financial quantitative analyst

GitMax

<strong>Key Responsibilities:</strong> <br> <ul> <li>Product Development: Lead the development and implementation of financial instruments, including CFDs, futures, structured products, and bespoke derivative solutions.</li> <li>Pricing Models &amp; Execution Algorithms: Design and maintain pricing models and execution algorithms to ensure efficient price discovery, fair valuation, and competitive spreads.</li> <li>Market Integration: Oversee the integration of market data sources, prime brokers, and liquidity providers for new and existing products.</li> <li>Stakeholder Collaboration: Work closely with senior management, trading desks, and liquidity teams to refine and enhance product offerings.</li> <li>Quantitative Expertise: Act as the primary quant expert supporting the dealing desk, optimizing pricing models and execution logic for trading efficiency.</li> <li>Trading Support: Provide real-time technical support to trading operations, troubleshooting pricing anomaliesand refining execution logic.</li> <li>Infrastructure Enhancement: Collaborate with developers to improve trading infrastructure, enhance automation, and optimize algorithmic execution models.</li> <li>Backtesting &amp; Implementation: Oversee the development, backtesting, and implementation of proprietary pricing engines for seamless integration into the firm s trading architecture.</li> <li>Market Monitoring: Implement quant-driven monitoring tools to track market microstructure, liquidity depth, and trading performance.</li> <li>Orchestration &amp; System Optimization: Ensure flawless orchestration across all trading systems and work closely with development teams to ensure timely delivery of essential features.</li> </ul> <br> <strong>Requirements:</strong> <br> <ul> <li>5+ years in Spot FX, Derivatives (Futures, Options, Swaps), Structured Products, and CFDs.</li> <li>Quantitative Expertise: Strong knowledge of derivatives pricing, market-making models, and algorithmic execution strategies.</li> <li>Mathematical Modeling: Deep understanding of yield curve modeling, volatility surfaces, and stochastic pricing models.</li> <li>Financial Background: Experience in banks, hedge funds, brokers, or proprietary trading firms in quant-based roles.</li> <li>Technical Skills: Proven track record in quantitative modeling, data analysis, and trading system development.</li> <li>API &amp; Market Microstructure: Expertise in API-driven pricing engines, order book dynamics, and real-time market integration.</li> <li>Risk &amp; Hedging: Experience with quant-based hedging algorithms and risk control frameworks.</li> <li>Languages: Fluent in English (spoken and written).</li> </ul> <strong>Conditions:</strong> <br> <ul> <li>Open to candidates worldwide within GMT +4 ( 1 hour) or those willing to work in this timezone.</li> <li>Competitive compensation and an opportunity to work with a leading global financial institution.</li> </ul>

