quantitative analyst

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

Mr. Cooper

<div><div>At Mr. Cooper Group, You Make the Dream Possible.</div><div></div><div>
Our purpose is simple: Keeping the dream of homeownership alive. As a Mr. Cooper Group team member, you play a big role in making that dream possible. Around here, we know our roles and work together, volunteer to make a difference, and challenge the status quo when needed. Everything we do is in the care and service of our teammates and our customers.</div><div></div><div>
Join us and make the dream of home ownership possible!</div><div>
Design and develop quantitative models using statistical analysis, mathematical modeling, and programming languages like Python, R, or MATLAB. Analyze large datasets to extract meaningful insights, identify trends, correlations, and patterns relevant to the development of quantitative models. Implement and validate statistical techniques, machine learning algorithms, and financial models to support decision-making processes.<br>
Validate models by comparing outputs against historical data and market observations, ensuring accuracy and reliability.<br>
Document model methodologies, validation procedures, and results comprehensively to comply with regulatory requirements and facilitate knowledge sharing.<br>
Assess and mitigate risks associated with quantitative models, ensuring models adhere to risk management policies and guidelines.</div><div></div><div><div><div><div><div><div><div><div><br>
Mr. Cooper Group 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, or status as a protected veteran. EOE/M/F/D/V</div></div></div></div></div></div></div></div><div></div><div>
Job Requisition ID:</div>
024324<div></div><div>
Job Category:</div>
Business Operations<div></div><div>
Primary Location City:</div>
Chennai<div></div><div>
Primary Location Region:</div>
Tamil Nadu<div></div><div>
Primary Location Postal Code:</div>
600089<div></div><div>
Primary Location Country:</div>
India<div></div><div>
Additional Posting Location(s):</div>
NSM_Bangalore</div><div></div>

Quantitative Analyst II

TRB 360

<div>
 <p>
  Quantitative Analyst
 </p>
 <p>
  Location: &Idot;stanbul / Ankara
 </p>
 <p>
  Work Model: Hybrid
 </p>
 <p>
  <br/>
 </p>
 <p>
  About the Role
 </p>
 <p>
  <br/>
 </p>
 <p>
  We are supporting one of our client companies in their search for a Quantitative Analyst. The selected candidate will play a key role in advancing the company&rsquo;s AI models. Working with large-scale financial and operational datasets, you will design, test, and optimize predictive frameworks that strengthen forecasting, risk analytics, and quantitative strategies.
 </p>
 <p>
  <br/>
 </p>
 <p>
  This role bridges research and execution, turning data-driven insights into actionable market strategies by applying innovative statistical and algorithmic methods.
 </p>
 <p>
  <br/>
 </p>
 <p>
  Responsibilities
 </p>
 <p>
  <br/>
 </p>
 <ul>
  <li>
   Conduct in-depth statistical analysis and modeling on financial and operational datasets.
  </li>
  <li>
   Ensure model quality, theoretical soundness, and consistency through both qualitative and quantitative assessments.
  </li>
  <li>
   Transform academic and industry research into actionable insights.
  </li>
  <li>
   Develop new models, generate signals, and convert them into applicable strategies.
  </li>
  <li>
   Calibrate strategies across different products and adapt them to changing market conditions.
  </li>
  <li>
   Design and execute backtesting and scenario analyses to assess model behavior under historical market conditions.
  </li>
  <li>
   Collaborate with cross-functional teams to ensure seamless integration of AI models into defined objectives.
  </li>
 </ul>
 <p>
  <br/>
 </p>
 <p>
  Required Qualifications
 </p>
 <p>
  <br/>
 </p>
 <ul>
  <li>
   Bachelor&rsquo;s or Master&rsquo;s degree in Financial Engineering, Data Science, Statistics, Mathematics, Economics, Computer Engineering, or a related discipline.
  </li>
  <li>
   Minimum 2 years of experience in quantitative analysis, data science, or related analytical roles.
  </li>
  <li>
   Proficiency in Python, R, or C++ for quantitative modeling and simulation.
  </li>
  <li>
   Strong foundation in time-series analysis and financial data modeling.
  </li>
  <li>
   Excellent analytical reasoning and problem-solving ability.
  </li>
 </ul>
 <p>
  <br/>
 </p>
 <p>
  Preferred Qualifications
 </p>
 <p>
  <br/>
 </p>
 <ul>
  <li>
   Experience with machine learning or deep learning for financial data applications.
  </li>
  <li>
   Familiarity with big data and cloud environments (e.g., Spark, AWS, GCP).
  </li>
  <li>
   Experience with financial data APIs (Bloomberg, Refinitiv, yFinance, etc.).
  </li>
  <li>
   Relevant certifications such as CFA, FRM, or training in Quantitative Finance.
  </li>
 </ul>
 <p>
  <br/>
 </p>
 <p>
  Soft Skills
 </p>
 <p>
  <br/>
 </p>
 <ul>
  <li>
   Ability to communicate complex quantitative and financial concepts clearly to non-technical stakeholders.
  </li>
  <li>
   Strong cross-team collaboration and coordination capabilities.
  </li>
  <li>
   Proactive, solution-oriented, and adaptable in fast-changing market environments.
  </li>
 </ul>
 <p>
 </p>
</div>


