42 Senior Quantitative Analyst Quant jobs in whatjobs
Senior Quantitative Analyst (Quant)
Posted 19 days ago
Job Viewed
Job Description
Our client is a highly respected financial institution known for its sophisticated trading strategies and robust risk management practices. We are seeking an exceptional Senior Quantitative Analyst (Quant) to join our globally distributed, remote-first team. This role is integral to developing and implementing complex mathematical models and algorithms that drive our trading, risk management, and investment decisions. The ideal candidate will possess a strong academic background in a quantitative discipline, combined with extensive experience in financial modeling, statistical analysis, and programming. You will work closely with traders, portfolio managers, and other quants to innovate and refine our quantitative strategies, ensuring we maintain a competitive edge in the market. This position offers the opportunity to contribute to cutting-edge financial research and development from the comfort of your home office.
Responsibilities:
Responsibilities:
- Design, develop, test, and implement sophisticated mathematical models and algorithms for pricing, risk management, and trading strategies across various asset classes.
- Analyze large datasets to identify market trends, opportunities, and risks.
- Collaborate with traders and portfolio managers to understand their needs and translate them into quantitative solutions.
- Develop and maintain robust code in languages such as Python, C++, or R for model implementation and backtesting.
- Conduct rigorous quantitative research, exploring new methodologies and techniques to enhance existing models.
- Monitor the performance of implemented models and strategies, making adjustments as necessary.
- Work with technology teams to ensure efficient deployment and integration of quantitative models into production systems.
- Document research findings, model specifications, and implementation details comprehensively.
- Stay current with academic research and industry developments in quantitative finance and related fields.
- Present complex quantitative concepts and results to both technical and non-technical audiences.
- Ensure compliance with regulatory requirements and internal risk management policies.
- Mentor junior quantitative analysts and contribute to the team's knowledge sharing.
- Advanced degree (Master's or Ph.D.) in Mathematics, Statistics, Physics, Computer Science, Financial Engineering, or a related quantitative field.
- Minimum of 5-8 years of experience in quantitative analysis within the financial industry.
- Proven expertise in developing and implementing financial models, statistical techniques, and algorithms.
- Strong proficiency in programming languages such as Python, C++, R, or similar.
- Deep understanding of financial markets, derivatives, and trading strategies.
- Experience with data analysis and visualization tools.
- Excellent analytical, problem-solving, and critical-thinking skills.
- Strong communication and presentation skills, with the ability to explain complex concepts clearly.
- Ability to work independently and as part of a remote team, managing multiple priorities effectively.
- Experience with machine learning techniques is a plus.
- Familiarity with large-scale data processing frameworks is beneficial.
This advertiser has chosen not to accept applicants from your region.
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Senior Quantitative Analyst (Quant)
Posted 19 days ago
Job Viewed
Job Description
Our client, a leading financial institution, is seeking a highly analytical and driven Senior Quantitative Analyst (Quant) to join their innovative, fully remote trading and risk management team. This role is instrumental in developing and implementing sophisticated mathematical models and algorithms to drive investment strategies, price complex financial instruments, and manage market risk. You will be at the forefront of quantitative finance, leveraging your expertise to provide critical insights and solutions that enhance profitability and reduce exposure.
Key responsibilities include: designing, developing, and testing pricing and risk models for a wide range of financial products, including derivatives; implementing models in a production environment using high-level programming languages; conducting quantitative research to identify new trading opportunities and strategies; collaborating with portfolio managers, traders, and risk officers to understand their needs and deliver tailored solutions; performing rigorous back-testing and validation of models; monitoring model performance and making necessary adjustments; staying current with regulatory changes and market developments; and documenting all research, development, and implementation processes.
The ideal candidate will hold a Master's or Ph.D. in a quantitative field such as Mathematics, Statistics, Physics, Economics, or Computer Science. A minimum of 6 years of experience in quantitative finance, preferably within investment banking or asset management, is required. Exceptional proficiency in programming languages like Python, C++, or R, along with experience in numerical methods and statistical analysis, is mandatory. A deep understanding of financial markets, derivatives, and risk management principles is essential. Strong analytical, problem-solving, and communication skills are crucial for effectively conveying complex ideas to diverse audiences. Experience with large datasets and database management is highly beneficial. This fully remote position requires a self-motivated individual with a proven track record of independent research and development. You will be contributing to our client's financial operations, with a focus on their presence in **Thika, Kiambu, KE**, from your remote workspace.