Quantitative Financial Engineer

William o'neil India

<div><div><div><h2 class="jobSectionHeader"><b>About Us</b></h2></div><div><p>
O'Neil Global Advisors (OGA) is an investment advisor that builds algorithmic strategies based on proprietary quantitative factor research pioneered by investing legend William J. O'Neil. Bill's methodology has achieved consistent success over more than five decades, and OGA's strategies provide our clients with an exclusive way to capture the success of his powerful and disciplined approached to investing. We develop strategies that are inspired by Bill's disciplined quantitative approach and incorporate his desire for constant improvement through ongoing backtesting.</p></div></div><div><div><h2 class="jobSectionHeader"><b>
Summary</b></h2></div><div><p>
Responsible for the gathering, cleaning, and analyzing time series data. Together with our team of data scientists and portfolio managers, the Quantitative Analyst I will develop new tools and data sets that support our factor research and investment management activities.</p></div></div><div><div><h2 class="jobSectionHeader"><b>
Duties and Responsibilities</b></h2></div><div><ul><li>
Works independently on variety of data collection and data analysis projects</li><li>
Build, clean, and transform various time series data sets</li><li>
Work with unstructured data to extract relevant features</li><li>
Analyze large data sets and generate descriptive statistics</li><li>
Build scripts in Python and SQL</li><li>
Document the data sets in Confluence</li><li>
Work with developers to troubleshoot and fix data issues</li><li>
Track and report on data issues using Jira</li><li>
Provide support to our data science and investment management teams</li><li>
Perform other duties as requested by management</li></ul></div></div><div><div><h2 class="jobSectionHeader"><b>
Qualifications &amp; Requirements</b></h2></div><div><ul><li>
Bachelor&rsquo;s degree in STEM or Finance is required</li><li>
Highly skilled in writing SQL queries to gather, analyze, and clean market data</li><li>
Excellent working knowledge of descriptive and inferential statistics</li><li>
Ability to write prototype quality code using Python</li><li>
Course work or personal interest in equity investment is a plus</li><li>
Must have excellent Excel and PowerPoint skills</li><li>
Perform all work and activities with honesty and integrity</li><li>
Effectively communicate (and listen) clearly, professionally, politely and persuasively in all situations; respond well and in a reasonable, timely manner</li><li>
Challenge conventional practices and use creativity and information to lead, innovate, problem solve, and implement ideas to contribute to the growth of the organization</li><li>
Collaborates with co-workers to achieve common goals</li><li>
Take personal responsibility for productivity, quality and timeliness of work</li></ul></div></div><div><div><h2 class="jobSectionHeader"><b>
Working Conditions</b></h2></div><div><p>
While performing the duties of this job, the employee is regularly required to sit and use hands to type. Moderate travel. The noise level in the work environment is usually moderate. Reasonable accommodations may be made to enable individuals with disabilities to perform the essential functions.</p></div></div><div><div><h2 class="jobSectionHeader"><b>
Equal Opportunity Employer</b></h2></div><div><p>
O'Neil Global Advisors is an equal opportunity employer. All aspects of employment including the decision to hire, promote, discipline, or discharge, will be based on merit, competence, performance, and business needs. We do not discriminate on the basis of race, color, religion, marital status, age, national origin, ancestry, physical or mental disability, medical condition, pregnancy, genetic information, gender, sexual orientation, gender identity or expression, veteran status, or any other status protected under federal, state, or local law.</p></div></div></div>

Quantitative Analyst I

Commonwealth Bank of Australia

<div><p><b>Organization: </b>At CommBank, we never lose sight of the role we play in other people&rsquo;s financial wellbeing. Our focus is to help people and businesses move forward to progress. To make the right financial decisions and achieve their dreams, targets, and aspirations. Regardless of where you work within our organisation, your initiative, talent, ideas, and energy all contribute to the impact that we can make with our work. Together we can achieve great things.
<br>
<br>
<b>Job Title: </b>Chapter Lead CBA India Quants chapter - Quantitative Solutions Group
<br>
<b>Location: </b>Bengaluru - Manyata Tech Park
<br>
<br>
<b>Business &amp; Team:
</b></p><p>You will be part of a highly driven Quantitative Solutions team providing analytical solutions to the public side of IB&amp;M.
</p><p>We aim to develop scalable and industrialised infrastructure that will change the way we work by eliminating risks, providing new insights, increasing our service quality, and creating capacity. This will enable the business resources to focus on delivering production innovation to our customers.<br>
</p><p><br>
<b>Impact &amp; contribution:
</b></p><p>We are a highly driven Front Office Quantitative Solutions Group, providing market and client insights to the front-line sales and trading. Working very closely with trading, sales, IT, quants and structurers across Global Markets and Commodities Trade Carbon. We are focused on delivering key products to the various clients such Corporates, Central Banks, Asset Managers, and other financial institutions where we have a strategic advantage.
<br>
<br>
<b>Roles &amp; Responsibilities:
</b></p><ul><li>Leading a team of seasoned professionals in the domain and coordinating with various stakeholders like Global Markets Trading desk/ CTC trading desk/ Model Validation/ Market Risk/ Market data teams
</li><li>Maintaining and supporting the existing pricing tools for FICC trading and sales
</li><li>Are knowledgeable in producing and deriving market data via the pricing processes, how they change under different market scenarios and the limitations of different pricing models under a range of market scenarios
</li><li>Pride themselves on their ability to liaise with various stakeholders providing supporting and developing relationships
</li><li>Are knowledgeable assisting traders in pricing and hedging and assisting sales in preparing client facing analytics
</li><li>Query Murex and its processes and understand how the underlying pricing and risk routines operate
</li><li>Applying in-depth understanding of Murex including pricing and market risk capital calculations
</li></ul><p></p><p><b>Essential Skills:
</b></p><ul><li>Strong knowledge in Commodity markets, Global markets <b>, </b>Market Risk and derivative pricing or similar hands-on experience
</li><li>Strong experience of people management in quantitative research domain
</li><li>Advanced Python knowledge and experience
</li><li>Experience and deep knowledge of Murex
</li><li>Strong attention to detail with problem solving abilities
</li><li>Proficient experience in major computer languages, such as C++/C# will be highly valued
</li><li>Model governance and performance testing of FO pricing models
</li><li>Demonstratable numerical analysis skills
</li><li>Excellent spoken and technical written communications skills with strong influencing and interpersonal abilities
</li>Tertiary qualifications in a numerate, engineering and / or IT based discipline or relevant industry experience.<br>
<li>
</li></ul><p><br>
<b>Education: </b>Master&rsquo;s degree in Statistics, Mathematics.
</p><p></p><div><div><div><div><div><div><div><p>If you're already part of the Commonwealth Bank Group (including Bankwest, x15ventures), you'll need to apply through Sidekick to submit a valid application. We&rsquo;re keen to support you with the next step in your career.
</p><p></p><p>We're aware of some accessibility issues on this site, particularly for screen reader users. We want to make finding your dream job as easy as possible, so if you require additional support please contact HR Direct on 1800 989 696.
</p></div></div></div></div></div></div></div><p></p>Advertising End Date: 27/11/2025</div>

