1,225 Investment Strategies jobs in the United States
Quantitative Analyst - Investment Strategies
92101 San Diego Country Estates, California
$120000 Annually
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Posted today
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Our client is seeking a brilliant Quantitative Analyst to join their sophisticated Investment Strategies team. This role is pivotal in developing and implementing cutting-edge quantitative models and trading strategies. You will work with large datasets, employing advanced statistical and mathematical techniques to identify market opportunities and manage risk. Responsibilities include designing, backtesting, and deploying algorithmic trading strategies, conducting in-depth market research, collaborating with portfolio managers and traders to refine investment approaches, and ensuring the integrity and performance of quantitative models. The ideal candidate will have a Master's or Ph.D. in a quantitative field such as Mathematics, Statistics, Physics, Computer Science, or Economics, coupled with a minimum of 4 years of experience in quantitative finance, ideally within an investment bank or hedge fund. Proficiency in programming languages like Python, R, C++, or Java is essential, along with strong knowledge of financial markets and derivatives. Excellent analytical, problem-solving, and communication skills are required to present complex findings to diverse audiences. This position involves a hybrid work model, combining focused individual work with collaborative team sessions in our **San Diego, California, US** office.
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0
Quantitative Analyst, Investment Strategies
49503 Grand Rapids, Michigan
$120000 Annually
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Posted 4 days ago
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Job Description
Our client is seeking a highly analytical and detail-oriented Quantitative Analyst to join their esteemed Banking & Finance division. This is a fully remote position, offering a flexible and dynamic work environment for individuals with a passion for financial markets and data-driven decision-making. You will be responsible for developing, implementing, and maintaining complex financial models, risk assessment tools, and trading strategies. The role requires a strong mathematical background, proficiency in programming languages commonly used in finance, and a deep understanding of financial instruments and market dynamics. This is a remote-first opportunity for candidates in or near **Grand Rapids, Michigan, US**.
Responsibilities:
Responsibilities:
- Develop and implement sophisticated quantitative models for pricing derivatives, portfolio optimization, and risk management.
- Conduct in-depth statistical analysis of market data to identify trading opportunities and assess risk.
- Design and backtest trading strategies, using historical data to evaluate their potential performance and robustness.
- Collaborate with portfolio managers and traders to provide quantitative insights and support investment decisions.
- Build and maintain high-performance computing infrastructure for financial modeling and analysis.
- Write clean, efficient, and well-documented code in languages such as Python, R, C++, or MATLAB.
- Monitor market developments and regulatory changes impacting financial modeling and trading.
- Present complex quantitative findings in a clear and concise manner to both technical and non-technical audiences.
- Contribute to the continuous improvement of analytical tools and methodologies within the team.
- Master's degree or Ph.D. in a quantitative field such as Mathematics, Statistics, Physics, Computer Science, or Financial Engineering.
- Proven experience (3+ years) as a Quantitative Analyst or similar role in the financial industry.
- Strong programming skills in Python, R, C++, or MATLAB, with experience in relevant libraries (e.g., NumPy, SciPy, Pandas).
- Solid understanding of stochastic calculus, time series analysis, and statistical modeling.
- Knowledge of financial markets, derivatives, and fixed income securities.
- Excellent problem-solving abilities and meticulous attention to detail.
- Ability to work independently and collaboratively in a remote setting.
- Strong communication skills for presenting technical concepts.
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1
Quantitative Analyst - Investment Strategies
90001 Los Angeles, California
$145000 Annually
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Posted 6 days ago
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Job Description
Our client, a leading financial institution, is seeking a highly analytical and detail-oriented Quantitative Analyst to join their prestigious Investment Strategies team in **Los Angeles, California, US**. This role is central to developing, testing, and implementing sophisticated quantitative models for trading strategies, risk management, and portfolio optimization. You will leverage your expertise in statistical modeling, econometrics, and computational finance to analyze vast datasets, identify market patterns, and derive actionable investment insights. Responsibilities include designing and backtesting trading algorithms, assessing portfolio risk exposures, and contributing to the continuous improvement of our quantitative framework. The ideal candidate will possess a strong academic background, typically a Master's or PhD in a quantitative field such as Financial Engineering, Mathematics, Statistics, Physics, or Computer Science, complemented by practical experience in the financial industry. Proficiency in programming languages commonly used in quantitative finance (e.g., Python, R, C++, MATLAB) and a deep understanding of financial markets, derivatives, and risk management principles are essential. You will work closely with portfolio managers and traders, translating complex analytical findings into clear recommendations. This position demands exceptional problem-solving skills, meticulous attention to detail, and the ability to thrive in a fast-paced, high-pressure environment. A passion for financial markets and a commitment to rigorous, data-driven decision-making are paramount. You will play a vital role in driving alpha generation and managing risk across our investment portfolios.