Key responsibilities include: designing, developing, and testing pricing and risk models for a wide range of financial products, including derivatives; implementing models in a production environment using high-level programming languages; conducting quantitative research to identify new trading opportunities and strategies; collaborating with portfolio managers, traders, and risk officers to understand their needs and deliver tailored solutions; performing rigorous back-testing and validation of models; monitoring model performance and making necessary adjustments; staying current with regulatory changes and market developments; and documenting all research, development, and implementation processes.
The ideal candidate will hold a Master's or Ph.D. in a quantitative field such as Mathematics, Statistics, Physics, Economics, or Computer Science. A minimum of 6 years of experience in quantitative finance, preferably within investment banking or asset management, is required. Exceptional proficiency in programming languages like Python, C++, or R, along with experience in numerical methods and statistical analysis, is mandatory. A deep understanding of financial markets, derivatives, and risk management principles is essential. Strong analytical, problem-solving, and communication skills are crucial for effectively conveying complex ideas to diverse audiences. Experience with large datasets and database management is highly beneficial. This fully remote position requires a self-motivated individual with a proven track record of independent research and development. You will be contributing to our client's financial operations, with a focus on their presence in **Thika, Kiambu, KE**, from your remote workspace.
This advertiser has chosen not to accept applicants from your region.
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Senior Quantitative Analyst (Quant)
Posted 19 days ago
Job Viewed
Job Description
Our client, a highly respected financial institution, is seeking a talented and analytical Senior Quantitative Analyst (Quant) to join their fully remote team. This role is central to developing and implementing sophisticated mathematical models and trading strategies that drive investment performance. You will be responsible for designing, testing, and deploying quantitative models for areas such as risk management, portfolio optimization, pricing, and algorithmic trading. The ideal candidate will possess a strong academic background in a quantitative discipline, such as Mathematics, Physics, Statistics, or Financial Engineering, along with significant experience in financial markets. This is a remote-first position, requiring exceptional programming skills, deep analytical capabilities, and the ability to work independently and collaboratively in a virtual environment. Responsibilities include data analysis, backtesting trading strategies, managing and processing large financial datasets, and communicating complex findings to traders, portfolio managers, and senior management. The successful applicant will have advanced proficiency in programming languages like Python, C++, or R, and extensive experience with financial modeling libraries and tools. A Master's or Ph.D. in a quantitative field is strongly preferred. We are seeking individuals with a meticulous attention to detail, a rigorous scientific approach to problem-solving, and a deep understanding of financial instruments and market dynamics. This is an exceptional opportunity to apply advanced quantitative techniques in a challenging and rewarding environment, contributing directly to the firm's success from a remote location. Experience with machine learning techniques applied to finance is highly desirable. A solid understanding of stochastic calculus, time series analysis, and econometrics is essential. The candidate should be adept at working with real-time data and developing high-performance algorithms. Strong communication skills are necessary to explain complex models to non-technical stakeholders.
This advertiser has chosen not to accept applicants from your region.
2
Senior Quantitative Analyst (Quant)
Posted 19 days ago
Job Viewed
Job Description
Our client, a prestigious global financial institution at the forefront of innovation, is seeking a highly analytical and technically adept Senior Quantitative Analyst (Quant) to join their sophisticated, remote-first trading and risk management team. This role is instrumental in developing and implementing complex mathematical models, algorithms, and statistical techniques to drive trading strategies, manage risk, and value financial instruments. The ideal candidate will possess a Ph.D. or Master's degree in a quantitative field such as Mathematics, Physics, Statistics, Computer Science, or Financial Engineering, coupled with a deep understanding of financial markets and products. You will be responsible for designing, building, and backtesting trading models, performing rigorous risk analysis, and developing pricing models for various derivatives. Proficiency in programming languages like Python, C++, or R, and experience with financial modeling libraries and databases are essential. This position demands exceptional problem-solving abilities, a rigorous scientific approach, and the capacity to translate complex quantitative concepts into practical solutions. You will collaborate closely with traders, portfolio managers, and risk officers in a remote setting, requiring strong communication and presentation skills. The ability to work independently, manage demanding projects, and contribute to a high-performance team environment is paramount. If you are a brilliant quantitative mind seeking a challenging and rewarding remote opportunity in the financial sector, we encourage you to apply. Contribute to cutting-edge financial innovation from anywhere.
Responsibilities:
Responsibilities:
- Develop, implement, and validate quantitative models for trading and risk management.
- Design and backtest trading strategies using historical and real-time data.
- Build and refine pricing models for complex financial derivatives.
