2 Principal Financial Quantitative Analyst jobs in whatjobs
Principal Financial Quantitative Analyst
Posted 21 days ago
Job Viewed
Job Description
Our client, a leading financial institution, is seeking a highly accomplished Principal Financial Quantitative Analyst to join their globally distributed, fully remote team. This role demands exceptional analytical and modeling skills to develop and implement sophisticated financial models for pricing, risk management, and trading strategies. The successful candidate will leverage advanced statistical techniques, programming languages (Python, R, C++), and a deep understanding of financial markets to provide critical insights and support strategic decision-making. You will work on complex financial instruments and be instrumental in shaping the firm's quantitative strategies.
Key responsibilities:
Qualifications: A Master's or Ph.D. in a quantitative field such as Financial Engineering, Mathematics, Statistics, Physics, or Computer Science is required. A minimum of 10 years of relevant experience in quantitative finance, with a strong focus on model development and implementation within an investment banking or hedge fund environment. Proven expertise in Python, R, and/or C++ for financial modeling is essential. A thorough understanding of stochastic calculus, time series analysis, and numerical methods is mandatory. Experience with large datasets and big data technologies is a plus. This is a unique opportunity to apply advanced quantitative skills to impactful financial challenges in a fully remote, intellectually stimulating environment.
Key responsibilities:
- Developing, validating, and implementing complex pricing and risk models for a wide range of financial derivatives and fixed-income products.
- Conducting in-depth quantitative research to identify new trading opportunities and refine existing strategies.
- Designing and building efficient algorithms for portfolio optimization and risk management.
- Collaborating with traders, portfolio managers, and risk officers to understand their needs and provide quantitative solutions.
- Performing rigorous back-testing and scenario analysis of models and strategies.
- Ensuring the accuracy, robustness, and compliance of all developed models with regulatory requirements.
- Contributing to the development and maintenance of the firm's quantitative analytics platform.
- Mentoring junior quantitative analysts and contributing to the team's technical growth.
- Communicating complex quantitative concepts and findings clearly to both technical and non-technical stakeholders.
- Staying ahead of industry trends in quantitative finance, machine learning, and computational finance.
Qualifications: A Master's or Ph.D. in a quantitative field such as Financial Engineering, Mathematics, Statistics, Physics, or Computer Science is required. A minimum of 10 years of relevant experience in quantitative finance, with a strong focus on model development and implementation within an investment banking or hedge fund environment. Proven expertise in Python, R, and/or C++ for financial modeling is essential. A thorough understanding of stochastic calculus, time series analysis, and numerical methods is mandatory. Experience with large datasets and big data technologies is a plus. This is a unique opportunity to apply advanced quantitative skills to impactful financial challenges in a fully remote, intellectually stimulating environment.
This advertiser has chosen not to accept applicants from your region.
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Principal Financial Quantitative Analyst
Posted 21 days ago
Job Viewed
Job Description
Our client, a leading financial institution renowned for its innovative trading strategies and risk management solutions, is seeking a highly accomplished Principal Financial Quantitative Analyst. This is a fully remote position, empowering you to leverage your advanced analytical skills from anywhere. You will play a crucial role in developing, implementing, and validating sophisticated quantitative models for trading, risk management, pricing, and portfolio optimization.
The ideal candidate will possess a deep expertise in financial markets, statistical modeling, and programming. Responsibilities include designing and back-testing trading algorithms, developing risk metrics, performing complex data analysis, and contributing to the firm's intellectual property. You will collaborate closely with portfolio managers, traders, and risk managers to translate business needs into quantitative solutions. A strong understanding of stochastic calculus, time series analysis, and machine learning techniques applied to finance is essential.
This role demands exceptional analytical rigor, programming proficiency (Python, C++, R), and the ability to communicate complex quantitative concepts clearly and concisely to both technical and non-technical audiences. You will be instrumental in driving the firm's quantitative research agenda and enhancing its competitive edge.
This is a 100% remote position. We are seeking a self-directed and intellectually curious individual who thrives in a challenging and fast-paced environment. You will have the opportunity to work on cutting-edge financial problems and make a significant impact on the firm's success.
Qualifications:
The ideal candidate will possess a deep expertise in financial markets, statistical modeling, and programming. Responsibilities include designing and back-testing trading algorithms, developing risk metrics, performing complex data analysis, and contributing to the firm's intellectual property. You will collaborate closely with portfolio managers, traders, and risk managers to translate business needs into quantitative solutions. A strong understanding of stochastic calculus, time series analysis, and machine learning techniques applied to finance is essential.
This role demands exceptional analytical rigor, programming proficiency (Python, C++, R), and the ability to communicate complex quantitative concepts clearly and concisely to both technical and non-technical audiences. You will be instrumental in driving the firm's quantitative research agenda and enhancing its competitive edge.
This is a 100% remote position. We are seeking a self-directed and intellectually curious individual who thrives in a challenging and fast-paced environment. You will have the opportunity to work on cutting-edge financial problems and make a significant impact on the firm's success.
Qualifications:
- Master's degree or Ph.D. in Quantitative Finance, Mathematics, Statistics, Physics, Computer Science, or a related quantitative field.
- 8+ years of experience in quantitative analysis within the financial services industry.
- Proven experience in developing and implementing financial models for trading, risk management, or pricing.
- Expert proficiency in programming languages such as Python, C++, and/or R.
- Strong knowledge of financial markets, derivatives, and portfolio theory.
- Experience with statistical and machine learning techniques relevant to finance.
- Excellent analytical, problem-solving, and critical thinking skills.
- Superior communication and presentation skills.
- Ability to work independently and as part of a globally distributed team.
This advertiser has chosen not to accept applicants from your region.
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