Quantitative Analyst (İstanbul- Ankara)

Macquarie Group

<div><div><div><div><div><div><div><div><div><div>We are looking for an experienced professional to join our team as an Energy Quantitative Analyst, focusing on derivatives pricing and physical asset modelling within our Commodities and Global Markets group. This role will be based in our Houston office.<br>
</div><div></div><br>
<div>As part of the Quantitative Strategist team, you will use advanced quantitative methods to build models that support our energy trading desks in derivatives valuation and asset optimization, aiming to grow revenue and improve operations and risk management.<br>
</div><div></div><br>
<div>Your success will be driven by your passion for solving complex problems, designing innovative quantitative models, and delivering impactful solutions. Strong communication skills, the ability to collaborate with traders and stakeholders in a fast-paced environment, and extensive knowledge of energy markets are essential.<br>
</div></div></div><div></div><br>
<div><div><div>At Macquarie, our advantage is bringing together diverse people and empowering them to shape all kinds of possibilities. We are a global financial services group operating in 31 markets and with 56 years of unbroken profitability. You&rsquo;ll be part of a friendly and supportive team where everyone - no matter what role - contributes ideas and drives outcomes.</div>
</div></div></div></div></div><div><div><div><div>What role will you play?</div></div><div><br>
</div></div><div><div><div><div><div>In this role, you will provide quantitative expertise to traders, structurers, and risk managers and develop and maintain production-grade quantitative models and tools for derivative pricing, risk management, and physical asset valuation. One a day-to-day basis, you will research and implement new valuation models, including optimization techniques for physical assets such as power plants, storage facilities, and renewable energy projects and enhance and industrialize existing pricing, risk, and data analysis tools for integration into the front office platform. You will also perform scenario analysis and simulations to support trading strategies and decision-making.</div>
</div></div></div></div></div><div><div><div><div>What you offer</div></div><div><br>
</div></div><div><div><div><div><div><div><ul><li>At least 5 years of experience in a similar role, preferably within energy markets.
</li><li>A top-tier M.S. or Ph.D. in a quantitative discipline (e.g., mathematics, physics, engineering, or computer science).
</li><li>Strong programming skills, with experience in Python, C++, or other relevant programming languages.
</li><li>Extensive knowledge of energy markets, including power, and gas and in stochastic processes, numerical methods, and optimization techniques.
</li><li>Excellent problem-solving abilities and attention to detail and strong communication skills and the ability to work in a collaborative, fast-paced environment.</li><li>
This is an outstanding opportunity to be part of a global team closely aligned with revenue generation.</li></ul></div></div><br>
<div></div>
</div></div><div><div>We love hearing from anyone inspired to build a better future with us, if you're excited about the role or working at Macquarie we encourage you to apply.
</div></div></div></div></div><div><div><div><div>What we offer</div></div><div><br>
</div></div><div><div><div><div>At Macquarie, you&rsquo;re empowered to shape a career that&rsquo;s rewarding in all the ways that matter most to you. Macquarie employees can access a wide range of benefits which, depending on eligibility criteria, include:<div></div><div><br>
<ul><li>
1 wellbeing leave day per year and a minimum of 25 days of annual leave</li><li>
20 weeks&rsquo; paid parental leave for primary caregivers along with 12 days of paid transition leave upon return to work and 6 weeks&rsquo; paid leave for secondary caregivers</li><li>
2 days of paid volunteer leave and donation matching</li><li>
Benefits and initiatives to support your physical, mental and financial wellbeing such as medical, prescription drug, dental, and vision insurance; health savings account and dependent day care savings account; life insurance, disability, and other insurance plans; 401(k) and short/long term disability</li><li>
Access to our Employee Assistance Program, a robust behavioural health network with counselling and coaching services</li><li>
Access to a wide range of learning and development opportunities, including reimbursement for professional membership or subscription</li><li>
Recognition and service awards</li><li>
Hybrid and flexible working arrangements, dependent on role</li><li>
Reimbursement for work from home equipment</li></ul></div>
</div></div></div></div></div><div><div><div><div>About Commodities and Global Markets</div></div><div><br>
</div></div><div><div><div><div><div>Commodities and Global Markets is a global business offering capital and financing, risk management, market access, physical execution and logistics solutions to its diverse client base across Commodities, Financial Markets and Asset Finance.</div>
</div></div></div></div></div><div><div><div><div>Empowering all kinds of bright and driven people</div></div><div><br>
</div></div><div><div><div><div>We are committed to providing an inclusive environment for all that values and respects different experiences, skillsets and perspectives. Macquarie provides access to opportunities for all individuals regardless of race, color, religion, sex, sexual orientation, national origin, age, disability, protected veteran status, genetic information, marital status, gender identity or any other characteristic or circumstance.<div><div><br>
</div><div>We provide reasonable accommodation to individuals who may need support during the recruitment process and employment. If you require an accommodation, please let us know during the application process.</div></div></div></div></div></div></div></div></div></div></div>