- Perform statistical analysis and identify market patterns and opportunities.
- Conduct rigorous risk assessments and contribute to risk mitigation strategies.
- Collaborate with trading desks, portfolio managers, and risk teams remotely.
- Program in languages such as Python, C++, or R for model development and analysis.
- Document model specifications, methodologies, and results thoroughly.
- Stay current with advancements in quantitative finance and financial markets.
- Contribute to the technological infrastructure supporting quantitative research and trading.
- Ph.D. or Master's degree in Mathematics, Statistics, Physics, Computer Science, Financial Engineering, or a related quantitative field.
- Minimum of 5 years of experience as a Quantitative Analyst in investment banking, hedge funds, or asset management.
- Expertise in financial modeling, statistical analysis, and risk management.
- Proficiency in programming languages like Python, C++, R, and associated libraries (e.g., NumPy, SciPy, Pandas).
- Strong understanding of financial markets, instruments, and derivatives.
- Excellent analytical, problem-solving, and critical-thinking skills.
- Strong communication and presentation skills, adapted for remote collaboration.
- Ability to work independently and manage complex projects under pressure.
This advertiser has chosen not to accept applicants from your region.
3
Senior Quantitative Analyst (Quant)
Posted 19 days ago
Job Viewed
Job Description
Our client is seeking a highly analytical and mathematically inclined Senior Quantitative Analyst (Quant) to join their innovative, fully remote banking and finance division. This role is critical in developing and implementing complex financial models, pricing strategies, and risk management systems. You will be at the forefront of financial engineering, leveraging your expertise to drive strategic decision-making and optimize financial products and trading strategies. The ideal candidate will possess a strong academic background in a quantitative discipline, coupled with extensive experience in financial markets and sophisticated modeling techniques.
As a remote-first professional, you will collaborate with global teams, engaging with traders, portfolio managers, and risk officers through advanced virtual collaboration tools. Your responsibilities will include designing, building, testing, and maintaining quantitative models for areas such as derivatives pricing, algorithmic trading, risk assessment, and portfolio optimization. A deep understanding of stochastic calculus, time series analysis, statistical modeling, and machine learning is essential. You will also be responsible for documenting your models thoroughly and communicating complex technical concepts to both technical and non-technical audiences. The ability to work independently, manage multiple priorities, and deliver high-quality results in a fast-paced, remote environment is paramount.
Responsibilities:
As a remote-first professional, you will collaborate with global teams, engaging with traders, portfolio managers, and risk officers through advanced virtual collaboration tools. Your responsibilities will include designing, building, testing, and maintaining quantitative models for areas such as derivatives pricing, algorithmic trading, risk assessment, and portfolio optimization. A deep understanding of stochastic calculus, time series analysis, statistical modeling, and machine learning is essential. You will also be responsible for documenting your models thoroughly and communicating complex technical concepts to both technical and non-technical audiences. The ability to work independently, manage multiple priorities, and deliver high-quality results in a fast-paced, remote environment is paramount.
Responsibilities:
- Develop, implement, and backtest quantitative models for financial markets.
- Price complex financial derivatives and manage associated risks.
- Design and optimize algorithmic trading strategies.
- Perform statistical analysis and build predictive models for market behavior.
- Collaborate with front-office and risk management teams to provide quantitative insights.
- Document models rigorously and ensure their integrity and accuracy.
- Communicate complex quantitative concepts clearly to various stakeholders.
- Research and implement new quantitative methodologies and technologies.
- Contribute to the continuous improvement of trading and risk systems.
- Stay updated on market trends, regulatory changes, and academic research in quantitative finance.
- Advanced degree (Master's or Ph.D.) in Mathematics, Physics, Statistics, Computer Science, Financial Engineering, or a related quantitative field.
- Proven experience (5+ years) as a Quantitative Analyst in investment banking, hedge funds, or asset management.
- Expertise in programming languages such as Python, C++, or R, and proficiency with financial libraries.
- Strong knowledge of stochastic calculus, probability theory, statistical modeling, and machine learning.
- Experience with derivatives pricing, risk management, and portfolio optimization.
- Excellent problem-solving skills and attention to detail.
- Strong written and verbal communication skills, with the ability to explain complex ideas.
- Demonstrated ability to work effectively in a remote, collaborative setting.
- Familiarity with large datasets and database technologies.
This advertiser has chosen not to accept applicants from your region.
