Risk Quant Modeler - New York

The Financial Analysis Data Science Center of Excellence ( CoE) is seeking a dynamic leader with a strong analytical and corporate finance background. · ...

+Job summary · The Financial Analysis Data Science Center of Excellence ( CoE) is seeking a dynamic leader with a strong analytical and corporate finance background. · +ResponsibilitiesOversee the design, development, and implementation of financial models... · ...

Join our Talent Community for New York. · Demand is strong for Python first quant developers who partner with model risk and validation teams to productionize libraries, automate back tests, and support SR 11 7 driven testing and controls. · ...

The Financial Analysis Data Science Center of Excellence ( CoE) is seeking a dynamic leader with a strong analytical and corporate finance background. · ...

The Financial Analysis Data Science Center of Excellence ( CoE) is seeking a dynamic leader with a strong analytical and corporate finance background. · ...

+As part of Risk Management and Compliance, you are at the center of keeping JPMorgan Chase strong and resilient. · +Graduate degree in a quantitative field (e.g., Statistics, Economics, Computer Science, Engineering). · Deep understanding of statistical concepts and methodologie ...

+ Bring your expertise to JPMorgan Chase. As part of Risk Management and Compliance, you are at the center of keeping JPMorgan Chase strong and resilient. You help the firm grow its business in a responsible way by anticipating new and emerging risks, and using your expert judgem ...

Bring your expertise to JPMorgan Chase as a Quant Modeling Associate Senior in the Risk Management and Compliance organization. · ...

Job summary:Enterprise risk modeling cross asset quant to develop analytics and insights across all mlp strategies supporting office cio firm wide initiatives leverage multi asset class risk and pricing analytics framework to develop insights using rich datasets integrate ai tool ...

As a Quant Modeling Associate Senior within the Risk Management and Compliance organization, you will play a critical role in maintaining JPMorganChase's strength and resilience. · ...

This position involves developing cross-asset analytics across all MLP strategies. The candidate should have hands-on experience with risk and pricing models. · Leverage multi-asset class risk and pricing analytics framework · Integrate AI tools for enhanced risk analysis · ...

We recognize that our people are our strength and the diverse talents they bring to our global workforce are directly linked to our success. · Our professionals in our Corporate Functions cover a diverse range of areas from finance and risk to human resources and marketing. ...

We are seeking a Quant Modeling Lead to drive validation projects including planning execution coordination and final delivery overseeing all phases of the model review process while also contributing individual technical assessments. · ...

Drive validation projects including planning execution coordination and final delivery overseeing all phases of the model review process while also contributing individual technical assessments. · ...

Morningstar DBRS is a global credit ratings business, formed through the July 2019 acquisition of DBRS by Morningstar, Inc., the ratings business is the fourth-largest provider of credit ratings in the world. · ...

This role involves executing proprietary research for building various types of credit rating models, such as factor models and predictive models covering asset classes of ABS, CMBS, Covered Bond, RMBS and Structured Credit. · ResponsibilitiesSupport rating methodology developmen ...

We are seeking a technically exceptional and commercially minded Vice President to join a front office Credit Quantitative Research function focused on Public Finance markets. · This opportunity is particularly well suited to experienced C++ or other object oriented language Quan ...

Wearepartneringwithahighlytechnical,AIfirstinvestmentresearchgroupapplyingquantitative methodsandmachinelearnigto globalmacroandfinancialmarkets. · This teambuildslarge-scaleAIandquantresearchsystemsthatcombinefinancialdata/statistics andmachinelearnigto understandmarketbehaviora ...

A leading multi-strategy hedge fund is hiring a Head of Model Review & Governance to join the team in NYC or Miami. · This hire will join the team and lead the function overseeing all model risk within the firm. · Oversee and coordinate model review activities across asset classe ...

+An ML Quant Research opportunity with a collaborative PhD heavy team. · +Design and implement machine learning alpha research models and forecasting models for a mix of intraday and longer hold MFT equities strategies. · Utilize LLMs, generative models, and nonstationarity model ...