Chapter Lead CBA India Quants chapter

<strong>Office</strong> <br> <br>We are looking for a Quantitative Trader to develop and test original trading models from the ground up. This role focuses on designing fundamentally new strategies using statistical analysis, probabilistic reasoning, and machine learning. This is not a template-based or traditional derivatives trading position  we value creativity, initiative, and independence.<br> <br> <strong>Key Responsibilities:</strong> <br> <ul> <li>Research and build quantitative trading models and signal-generation algorithms;</li> <li>Invent and validate new market factors and features;</li> <li>Work with large historical datasets using a well-established backtesting infrastructure;</li> <li>Contribute to cross-market and cross-asset models with real capital exposure;</li> <li>Earn performance-based bonuses tied to the profitability of your models (top performers can earn multiples of their base compensation).</li> </ul> <br> <strong>Requirements:</strong> <br> <ul> <li>Proficient in Python (numpy, pandas, sklearn, etc.);</li> <li>Solid knowledge of probability theory, statistics, and econometrics;</li> <li>Experience with ML frameworks is a plus;</li> <li>Ability to design and implement models independently, not just fine-tune existing ones;</li> <li>English proficiency required;</li> </ul> <br> <strong>Why Join Us:</strong> <br> <ul> <li>Work on real models deployed across diverse global markets;</li> <li>Lean team structure with high impact and visibility;</li> <li>Tight-knit, high-caliber quant team (3 5 people max);</li> <li>Clear path from intern to core trader with strategic ownership opportunities</li> </ul>

