Quantitative Analyst Salary at Qma Llc BETA

Bloombergs Quantitative Analytics team is responsible for the design and implementation of modeling analytics that support client pricing and risk management solutions for financial products across the entire suite of Bloomberg products and services, including its terminal with 300,000+ clients, trading system solutions, buy and sell-side enterprise risk management, and derivatives valuation services. These models include those for pricing and risk of derivative products across all major asset classes, including market data; counterparty credit risk, XVA, initial margin; value-at-risk and other market risk metrics; climate risk; credit risk and liquidity risk. The team has two recent Risk Quant of the Year winners and is dedicated both to novel research as well as efficient model delivery through modern C++ and Python libraries. . Within the Quantitative Analytics team, the Quantitative Risk Analytics group (QRA) is responsible for all credit, climate, market, and liquidity risk relate

Our client (a world leading hedge fund) seeks a Python Software Developer. Please read requirements carefully before applying Responsibilities: - conceptualizing and constructing advanced analytical instruments and platforms - streamlining end-to-end trading processes - improving the portfolio optimization system - enhancing the business's capacity for expansion Requirements: - Educational background in a technical discipline (Bachelor's, Master's, or Doctorate) from a prestigious institution. - Professional track record of over 5 years at a buy-side firm - Expert Python knowledge - Previous engagement with portfolio managers, traders, and quantitative analysts - Experience spanning various asset categories. - Proficiency in pre-trade/post-trade examination and automated seamless trading is advantageous. - Leadership experience in software projects is highly beneficial

Job Description Are you ready to make an impact at DTCC? Do you want to work on innovative projects, collaborate with a dynamic and supportive team, and receive investment in your professional development? At DTCC, we are at the forefront of innovation in the financial markets. We're committed to helping our employees grow and succeed. We believe that you have the skills and drive to make a real impact. We foster a thriving internal community and are committed to creating a workplace that looks like the world that we serve. Pay and Benefits: Competitive compensation, including base pay and annual incentive Comprehensive health and life insurance and well-being benefits, based on location Pension / Retirement benefits Paid Time Off and Personal/Family Care, and other leaves of absence when needed to support your physical, financial, and emotional well-being. DTCC offers a flexible/hybrid model of 3 days onsite and 2 days remote (onsite Tuesdays, Wednesdays and a third day unique to each

Data Scientist We are building a world class systematic data platform which will power the next generation of our systematic portfolio engines. The systematic data group is looking for a Data Scientist to join our growing team. The team consists of content specialists, data scientists, analysts and engineers who are responsible for discovering, maintaining and analyzing sources of alpha for our portfolio managers. This is an opportunity for individuals who are passionate about quantitative investing. The role builds on individual’s knowledge and skills in four key areas of quantitative investing: data, statistics, technology and financial markets. Principal Responsibilities Research potential alpha sources, and present to portfolio managers and quantitative analysts Utilize and maintain world-class data processing and transformation engines Build technology tools to acquire and tag datasets Engage with vendors, brokers to understand characteristics of datasets Interact with portfolio m

A financial services firm in New York City is seeking a highly skilled Quantitative Analyst with a focus on rates products to join our dynamic central team. This role will involve the development of advanced pricing models and analytics utilizing C++, with an emphasis on curve building for interest rate derivatives. Responsibilities: Design and implement sophisticated pricing models for rates products in C++ Conduct comprehensive analytics and curve building to enhance trading strategies in interest rate markets Collaborate with multiple teams across the organization to provide integrated solutions for rates products Contribute to the continuous improvement of pricing methodologies and analytical frameworks specific to rates Qualifications: Master's or PhD in Finance, Mathematics, Statistics, or a related discipline Proven experience in Pricing Modeling & Analytics focused on rates products within Financial Markets Proficiency in C++ Solid understanding of Quantitative Finance principl

Position: Associate, Quantitative Analyst Location: 100 Wall Street 29th floor, New York, NY 10005 Duties: Collaborate on the development o fquantitative analytic solutions to support the implementatio of a large, primarily fixed income, investment strategy. Apply solid knowledge of mathematical finance to a growing, state-of-the-art quantitative platform focused on scenario analysis of current and potential investment strategies. Contribute to the development and calibration of models concerning: Hedging strategies and optimization in FX, IR, Credit, and Equities domains. Strategic Asset Allocation with both total-return and income lenses. Economic Scenario Generation and Portfolio Optimization. Tactical Asset Allocation. Support capital measurement and regulatory analytics (US and Japan focus) with potential exposure to other regulatory jurisdictions and rating agencies. Work on longer-term projects associated with building out key functionality in the platform. Analyze tactically us

The Quantitative Analyst will develop tools to help the investment team identify profitable opportunities and manage risks, automate reconciliation reports, and support data aggregation and reporting across various teams. The ideal candidate will have strong teamwork, analytical, and problem-solving skills, with expertise in mathematics and statistics. Proficiency in Excel, and working knowledge of VBA, R, and SQL are required, along with excellent communication and presentation skills.

The equity execution arm of a major sell-side firm in NY is looking for quantitative analysts with experience working on electronic trading algorithmic equity execution systems. The role will join a team building and delivering state-of-the-art smart order routing and limit order placement models for US equities. Responsibilities: Join a team that is designing, building, and implementing algorithmic models for executing US equities (smart order routing, limit order placement, venue selection) Evaluate execution performance Incorporate the latest academic research and ideas into the algorithmic models Ensure that the models have been implemented properly Requirements: The role requires 2+ years of experience working with an equity firm to deliver algorithms for automated pricing, risk management, and execution for US equity transactions. The role requires a deep understanding of equity market microstructure, transaction cost analysis (TCA), algo order routing logic, and trade venue anal