Senior Energy Quantitative Analyst

Lumida Wealth

<div>
 <p>
  <strong>
   About Lumida
  </strong>
 </p>
 <p>
  <br/>
 </p>
 <p>
  Lumida is a digital-first wealth advisor for people who want access to the same opportunities as institutions &mdash; public markets, private deals, and alternatives.
 </p>
 <p>
  <br/>
 </p>
 <p>
  Our mission is to transform wealth management &mdash; combining investment excellence and the best of trust and estate planning in a modern, tech-first experience.
 </p>
 <p>
  <br/>
 </p>
 <p>
  Our team shares the same mindset as our clients &mdash; curious, original, and driven to build what doesn&rsquo;t yet exist.
 </p>
 <p>
  <br/>
 </p>
 <p>
  Recognized for our differentiated, non-consensus insights, Lumida is reshaping how modern investors build and enables its clients to invest beyond the ordinary.
 </p>
 <p>
  <br/>
 </p>
 <p>
  <strong>
   Role Overview
  </strong>
 </p>
 <p>
  <br/>
 </p>
 <p>
  We are seeking a
  <strong>
   Quantitative Equity Analyst
  </strong>
  with strong mathematical depth, scientific rigor, and a passion for systematic investing. You will build backtests, develop quantitative models, analyze factor behavior, research new alpha strategies, and support both long-only and long/short equity strategies.
 </p>
 <p>
  <br/>
 </p>
 <p>
  If you are part data scientist, part engineer, and part investor &mdash; this role is for you.
 </p>
 <p>
  <br/>
 </p>
 <p>
  <strong>
   Key Responsibilities
  </strong>
 </p>
 <p>
  <br/>
 </p>
 <p>
  <strong>
   Quant Research &amp; Backtesting:
  </strong>
 </p>
 <p>
  <br/>
 </p>
 <ul>
  <li>
   Build, test, and validate systematic equity strategies across asset classes including U.S. large &amp; SMID-cap, global markets, commodities and digital assets.
  </li>
 </ul>
 <p>
  <br/>
 </p>
 <ul>
  <li>
   Run backtests and market studies: factor signals, technical indicators, statistical hypotheses, and cross-sectional regression models.
  </li>
 </ul>
 <p>
  <br/>
 </p>
 <ul>
  <li>
   Evaluate statistical significance, robustness, decay, and real-world execution frictions.
  </li>
 </ul>
 <p>
  <br/>
 </p>
 <p>
  <strong>
   Model Development:
  </strong>
 </p>
 <p>
  <br/>
 </p>
 <p>
  <span>
   Develop and refine models for:
  </span>
 </p>
 <p>
  <br/>
 </p>
 <ul>
  <li>
   Alpha generation
  </li>
 </ul>
 <p>
  <br/>
 </p>
 <ul>
  <li>
   <span>
    Portfolio construction &amp; allocation
   </span>
  </li>
 </ul>
 <p>
  <br/>
 </p>
 <ul>
  <li>
   <span>
    Position sizing &amp; optimization
   </span>
  </li>
 </ul>
 <p>
  <br/>
 </p>
 <ul>
  <li>
   <span>
    Risk forecasting and hedging
   </span>
  </li>
 </ul>
 <p>
  <br/>
 </p>
 <ul>
  <li>
   <span>
    Performance attribution
   </span>
  </li>
 </ul>
 <p>
  <br/>
 </p>
 <ul>
  <li>
   Implement models in Python (Pandas, NumPy, scikit-learn, statsmodels).
  </li>
 </ul>
 <p>
  <br/>
 </p>
 <p>
  <strong>
   Methodology &amp; Tooling Enhancement:
  </strong>
 </p>
 <p>
  <br/>
 </p>
 <ul>
  <li>
   Stay current with academic and industry research on factor models, risk premia, and machine learning.
  </li>
 </ul>
 <p>
  <br/>
 </p>
 <ul>
  <li>
   Improve Lumida&rsquo;s backtesting infrastructure, factor libraries, and experimental workflows.Draft captions, hooks, scripts, and written content with sharp humor and clarity.
  </li>
 </ul>
 <p>
  <br/>
 </p>
 <p>
  <strong>
   Documentation &amp; Reporting:
  </strong>
 </p>
 <p>
  <br/>
 </p>
 <ul>
  <li>
   Produce clear research documents, whitepapers, dashboards, and presentations.
