- JPMorgan Chase (New York, NY)
- …of probability theory, stochastic processes, statistics, partial differential equations, and numerical analysis, with demonstrated ability to apply these concepts to ... financial modeling and risk assessment. + Deep understanding of option...such as C/C++, Python, or similar, with experience implementing numerical algorithms and developing model prototypes. + Demonstrated curiosity… more
- Wells Fargo (New York, NY)
- …Provide credible challenge within the third line of defense auditing of modeling practices in the company. This includes evaluation of development documentation, ... partners on regulatory expectations, model risk policy, and current industry modeling practices. + Produce quality deliverables suitable for senior management and… more
- JPMorgan Chase (New York, NY)
- …role, you'll drive and implement advanced analytics, optimization, and modeling for volatility trading. Key responsibilities include volatility surface calibration, ... of volatility trading analytics, including volatility surface calibration and modeling . + Develop client analytics, pre-trade and post-trade analysis, and… more
- Wells Fargo (New York, NY)
- …wellsfargojobs.com . The individual will help drive our objectives in counterparty risk modeling . The candidate will implement the PFE and XVA combined modeling ... will:** + Lead the design, implementation, and delivery of a unified and shared modeling platform for both PFE and XVA + Develop and Lead the design, implementation,… more
- JPMorgan Chase (New York, NY)
- …exotic products. The objective is to drive and implement analytics, optimization and modeling for Equity Exotic trading. **Job Summary** As the Vice President on the ... quantitative research + Solid understanding of stochastic calculus, probability theory, and numerical methods. + Strong programming skills in C++, Python and … more
- Citigroup (New York, NY)
- …programming and statistics and probability + Develop pricing models using numerical techniques for valuation including Monte Carlo Methods and partial differential ... transparency. **Qualifications:** + 6-10 years of experience in a comparable quantitative modeling or analytics role, ideally in the financial sector + Must have… more
- Citigroup (New York, NY)
- …programming and statistics and probability + Develop pricing models using numerical techniques for valuation including Monte Carlo Methods and partial differential ... with transparency. **Qualifications:** + 5-8 years of experience in a comparable quantitative modeling or analytics role, ideally in the financial sector + Must have… more
- Citigroup (New York, NY)
- …programming and statistics and probability + Develop pricing models using numerical techniques for valuation including Monte Carlo Methods and partial differential ... with transparency. **Qualifications:** + 5-8 years of experience in a comparable quantitative modeling or analytics role, ideally in the financial sector + Must have… more
- Santander US (New York, NY)
- …strong technical expertise in fixed income quantitative finance and securitized product modeling , along with a deep understanding of market risk measures and ... rigor with programming skills to support risk management and financial modeling initiatives. Independent Model Assessment and Testing: + Conduct qualitative and… more
- Publicis Groupe (New York, NY)
- …+ Build, review, and publish market response models and brand equity modeling studies + Ensure timely delivery of market response models and brand ... equity modeling studies + Partner with other Modeling ...ideas in marketing analytics **Qualifications** + Proficiency in econometrics, numerical linear algebra, multivariate analysis, and statistical learning +… more