4
Senior Quantitative Analyst (Quant)
Posted 19 days ago
Job Viewed
Job Description
Our client is seeking a highly analytical and experienced Senior Quantitative Analyst (Quant) to join their elite, fully remote trading strategies team. This role requires a deep understanding of financial markets, advanced statistical modeling, and sophisticated programming skills to develop and implement complex trading algorithms and risk management systems. You will work with vast datasets, pushing the boundaries of quantitative finance. This is a remote-first opportunity, enabling you to contribute from anywhere, with specific collaboration opportunities relevant to the financial ecosystem around **Mombasa, Mombasa, KE**.
Key Responsibilities:
Key Responsibilities:
- Develop, backtest, and implement quantitative trading strategies across various asset classes.
- Design and build sophisticated mathematical models for pricing, risk management, and portfolio optimization.
- Analyze large, complex financial datasets to identify market trends and trading opportunities.
- Write high-quality, efficient, and maintainable code in languages such as Python, C++, or R.
- Collaborate closely with traders, portfolio managers, and other quantitative analysts in a remote environment.
- Monitor the performance of trading algorithms and risk systems, making necessary adjustments.
- Research and stay abreast of the latest advancements in quantitative finance, machine learning, and data science.
- Contribute to the development of the firm's trading infrastructure and analytics platforms.
- Effectively communicate complex quantitative concepts and results to both technical and non-technical stakeholders.
- Participate in strategic discussions regarding market opportunities and risk exposure, considering insights relevant to **Mombasa, Mombasa, KE**'s economic activities.
- Master's or Ph.D. in a quantitative field such as Mathematics, Physics, Statistics, Computer Science, or Financial Engineering.
- Minimum of 6 years of professional experience in quantitative finance, trading, or a related analytical role.
- Strong expertise in statistical modeling, time series analysis, stochastic calculus, and machine learning.
- Proficiency in programming languages commonly used in quantitative finance (e.g., Python, C++, R, SQL).
- Deep understanding of financial markets, instruments, and trading strategies.
- Experience with large-scale data analysis and high-performance computing.
- Excellent problem-solving, analytical, and critical thinking skills.
- Ability to work independently, manage priorities, and deliver results in a demanding remote setting.
- Strong communication and interpersonal skills for effective collaboration.
- Familiarity with the financial sector dynamics in **Mombasa, Mombasa, KE** and its implications for trading strategies is advantageous.
This advertiser has chosen not to accept applicants from your region.
5
Senior Quantitative Analyst (Quant)
Posted 19 days ago
Job Viewed
Job Description
Our client, a leading financial institution, is looking for an exceptionally talented Senior Quantitative Analyst (Quant) to join their sophisticated, fully remote trading and risk management division. This role demands a deep understanding of financial markets, advanced mathematical modeling, statistical analysis, and programming. You will be responsible for developing, implementing, and validating complex pricing models, risk management systems, and algorithmic trading strategies. The ideal candidate will possess a strong quantitative background, with a proven ability to translate complex financial concepts into robust, implementable models. Key responsibilities include designing and testing trading algorithms, assessing market risk and counterparty credit risk, and optimizing portfolio performance. You will work closely with portfolio managers, traders, and technology teams to provide quantitative insights and solutions. A significant part of the role involves data analysis, model calibration, and back-testing strategies using large datasets. Proficiency in programming languages such as Python, C++, R, or MATLAB is essential, along with expertise in statistical modeling, time series analysis, and machine learning techniques. As a fully remote professional, you must possess excellent self-management, communication, and problem-solving skills, effectively collaborating with team members across different time zones through digital channels. A Master's or Ph.D. in a highly quantitative field (e.g., Mathematics, Physics, Statistics, Financial Engineering) and a minimum of 5 years of relevant experience in a quantitative finance role are required. Experience with derivatives pricing, fixed income, equities, or FX markets is highly desirable. This is a challenging and rewarding opportunity for a highly motivated Quant to contribute to significant financial strategies in a flexible, remote work environment.
This advertiser has chosen not to accept applicants from your region.