Quantitative Trader

Wells Fargo

<div><b>About this role:</b><br>
<br>
Wells Fargo is seeking a Quantitative Analytics Specialist.<br>
<br>
<b>In this role, you will:</b><ul><li>
Develop, implement, and calibrate various analytical models</li><li>
Perform highly complex activities related to financial products, business analysis and modeling</li><li>
Perform basic statistical and mathematical models using Python, R, SAS, C++ and SQL</li><li>
Perform analytical support and provide insights regarding a wide array of business initiatives</li><li>
Provide solutions to business needs and analyze workflow processes to make recommendations for process improvement in risk management</li><li>
Collaborate and consult with peers, colleagues, managers, and regulators to resolve issues and achieve goals</li></ul><b>
Required Qualifications:</b><ul><li>
2+ years of Quantitative Analytics experience, or equivalent demonstrated through one or a combination of the following: work experience, training, military experience, education</li><li>
Master's degree or higher in statistics, mathematics, physics, engineering, computer science, economics, or quantitative discipline</li></ul><b>
Desired Qualifications:</b><ul><li>
Strong mathematical, statistical, analytical and computational skills along with programming skills</li><li>
Strong communication skills for a variety of audiences (other technical staff, senior management and regulators) both verbally and in writing</li><li>
Capability to multi-task and finish work within strict timelines and provide timely requests for information and follow-up questions</li><li>
Ability to work independently on complex model validations from start to finish</li><li>
Able to demonstrate first-hand knowledge of advanced topics in various mathematical and numerical methods such as Monte Carlo, stochastic calculus, differential equations, linear algebra, applied probability, and statistics;</li><li>
Skill in managing relationships with key model stakeholders</li><li>
Eagerness to contribute collaboratively on projects and discussions</li><li>
Perpetual interest in learning something new, but being comfortable with not knowing the all the answers</li><li>
Attention to detail in both analytics and documentation</li><li>
Aptitude for synthesizing data to 'form a story' and align information to contrast/compare to industry perspective</li><li>
Intellectually curious, who enjoy solving problems.</li></ul><b>
Job Expectations:</b><ul><li>
Performing model validations and clearly documenting evidence of validation activities</li><li>
Develop benchmarking and alternative models in Python/R/Matlab/SAS</li><li>
Conducting model replication and review of model documentation</li><li>
Providing effective challenge to models developed in/for the lines of business, including identifying conceptual weaknesses in a model and understanding tradeoffs with other approaches</li><li>
Managing and mitigating model risk to meet or exceed regulatory and industry standards</li><li>
Providing leadership and consultation to less experienced validators and business partners</li><li>
Communicating model risk findings and limitations to key stakeholders</li><li>
Contributing to the improvement of model building and model use practices</li><li>
Providing analytical support and offering insights regarding a wide array of business initiatives</li><li>
Interacting with senior management and regulators on key modeling issues, including the identification, management, and mitigation of model risk</li><li>
Proactively following the industry trend to apply and develop new technology as part of R&amp;D to improve efficiency</li><li>
Adoption of Gen AI tools</li></ul><b>
Posting End Date:</b>
<br>
13 Nov 2025<br>
<b>*Job posting may come down early due to volume of applicants.</b>
<br>
<br>
<b>We Value Equal Opportunity</b><br>
<br>
Wells Fargo is an equal opportunity employer. All qualified applicants will receive consideration for employment without regard to race, color, religion, sex, sexual orientation, gender identity, national origin, disability, status as a protected veteran, or any other legally protected characteristic.<br>
<br>
Employees support our focus on building strong customer relationships balanced with a strong risk mitigating and compliance-driven culture which firmly establishes those disciplines as critical to the success of our customers and company. They are accountable for execution of all applicable risk programs (Credit, Market, Financial Crimes, Operational, Regulatory Compliance), which includes effectively following and adhering to applicable Wells Fargo policies and procedures, appropriately fulfilling risk and compliance obligations, timely and effective escalation and remediation of issues, and making sound risk decisions. There is emphasis on proactive monitoring, governance, risk identification and escalation, as well as making sound risk decisions commensurate with the business unit's risk appetite and all risk and compliance program requirements.<br>
<br>
Candidates applying to job openings posted in Canada: Applications for employment are encouraged from all qualified candidates, including women, persons with disabilities, aboriginal peoples and visible minorities. Accommodation for applicants with disabilities is available upon request in connection with the recruitment process.<br>
<br>
<b>Applicants with Disabilities</b><br>
<br>
To request a medical accommodation during the application or interview process, visit Disability Inclusion at Wells Fargo .<br>
<br>
<b>Drug and Alcohol Policy</b><br>
<br>
Wells Fargo maintains a drug free workplace. Please see our Drug and Alcohol Policy to learn more.<br>
<br>
<b>Wells Fargo Recruitment and Hiring Requirements:</b><br>
<br>
a. Third-Party recordings are prohibited unless authorized by Wells Fargo.<br>
<br>
b. Wells Fargo requires you to directly represent your own experiences during the recruiting and hiring process.</div>

Quantitative Analytics Specialist (QAS)