Key Responsibilities:
Key Responsibilities:
- Develop, implement, and backtest quantitative trading strategies.
- Build and maintain sophisticated financial models for pricing, risk management, and portfolio optimization.
- Analyze large financial datasets to identify market trends and investment opportunities.
- Perform statistical analysis and econometric modeling of financial time series.
- Assess and quantify portfolio risk exposures (e.g., VaR, Greeks).
- Collaborate with portfolio managers and traders to refine investment strategies.
- Document model specifications, assumptions, and performance results.
- Contribute to the development and improvement of the firm's quantitative infrastructure.
- Stay abreast of the latest research and techniques in quantitative finance.
- Ensure compliance with regulatory requirements and internal policies.
- Master's or PhD in Financial Engineering, Mathematics, Statistics, Physics, Computer Science, or a related quantitative field.
- Proven experience (3+ years) as a Quantitative Analyst or in a similar quantitative finance role.
- Strong programming skills in Python, R, C++, or MATLAB.
- Deep understanding of financial markets, instruments, and derivatives.
- Expertise in statistical modeling, time series analysis, and machine learning techniques.
- Familiarity with risk management frameworks and methodologies.
- Excellent analytical, problem-solving, and critical thinking abilities.
- Strong communication and presentation skills, with the ability to explain complex concepts clearly.
- Ability to work effectively under pressure and meet tight deadlines.
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2
Quantitative Analyst - Investment Strategies
92101 San Diego Country Estates, California
$160000 Annually
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Posted 6 days ago
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Job Description
Our client, a prestigious and forward-thinking investment firm, is actively seeking a highly analytical and mathematically adept Quantitative Analyst to join their elite, fully remote trading strategies team. This is a unique opportunity to work at the forefront of financial innovation, developing and implementing sophisticated quantitative models that drive investment decisions. The ideal candidate will possess a profound understanding of financial markets, advanced statistical techniques, programming proficiency, and a proven ability to translate complex data into actionable investment insights. You will be instrumental in shaping our client's competitive edge in the global financial landscape.
Responsibilities:
This is a fully remote position, offering the flexibility to work from anywhere in the US. Our client fosters a collaborative virtual environment that values intellectual curiosity and data-driven decision-making. If you are passionate about the intersection of finance, mathematics, and technology, and thrive in a dynamic, remote setting, we encourage you to apply. While based in the general region of San Diego, California, US , this role is entirely remote.
Responsibilities:
- Develop, backtest, and implement quantitative trading strategies across various asset classes.
- Conduct in-depth statistical analysis of market data to identify patterns, correlations, and predictive signals.
- Build and maintain sophisticated financial models using programming languages such as Python, R, or C++.
- Collaborate closely with portfolio managers and traders to refine strategy parameters and execution methodologies.
- Monitor and analyze the performance of live trading strategies, identifying areas for improvement and risk management.
- Research and explore new data sources and analytical techniques to enhance strategy development.
- Communicate complex quantitative concepts and findings clearly and concisely to both technical and non-technical stakeholders.
- Ensure the accuracy, robustness, and scalability of all developed models and systems.
- Stay abreast of regulatory changes and market developments affecting quantitative trading.
This is a fully remote position, offering the flexibility to work from anywhere in the US. Our client fosters a collaborative virtual environment that values intellectual curiosity and data-driven decision-making. If you are passionate about the intersection of finance, mathematics, and technology, and thrive in a dynamic, remote setting, we encourage you to apply. While based in the general region of San Diego, California, US , this role is entirely remote.