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Senior Quantitative Analyst (Quant)
Posted 19 days ago
Job Viewed
Job Description
Our client, a prestigious financial institution, is seeking a highly analytical and quantitative Senior Quantitative Analyst to join their innovative, remote-first trading strategies team. This challenging role involves developing, implementing, and backtesting sophisticated quantitative models for financial markets. You will be responsible for designing complex algorithms for trading, risk management, and portfolio optimization. Key responsibilities include data analysis, statistical modeling, and programming in languages such as Python, C++, or R. You will collaborate with portfolio managers and traders to translate market insights into actionable trading strategies. A deep understanding of financial theory, econometrics, and advanced statistical techniques is essential. Experience with machine learning applications in finance is a significant advantage. The ideal candidate will possess a Master's or PhD in a quantitative field such as Finance, Mathematics, Physics, or Computer Science, with a proven track record in quantitative finance. You must demonstrate exceptional problem-solving abilities, a keen eye for detail, and the capacity to work independently in a demanding remote environment. Strong communication skills are vital for articulating complex methodologies and results to both technical and non-technical colleagues. This is a unique opportunity to work at the forefront of quantitative finance, contributing to significant investment decisions. We are looking for individuals who are passionate about financial markets and possess a rigorous analytical mindset. Join our client's world-class team and drive quantitative innovation, working remotely from **Kisumu, Kisumu, KE**.
This advertiser has chosen not to accept applicants from your region.
7
Senior Quantitative Analyst (Quant)
Posted 19 days ago
Job Viewed
Job Description
Our client, a prestigious financial institution, is seeking a highly analytical and experienced Senior Quantitative Analyst (Quant) to join their fully remote trading and risk management division. In this critical role, you will develop and implement complex mathematical models and algorithms to support trading strategies, risk assessment, and pricing of financial instruments. You will work with large datasets, utilizing advanced statistical and computational techniques to derive actionable insights. Responsibilities include designing, building, testing, and deploying quantitative models for various asset classes. You will perform rigorous back-testing and validation of models, ensuring their accuracy, robustness, and compliance with regulatory standards. Collaborating closely with traders, portfolio managers, and risk managers, you will provide sophisticated analytical support and communicate complex quantitative concepts clearly and concisely. You will also contribute to the development of new financial products and strategies. The ideal candidate will possess a strong academic background in a quantitative field such as Mathematics, Statistics, Physics, or Computer Science, coupled with significant practical experience in quantitative finance. Proficiency in programming languages like Python, C++, or R, and experience with financial modeling libraries are essential. Excellent problem-solving skills, a keen attention to detail, and the ability to thrive in a fast-paced, remote environment are crucial. This is an exceptional opportunity to apply cutting-edge quantitative techniques in a challenging and rewarding setting.
This advertiser has chosen not to accept applicants from your region.
8
Senior Quantitative Analyst (Quant)
Posted 17 days ago
Job Viewed
Job Description
Our client, a prestigious financial institution, is actively seeking a highly analytical Senior Quantitative Analyst (Quant) to join their fully remote trading strategy and risk management team. This role demands a sophisticated understanding of financial markets, advanced mathematical modeling, and statistical analysis. You will be responsible for developing, implementing, and maintaining complex pricing models, risk assessment frameworks, and algorithmic trading strategies. Your expertise will be crucial in evaluating financial instruments, managing portfolio risk, and identifying arbitrage opportunities.
The ideal candidate will possess a strong quantitative background with extensive experience in financial modeling, econometrics, and programming. Proficiency in languages such as Python, C++, R, or MATLAB is essential, along with a deep understanding of derivatives pricing, fixed income, and equity markets. You will work with large datasets, employing statistical techniques and machine learning algorithms to extract insights and build predictive models. This is a remote-first position, requiring exceptional analytical skills, a rigorous approach to problem-solving, and the ability to communicate complex quantitative concepts clearly and concisely to both technical and non-technical audiences. Experience with high-frequency trading (HFT) environments, market microstructure, and sophisticated risk management systems is highly desirable. You will play a pivotal role in driving the firm’s quantitative research and development efforts, contributing directly to its trading performance and risk mitigation strategies. Join our elite remote team and make a significant impact on the future of finance.
The ideal candidate will possess a strong quantitative background with extensive experience in financial modeling, econometrics, and programming. Proficiency in languages such as Python, C++, R, or MATLAB is essential, along with a deep understanding of derivatives pricing, fixed income, and equity markets. You will work with large datasets, employing statistical techniques and machine learning algorithms to extract insights and build predictive models. This is a remote-first position, requiring exceptional analytical skills, a rigorous approach to problem-solving, and the ability to communicate complex quantitative concepts clearly and concisely to both technical and non-technical audiences. Experience with high-frequency trading (HFT) environments, market microstructure, and sophisticated risk management systems is highly desirable. You will play a pivotal role in driving the firm’s quantitative research and development efforts, contributing directly to its trading performance and risk mitigation strategies. Join our elite remote team and make a significant impact on the future of finance.
This advertiser has chosen not to accept applicants from your region.
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