM
New York City
A hedge fund with offices in NYC seeks an accomplished CMBS desk analyst to join their securitized products desk. Candidates should have at least 3 to 7 years of CMBS knowledge and...
Job Keywords: CMBS Desk Analyst/PM
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Fixed Income Market Risk Analyst (2-3yrs) - Asset Manager
New York City, NY
Prestigious multi-strategy asset manager is seeking a Risk Analyst with a strong market risk background to join their team. Requires significant risk management experience with the ...
Job Keywords: Market Risk, Risk Reporting, CRE, RMBS, High Yield, Risk Analyst, Concentration Risk, Limits
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Repo/Sec Lending/Funding Desk Manager - (Rates/Derivatives)
New York City, NY
A New York City Financial Institution is looking for an experienced Funding (Repo) Desk Executive to manage the Fixed Income Securities and Derivatives Clearing and Settlements busi...
Job Keywords: Repo, Funding, Tri-Party Repo, Collateral Management, Margining, Securities Lending, Settlements, Clearing
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CMBS Structurer
New York, NY
Bulge bracket firm located in midtown NYC is looking for a structurer to join their growing CMBS trading desk. This position will be responsible for structuring new issue CMBS deal...
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Credit Derivatives Desk Quant
New York, NY
Major Broker Dealer located in Midtown is looking for a desk quant to support their Emerging Markets Credit Derivatives trading desk. This position will be responsible for developi...
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Structured Products (MBS, ABS, CDO) - Valuation Quant - Risk Analyst
New York, NY
Major financial firm in NYC is looking for Masters-level quantitative risk analyst with experience in working with valuation models and analytic applications to price Complex Struct...
Job Keywords: Interest Rate Swaps, OTC derivatives, Forward Curves, Volatility Surfaces, PhD, Curve Construction, C++
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ABS Collateral Analyst – Excel, MS-Access
New York, NY
A financial services firm is looking for someone to lead the collateral analytics effort as it relates to their securitizations. Initially, the focus will be on ABS mortgage securi...
Job Keywords: ABS Collateral Analyst – Excel, MS-Access, SQL
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Credit Derivatives Software Engineer
New York, NY
A high-end buy side firm with offices in New York is building-out its fixed-income analytics infrastructure for the valuation of credit derivatives (such as single name CDS, index C...
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Property / Real-Estate / Home Price AVM Modeler
San Diego, CA
A growing financial services firm is seeking an executive vice president to be head of analytics. The ideal candidate will have 10 - 15 years of experience working in a modeling ca...
Job Keywords: Property, Real-Estate, Home Price AVM Modeler
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Regulatory Policy Economist (PhD preferred) - Econometric Modeling
Washington, DC
A Washington DC area regulatory body is looking for an Economist with experience performing economic research to understand and forecast the effects of proposed changes in regulator...
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