Eksim Enerji

<div>
 <p>
  <strong>
   About Eksim Holding
  </strong>
 </p>
 <p>
  <br/>
 </p>
 <p>
  Our journey, which began in 1986 with foreign trade, has evolved into a powerful ecosystem shaping Turkey&rsquo;s economy across energy, food, electricity distribution, venture capital, and technology.
 </p>
 <p>
  As Eksim Holding, we lead sustainable growth through investments in renewable energy, food production, electricity distribution, and EV charging systems.
 </p>
 <p>
  Respect, environmental awareness, efficiency, and commitment to ethical values are the cornerstones of our corporate culture, which places people and technology at its core.
 </p>
 <p>
  With more than 20 group companies and over 10,000 employees, we represent a dynamic ecosystem moving toward a shared goal across diverse fields.
 </p>
 <p>
  <br/>
 </p>
 <p>
  Rol ve Sorumluluklar
 </p>
 <p>
  <strong>
   Key Responsibilities
  </strong>
 </p>
 <ul>
  <li>
   <strong>
    Trading Analytics:
   </strong>
   Maintain day ahead and futures forecast models, dashboards, "ad-hoc analysis".
  </li>
  <li>
   <strong>
    Signal Engineering:
   </strong>
   Develop "Python/SQL" pipelines for price, demand, renewable outputs; apply "ML/fundamental" models to improve hit-rate and stability.
  </li>
  <li>
   <strong>
    Market Ops Support:
   </strong>
   Assist with nominations/positions analytics; "ETRM" records; daily limit and compliance checks.
  </li>
  <li>
   <strong>
    Data &amp; Integrations:
   </strong>
   Build connectors to exchanges, APIs; ensure "data quality", "lineage", and auditability.
  </li>
  <li>
   <strong>
    Opportunity Scouting (CEE/SEE):
   </strong>
   Screen cross-border spreads, "JAO/SEECAO", "TE&Idot;A&Scedil;" (TCAT) auctions.
  </li>
  <li>
   <strong>
    Stakeholder Engagement:
   </strong>
   Join strategy meetings; translate analytics into trade ideas; write runbooks and automate repetitive tasks.
  </li>
 </ul>
 <p>
  <br/>
 </p>
 <p>
  <strong>
   Must-Have Qualifications
  </strong>
 </p>
 <ul>
  <li>
   <strong>
    0&ndash;2 years
   </strong>
   in a quantitative role (trading, data science, research, or similar).
  </li>
  <li>
   "Strong
   <strong>
    Python"
   </strong>
   (pandas, NumPy, scikit-learn) and "
   <strong>
    SQL"
   </strong>
   ; clean code and
   <strong>
    Git
   </strong>
   .
  </li>
  <li>
   ML fundamentals for time series: feature engineering, cross-validation, drift &amp; regime awareness, overfit control.
  </li>
  <li>
   <strong>
    Excellent English
   </strong>
   , written/oral communication.
  </li>
  <li>
   Bias-to-action, skeptical/analytical mindset, excellent time management.
  </li>
 </ul>
 <p>
  <br/>
 </p>
 <p>
  <strong>
   Nice-to-Have (Pluses)
  </strong>
 </p>
 <ul>
  <li>
   "Power market literacy": "DA/ID mechanics", "futures, balancing", "ETRM basics".
  </li>
  <li>
   <strong>
    "CEE/SEE markets":
   </strong>
   "TCAT"/"HUPX"/"IBEX"/"ENEX"; "
   <strong>
    SEECAO/JAO
   </strong>
   auctions"; "
   <strong>
    EP&Idot;A&Scedil;"
   </strong>
   and "
   <strong>
    TE&Idot;A&Scedil; (TCAT)"
   </strong>
   .
  </li>
  <li>
   Experience with "REST APIs", and "BI" ("Power BI").
  </li>
 </ul>
 <p>
 </p>
</div>


Quantitative Analyst

Value Tech Consulting

The Role
<br>We are seeking a dynamic and detail-oriented Financial Research Analyst to join our team in Dubai. The ideal candidate will play a critical role in analyzing financial data, market trends, and investment opportunities to support informed decision-making and contribute to our company's growth and success. Responsibilities: - Conduct comprehensive financial research and analysis to identify trends, risks, and opportunities. - Prepare detailed reports and presentations on financial data and market conditions. - Monitor economic and industry developments affecting investment strategies. - Collaborate with portfolio managers and stakeholders to provide actionable insights. - Evaluate financial statements, market reports, and company filings to support investment decisions. - Utilize quantitative methods and financial models to forecast potential outcomes and investment performance. - Maintain up-to-date knowledge of financial markets, regulations, and best practices.
<br><br>
Requirements
<br><ul>
<li>Bachelor’s degree in Finance, Economics, Accounting, or a related field. - Proven experience as a Financial Research Analyst or similar role. - Strong analytical and quantitative skills with proficiency in financial modeling and data analysis tools. - Excellent understanding of financial markets, instruments, and investment strategies. - Proficient in Microsoft Excel, financial databases (e.g., Bloomberg, Reuters), and statistical software. - Good communication and presentation skills, with the ability to convey complex information clearly. - Detail-oriented with strong organizational and problem-solving abilities. - Ability to work independently and as part of a collaborative team in a fast-paced environment. - Fluency in English; knowledge of Arabic is a plus.</li>
</ul>
About the company
<br>Value Tech Consulting is a complete Information Technology company offering innovative technology solutions from small size to large size brands across the world.

Investment Analyst

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