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3
Quantitative Analyst - Investment Strategies
27701 Durham, North Carolina
$110000 annum + bon
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Posted 7 days ago
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Job Description
Our client is seeking a highly skilled Quantitative Analyst to join their dynamic investment team, operating primarily remotely. This role is crucial for developing, backtesting, and implementing sophisticated investment strategies across various asset classes. You will be responsible for conducting in-depth quantitative research, building complex financial models, and performing statistical analysis to identify market opportunities and manage risk. The Quantitative Analyst will work with large datasets, employing advanced statistical and machine learning techniques to derive actionable insights. Collaboration with portfolio managers, traders, and other quantitative professionals is key to translating research findings into profitable trading strategies. You will be involved in the entire lifecycle of strategy development, from conceptualization and data acquisition to live deployment and ongoing performance monitoring. A deep understanding of financial markets, econometrics, and programming languages such as Python or R is essential. The ability to translate complex mathematical concepts into practical trading applications is paramount. This position requires exceptional analytical, problem-solving, and critical thinking skills, as well as strong communication abilities to articulate findings to both technical and non-technical audiences. As a remote team member, you must possess excellent self-management skills, be highly organized, and proficient in using virtual collaboration tools to ensure seamless teamwork and project execution. You will contribute significantly to the firm's investment performance and strategic direction.
Key Responsibilities:
Key Responsibilities:
- Develop, backtest, and implement quantitative investment strategies.
- Conduct rigorous quantitative research and statistical analysis of financial markets.
- Build and maintain complex financial models using programming languages (e.g., Python, R).
- Analyze large datasets to identify predictive patterns and market inefficiencies.
- Collaborate with portfolio managers to deploy and manage trading strategies.
- Monitor the performance of live strategies and identify areas for improvement.
- Contribute to risk management frameworks and portfolio optimization.
- Present research findings and strategy proposals to senior management.
- Stay abreast of the latest academic research and industry trends in quantitative finance.
- Ensure data integrity and accuracy in all analytical processes.
- Master's or Ph.D. in a quantitative field such as Mathematics, Statistics, Physics, Computer Science, or Financial Engineering.
- Minimum of 5 years of experience in quantitative analysis, algorithmic trading, or related roles within the financial industry.
- Expert proficiency in programming languages like Python (with libraries such as NumPy, Pandas, SciPy) and R.
- Strong understanding of financial markets, econometrics, and statistical modeling techniques.
- Experience with machine learning algorithms and their application in finance.
- Excellent analytical, problem-solving, and critical thinking skills.
- Strong written and verbal communication skills, with the ability to explain complex concepts clearly.
- Proven ability to work independently and manage time effectively in a remote setting.
- Familiarity with financial data providers (e.g., Bloomberg, Refinitiv) is a plus.
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4
Quantitative Analyst, Investment Strategies
73101 Oklahoma City, Oklahoma
$120000 Annually
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Posted 7 days ago
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Job Description
Our client, a prominent financial institution, is seeking a highly analytical Quantitative Analyst to join their team in **Oklahoma City, Oklahoma, US**. This role offers a hybrid work arrangement, combining the benefits of in-office collaboration with remote flexibility. You will be responsible for developing, implementing, and testing complex quantitative models used for investment strategy development, risk management, and portfolio optimization. Your responsibilities will include data mining, statistical analysis, and programming to build robust trading algorithms and financial instruments. You will work closely with portfolio managers, traders, and risk officers to understand market dynamics and translate business needs into quantitative solutions. The ideal candidate will possess a strong mathematical and statistical background, excellent programming skills in languages such as Python, R, C++, or Java, and experience with financial markets and instruments. Proficiency in database management and querying is essential. You should have a proven ability to work with large datasets, develop sophisticated models, and clearly communicate complex findings to both technical and non-technical audiences. We are looking for a detail-oriented, results-driven individual with a passion for finance and quantitative analysis. A Master's or Ph.D. in a quantitative field such as Mathematics, Statistics, Physics, Computer Science, or Financial Engineering, along with at least 4 years of relevant experience in a quantitative finance role, is required. Experience with machine learning techniques applied to finance is a significant advantage. Join our client to leverage your analytical prowess in shaping innovative financial strategies.