  </li>
 </ul>
 <p>
  <br/>
 </p>
 <ul>
  <li>
   Communicate insights with precision and strong writing skills.
  </li>
 </ul>
 <p>
  <br/>
 </p>
 <p>
  <strong>
   Ideal Candidate
  </strong>
 </p>
 <p>
  <br/>
 </p>
 <p>
  <strong>
   Education:
  </strong>
 </p>
 <p>
  <br/>
 </p>
 <ul>
  <li>
   Strong quantitative background: Mathematics, Physics, Statistics, Economics, Computer Science, or related fields.
  </li>
 </ul>
 <p>
  <br/>
 </p>
 <ul>
  <li>
   Master&rsquo;s degree or higher preferred, or CFA
  </li>
 </ul>
 <p>
  <br/>
 </p>
 <p>
  <strong>
   Technical Skills:
  </strong>
 </p>
 <p>
  <br/>
 </p>
 <ul>
  <li>
   Strong proficiency in
   <strong>
    Python
   </strong>
   (required).
  </li>
 </ul>
 <p>
  <br/>
 </p>
 <ul>
  <li>
   Experience with
   <strong>
    R, MATLAB, SQL, Excel,
   </strong>
   and standard data science/ML libraries (mlfinlab, pyfolio, backtrader etc).
  </li>
 </ul>
 <p>
  <br/>
 </p>
 <ul>
  <li>
   Strong understanding of: Probability and statistics, Linear algebra &amp; convex or non-linear optimization,&nbsp;Machine learning
  </li>
 </ul>
 <p>
  <br/>
 </p>
 <p>
  <strong>
   Quantitative &amp; Finance Knowledge:
  </strong>
 </p>
 <p>
  <br/>
 </p>
 <p>
  <span>
   Familiarity with:
  </span>
 </p>
 <p>
  <br/>
 </p>
 <ul>
  <li>
   Factor investing (value, earnings-yield, momentum, volatility, etc.)
  </li>
 </ul>
 <p>
  <br/>
 </p>
 <ul>
  <li>
   Risk management frameworks (Developing market-neutral, beta-neutral strategies, optimal hedging and position sizing frameworks)
  </li>
 </ul>
 <p>
  <br/>
 </p>
 <ul>
  <li>
   Portfolio theory (mean-variance, risk parity, optimization - eg: Black-Litterman, Markowitz, Treynor-Black models).
  </li>
 </ul>
 <p>
  <br/>
 </p>
 <ul>
  <li>
   Backtesting methodologies and empirical finance (Eg: Factor Decay and Turnover analysis, Regime analysis)
  </li>
 </ul>
 <p>
  <br/>
 </p>
 <p>
  <strong>
   Mindset &amp; Culture Fit:
  </strong>
 </p>
 <p>
  <br/>
 </p>
 <ul>
  <li>
   <span>
    Highly analytical and intensely curious &mdash; always asking &ldquo;why?&rdquo;
   </span>
  </li>
 </ul>
 <p>
  <br/>
 </p>
 <ul>
  <li>
   <span>
    Problem solver with a scientific and hypothesis-driven approach.
   </span>
  </li>
 </ul>
 <p>
  <br/>
 </p>
 <ul>
  <li>
   <span>
    Strong writing and communication skills.
   </span>
  </li>
 </ul>
 <p>
  <br/>
 </p>
 <ul>
  <li>
   <span>
    Enjoys deep work, complexity, and rigorous thinking.
   </span>
  </li>
 </ul>
 <p>
  <br/>
 </p>
 <ul>
  <li>
   <span>
    A Leader, Collaborative, and thrives in a fast-paced, high-talent environment.
   </span>
  </li>
 </ul>
 <p>
  <br/>
 </p>
 <ul>
  <li>
   <span>
    Interest in markets, quantitative investing, technology, and data.
   </span>
  </li>
 </ul>
 <p>
  <br/>
 </p>
 <p>
  <strong>
   What We Offer:
  </strong>
 </p>
 <p>
  <br/>
 </p>
 <ul>
  <li>
   A front-row seat in building next-generation quantitative capabilities at a fast-growing, AI-native RIA.
  </li>
 </ul>
 <p>
  <br/>
 </p>
 <ul>
  <li>
   Direct collaboration with the CIO and the investment team.
  </li>
 </ul>
 <p>
  <br/>
 </p>
 <ul>
  <li>
   Opportunity to publish internal whitepapers and drive strategic research directions.
  </li>
 </ul>
 <p>
  <br/>
 </p>
 <ul>
  <li>
   Above market compensation with long-term growth upside.
  </li>
 </ul>
 <p>
  <br/>
 </p>
 <p>
  <br/>
 </p>
 <p>
  <br/>
 </p>
 <p>
  <br/>
 </p>
 <p>
  <br/>
 </p>
 <p>
  <br/>
 </p>
</div>


Quantitative Equity Analyst

CoBank

<div>Benefits Overview:
<div>
A career at CoBank can offer you the opportunity to make a personal impact on the people and communities where we do business. In order to be the best, we hire the best!</div><div></div><div><b><br>
Benefits Offered by CoBank</b></div><ul><li>
Careers with a purpose</li><li>
Time-Off Packages, 15 days of vacation, 10 paid sick days and 11 paid holidays</li><li>
Competitive Compensation &amp; Incentive</li><li>
Hybrid work model: flexible arrangements for most positions</li><li>
Benefits Packages, including Medical, Dental and Vision coverage, Disability, AD&amp;D, and Life Insurance</li><li>
Robust associate training and development with CoBank University</li><li>
Tuition reimbursement for higher education up to $10k per year</li><li>
Outstanding 401k: up to 6% matching and additional 3% non-elective contribution &amp; Student Loan Match</li><li>
Community Impact: United Way Angel Day, Volunteer Day and Associate Directed Contribution</li><li>
Associate Resource Groups: creating a culture of respect and inclusion</li><li>
Recognize a fellow associate through our GEM awards</li></ul><br>
<div></div>
Job Description:
<div>
Supports CoBank initiatives by providing analytical insight and metrics to help inform business decisions. Contributes to the research and development of quantitative models, performs detailed analysis of data and output, and communicates results to relevant stakeholders.</div>
Essential Functions:
<ul><li>Contributes to the research and development of financial models incorporating credit and/or market risk elements.</li><li>
Contributes to or owns the ongoing management of existing models, which includes maintenance of data/documentation/parameters, performance monitoring, risk quantification and explanation/education of results.</li><li>
Acts as subject matter expert by presenting results, findings, conclusions and recommendations to internal and external stakeholders such as: CoBank management, Model Risk Management, CoBank business units, and external validators.</li><li>
Supports Quantitative Risk team and management during implementation of new models and/or research and development projects.</li><li>
Provides analytic support for ad-hoc analysis and development of visualizations with potential of becoming a standard for the bank.</li><li>
Researches internal and external data sources required for modeling. Investigation may require creation of new business rules for modeling purposes.</li><li>
Identifies and applies business knowledge and rules required for model development.</li><li>
Queries, manipulates, and analyzes large datasets.</li></ul>
Education:
<ul><li>Master's Degree Quantitative Finance, Mathematics, Computer Science, Statistics or other relevant discipline required</li><li>
FRM, PRM, and/or CFA certification preferred</li></ul>
Work Experience:
<ul><li>3 years in quantitative finance required</li><li>
Experience with Asset/Liability risk analyses principles such as interest rate risk, liquidity risk, funding risk, and currency risk.</li><li>
Knowledge of the current regulatory framework on risk modeling. Knowledge of agriculture industry.</li><li>
Knowledge and/or experience with credit risk modeling, loss forecasting, regression models and economic capital.</li><li>
Knowledge of financial, mathematical modeling theory and practice.</li><li>
Proficiency in statistical software packages such as SAS, Matlab, R, Python, VBA, or C++. Proficiency in data mining and understanding of relational databases, particularly in SAS and/or SQL. Demonstrated expertise in problem solving.</li><li>
Knowledge of vendor tools such as QRM, Moody&rsquo;s Risk Frontier, and Polypaths.</li><li>