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5
Quantitative Analyst - Investment Strategies
48226 Detroit, Michigan
$130000 Annually
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Posted 7 days ago
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Job Description
Our client, a prestigious investment firm, is seeking a highly skilled and analytical Quantitative Analyst to join their dynamic trading strategies team. This role is critical in developing, implementing, and maintaining sophisticated mathematical models that drive investment decisions. You will be responsible for rigorous statistical analysis, backtesting trading strategies, and providing quantitative insights to portfolio managers. The ideal candidate will possess a deep understanding of financial markets, advanced statistical methodologies, and proficient programming skills in languages such as Python or R. You will work with large datasets, identify market patterns, and develop predictive models to enhance portfolio performance and manage risk. Collaboration is key; you will work closely with traders, researchers, and other quants to innovate and refine our quantitative approaches. Responsibilities include designing and executing research projects, developing new algorithms, and contributing to the firm's intellectual capital. A strong academic background in a quantitative discipline (e.g., Mathematics, Physics, Statistics, Computer Science, Financial Engineering) is required, coupled with significant experience in financial modeling. This position is based in our bustling Detroit, Michigan, US office, requiring a full-time commitment on-site to foster close collaboration and facilitate rapid iteration on complex financial models. We value a proactive mindset, exceptional attention to detail, and the ability to thrive in a fast-paced, results-oriented environment. The role offers significant opportunities for professional growth and exposure to diverse financial instruments and markets. Candidates must demonstrate a robust understanding of econometrics, time series analysis, and stochastic calculus. Experience with C++ or other high-performance computing languages is a significant advantage. Join a team that is at the cutting edge of quantitative finance and make a tangible impact on investment success.
Key Responsibilities:
Key Responsibilities:
- Develop and implement quantitative trading strategies.
- Perform rigorous statistical analysis and backtesting of financial models.
- Analyze market data to identify trends and opportunities.
- Build predictive models for asset pricing and risk management.
- Collaborate with portfolio managers and traders to inform investment decisions.
- Research and develop new quantitative methodologies.
- Contribute to the firm's quantitative research publications and internal knowledge base.
- Master's or PhD in a quantitative field (Mathematics, Statistics, Physics, Computer Science, Financial Engineering).
- 3+ years of experience in quantitative finance, trading, or risk management.
- Expertise in Python or R for data analysis and modeling.
- Strong knowledge of financial markets and instruments.
- Proficiency in statistical modeling, econometrics, and time series analysis.
- Experience with C++ is a plus.
- Excellent analytical, problem-solving, and communication skills.
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6
Quantitative Analyst - Investment Strategies
89101 Sunrise Manor, Nevada
$150000 Annually
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Posted 7 days ago
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Job Description
Our client, a prestigious investment bank in Las Vegas, Nevada, US , is seeking an exceptional Quantitative Analyst to join their dynamic trading and investment strategies team. This role is central to developing, testing, and implementing sophisticated mathematical models and algorithms to drive profitable investment decisions. You will be involved in rigorous data analysis, statistical modeling, and back-testing of trading strategies across various asset classes. The ideal candidate will possess a Ph.D. or Master's degree in a quantitative field such as Mathematics, Statistics, Physics, Computer Science, or Financial Engineering. A strong command of programming languages like Python, R, or C++ is essential, along with a deep understanding of financial markets and derivatives. You will work closely with portfolio managers and traders, providing insights and developing tools to optimize investment performance. Responsibilities include researching and implementing cutting-edge quantitative techniques, conducting risk analysis, and contributing to the firm's overall investment strategy. Excellent analytical, problem-solving, and communication skills are required to effectively convey complex findings to diverse audiences. This position is based in our Las Vegas, Nevada, US office, fostering direct collaboration and knowledge sharing within a high-caliber team. If you are a highly analytical individual with a passion for finance and a proven ability to leverage quantitative methods to generate alpha, we encourage you to apply for this challenging opportunity.
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7
Quantitative Analyst - Investment Strategies
90001 Los Angeles, California
$120000 Annually
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Posted 7 days ago
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Job Description
Our client, a prestigious financial institution headquartered in Los Angeles, California, US , is seeking a highly analytical and detail-oriented Quantitative Analyst to join its sophisticated Investment Strategies team. This critical role will focus on developing, backtesting, and implementing complex financial models and algorithms to drive investment decisions and enhance portfolio performance across various asset classes. You will work with large datasets, utilizing advanced statistical techniques and programming languages to identify market trends, assess risk, and uncover trading opportunities. Key responsibilities include designing and maintaining high-frequency trading algorithms, performing sophisticated risk analysis, and contributing to the development of new quantitative investment products. Collaboration with portfolio managers, traders, and technology teams will be essential to translate research findings into actionable trading strategies. The ideal candidate possesses a strong academic background in a quantitative field such as Mathematics, Statistics, Physics, Computer Science, or Financial Engineering, coupled with demonstrable experience in quantitative finance, financial modeling, and programming (Python, C++, R). A deep understanding of financial markets, derivatives, and statistical modeling techniques is paramount. This position offers a challenging and rewarding environment for individuals passionate about quantitative finance and the opportunity to work at the forefront of financial innovation in a fast-paced, collaborative setting. The role requires meticulous attention to detail, exceptional problem-solving skills, and the ability to thrive under pressure in a demanding industry.