Knowledge of the finance and lending industry including instrument structures/types and financial markets knowledge. Knowledge of overall risk management and finance concepts.</li></ul>
Physical Exertion Details:
<div>
Sedentary Exerting up to 10 pounds of force occasionally (Occasionally: activity or condition exists up to 1/3 of the time) and/or a negligible amount of force frequently (Frequently: activity or condition exists from 1/3 to 2/3 of the time) to lift, carry, push, pull, or otherwise move objects, including the human body. Sedentary work involves sitting most of the time, but may involve walking or standing for brief periods of time. Jobs are sedentary if walking and standing are required only occasionally and all other sedentary criteria are met.</div>
Travel Requirement Details:
<div>
Occasional Travel occurs infrequently (typically, once a month or less).</div>
About CoBank:
<div>
The typical base pay range for this role is between $98,500 - $121,180. Compensation may vary based on individual job-related knowledge, skills, expertise, and experience. This position is eligible for a discretionary annual incentive program driven by organization and individual performance. The listed salary, other compensation and benefits information is accurate as of the date of this posting. This job will be posted for a minimum of five (5) business days or until the position is filled. CoBank reserves the right to adjust compensation for all positions and to modify or discontinue benefits programs at any time in its sole discretion, subject to applicable law.</div><div></div><div><br>
CoBank is a cooperative bank serving vital industries across rural America. The bank provides loans, leases, export financing and other financial services to agribusinesses and rural power, water and communications providers in all 50 states. The bank also provides wholesale loans and other financial services to affiliated Farm Credit associations serving more than 76,000 farmers, ranchers and other rural borrowers in 23 states around the country. CoBank is a member of the Farm Credit System, a nationwide network of banks and retail lending associations chartered to support the borrowing needs of U.S. agriculture, rural infrastructure and rural communities. Headquartered outside Denver, Colorado, CoBank serves customers from regional banking centers across the U.S. and also maintains an international representative office in Singapore.</div><div></div><div><b><br>
REASONABLE ACCOMMODATION</b></div><div>
We are committed to ensuring that our online application process provides an equal employment opportunity to all applicants, including qualified individuals with disabilities. If you are an applicant with a disability, or are assisting an applicant with a disability, and require accessibility assistance or would like to request a reasonable accommodation for any aspect of the application process, including completing an application, interviewing, or otherwise participating in the employee selection process, please submit a request by emailing recruiting@cobank.com. Include your contact information and specific details about your requested accommodation.</div><div></div><div><br>
Applicants must be authorized to work for any employer in the U.S. We are unable to sponsor or take over sponsorship of an employment visa at this time.</div><div></div><div><br>
CoBank is an Equal Opportunity Employer.</div><div></div><div><br>
All qualified applicants will receive consideration for employment without regard to race, color, religion, sex, sexual orientation, national origin, disability, or status as a protected veteran.</div></div>

Quantitative Risk Analyst

<div>
 <p>
  <strong>
   Quantitative AI Developer
  </strong>
 </p>
 <p>
  <br/>
 </p>
 <p>
  <strong>
   Location:
  </strong>
  &Idot;stanbul / Ankara
 </p>
 <p>
  <strong>
   Work Model:
  </strong>
  Hybrid
 </p>
 <p>
  <br/>
 </p>
 <p>
  <strong>
   About the Role
  </strong>
 </p>
 <p>
  <br/>
 </p>
 <p>
  We are supporting one of our client companies in their search for a Quantitative AI Developer.
 </p>
 <p>
  The selected candidate will be responsible for building and maintaining AI and machine learning models that power the company&rsquo;s analytical and trading infrastructure. You will apply advanced statistical and computational methods to large-scale market and operational datasets, designing predictive systems that enhance forecasting, risk analysis, and portfolio performance.
 </p>
 <p>
  <br/>
 </p>
 <p>
  This is a highly technical and research-oriented role ideal for candidates with strong AI/ML modeling experience who are eager to see their models make a direct market impact in global commerce.
 </p>
 <p>
  <br/>
 </p>
 <p>
  <strong>
   Responsibilities
  </strong>
 </p>
 <p>
  <br/>
 </p>
 <p>
  &bull; Build advanced models leveraging large-scale and complex datasets to generate predictive insights for derivative products.
 </p>
 <p>
  &bull; Design, train, and test quantitative and machine learning models to identify predictive signals from time series and alternative data sources.
 </p>
 <p>
  &bull; Conduct in-depth quantitative and qualitative assessments of model performance, including theoretical soundness, design integrity, implementation quality, and data consistency.
 </p>
 <p>
  &bull; Research and implement machine learning algorithms to support forecasting and trading strategy development across derivative products and related markets.
 </p>
 <p>
  &bull; Develop software features and automation tools that enhance scalability, reliability, and efficiency.
 </p>
 <p>
  &bull; Build and maintain APIs, services, and back-end tools to integrate models into production environments.
 </p>
 <p>
  &bull; Collaborate closely with cross-functional teams to ensure scalable, accurate, and efficient model deployment.
 </p>
 <p>
  <br/>
 </p>
 <p>
  <strong>
   Requirements
  </strong>
 </p>
 <p>
  <br/>
 </p>
 <p>
  &bull; Bachelor&rsquo;s or Master&rsquo;s degree in Computer Engineering, Software Engineering, or a related discipline.
 </p>
 <p>
  &bull; Minimum 2 years of experience in a Quantitative Developer, AI Developer, or similar analytical role.
 </p>
 <p>
  &bull; Strong programming skills in Python (pandas, NumPy, scikit-learn, PyTorch, etc.).
 </p>
 <p>
  &bull; Solid understanding of statistics, econometrics, and machine learning principles.
 </p>
 <p>
  &bull; Experience in developing and maintaining production-level ML systems or analytical tools.
 </p>
 <p>
  &bull; Familiarity with time series modeling (ARIMA, XGBoost, LSTM, etc.) is a plus.
 </p>
 <p>
  <br/>
 </p>
 <p>
  <strong>
   Preferred Qualifications
  </strong>
 </p>
 <p>
  <br/>
 </p>
 <p>
  &bull; Experience with machine learning or deep learning applications for financial data.
 </p>
 <p>
  &bull; Familiarity with big data and cloud environments (e.g., Spark, AWS, GCP).
 </p>
 <p>
  &bull; Experience with financial data APIs (Bloomberg, Refinitiv, yFinance, etc.).
 </p>
 <p>
  &bull; Relevant certifications such as CFA, FRM, or formal training in Quantitative Finance.
 </p>
 <p>
  <br/>
 </p>
 <p>
  <strong>
   Soft Skills
  </strong>
 </p>
 <p>
  <br/>
 </p>
 <p>
  &bull; Ability to communicate complex quantitative and financial concepts clearly to non-technical stakeholders.
 </p>
 <p>
  &bull; Strong collaboration and coordination skills across technical and business teams.
 </p>
 <p>
  &bull; Proactive, solution-oriented, and adaptable in fast-changing market environments.
 </p>
</div>


Quantitative AI Developer (Istanbul- Ankara)

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