Responsibilities:
Responsibilities:
- Develop, test, and implement quantitative trading strategies and financial models.
- Analyze large datasets using statistical methods and machine learning techniques.
- Perform rigorous backtesting and performance evaluation of trading algorithms.
- Conduct in-depth risk analysis and contribute to risk management frameworks.
- Collaborate with portfolio managers and traders to integrate quantitative insights into investment decisions.
- Develop and maintain high-quality code for research and production systems.
- Stay abreast of the latest research in quantitative finance and algorithmic trading.
- Contribute to the design and development of new quantitative investment products.
- Prepare reports and presentations on strategy performance and market analysis.
- Master's or Ph.D. in a quantitative discipline (Mathematics, Statistics, Physics, Computer Science, Financial Engineering, etc.).
- Proven experience in quantitative finance, asset management, or a related analytical field.
- Strong programming skills in Python, C++, or R, with experience in data manipulation and analysis libraries.
- Proficiency in statistical modeling, time-series analysis, and machine learning techniques.
- Solid understanding of financial markets, derivatives, and portfolio theory.
- Excellent analytical, problem-solving, and critical thinking skills.
- Ability to work independently and as part of a collaborative team.
- Strong communication and presentation skills, with the ability to explain complex concepts clearly.
- Experience with high-frequency trading environments is a plus.
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8
Quantitative Analyst, Investment Strategies
21201 Baltimore, Maryland
$150000 Annually
WhatJobs
Posted 7 days ago
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Job Description
Our client, a prestigious investment management firm with a strong presence in the financial hub of Baltimore, Maryland , is seeking a highly analytical and skilled Quantitative Analyst to contribute to the development and refinement of their investment strategies. This role offers the flexibility of remote work, allowing top talent to join from across the country.
The ideal candidate will possess a Master's or Ph.D. in a quantitative discipline such as Finance, Economics, Mathematics, Statistics, Physics, or Computer Science. A minimum of 5-7 years of experience in quantitative finance, asset management, or a related field is required. You must have a robust understanding of financial markets, portfolio theory, risk management, and econometrics. Proficiency in programming languages commonly used in quantitative analysis, such as Python, R, C++, or MATLAB, is essential. Experience with statistical modeling, machine learning techniques, and time-series analysis is highly desirable.
Responsibilities include developing, backtesting, and implementing complex trading algorithms and quantitative models. You will conduct in-depth market research, identify investment opportunities, and analyze performance data. This role involves collaborating with portfolio managers and traders to translate research findings into actionable investment decisions. You will also be responsible for risk assessment, performance attribution, and regulatory reporting. The ability to effectively communicate complex quantitative concepts to non-technical stakeholders is paramount. Strong problem-solving skills, meticulous attention to detail, and the capacity to work independently in a fast-paced, results-oriented environment are critical. This is an excellent opportunity for a talented quant professional to make a significant impact on investment performance and contribute to the growth of a respected financial institution.
The ideal candidate will possess a Master's or Ph.D. in a quantitative discipline such as Finance, Economics, Mathematics, Statistics, Physics, or Computer Science. A minimum of 5-7 years of experience in quantitative finance, asset management, or a related field is required. You must have a robust understanding of financial markets, portfolio theory, risk management, and econometrics. Proficiency in programming languages commonly used in quantitative analysis, such as Python, R, C++, or MATLAB, is essential. Experience with statistical modeling, machine learning techniques, and time-series analysis is highly desirable.
Responsibilities include developing, backtesting, and implementing complex trading algorithms and quantitative models. You will conduct in-depth market research, identify investment opportunities, and analyze performance data. This role involves collaborating with portfolio managers and traders to translate research findings into actionable investment decisions. You will also be responsible for risk assessment, performance attribution, and regulatory reporting. The ability to effectively communicate complex quantitative concepts to non-technical stakeholders is paramount. Strong problem-solving skills, meticulous attention to detail, and the capacity to work independently in a fast-paced, results-oriented environment are critical. This is an excellent opportunity for a talented quant professional to make a significant impact on investment performance and contribute to the growth of a respected financial institution.
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