... algorithms Preferred : • Finance experience is preferred but not required Company ... WorldQuant is a quantitative investment management firm. Founded in 2007, the company is ...
... algorithms Preferred : • Finance experience is preferred but not required Company ... WorldQuant is a quantitative investment management firm. Founded in 2007, the company is ...
From fully managed to self-service, SmartBidder customers have unparalleled control and flexibility ... conduct quantitative analysis aimed at improving algorithmic trading performance and results.
Quick apply
From fully managed to self-service, SmartBidder customers have unparalleled control and flexibility ... conduct quantitative analysis aimed at improving algorithmic trading performance and results.
Senior Manager- Institutional Trading Relationship
Lone Tree, CO · On-site
$104K - $155K/yr
... trading algorithms, ETF request-for-quote processes, and complex multi-leg options strategies ... Manage multiple complex orders simultaneously while maintaining accuracy, urgency, and attention to ...
Senior Manager- Institutional Trading Relationship
Lone Tree, CO · On-site
$104K - $155K/yr
... trading algorithms, ETF request-for-quote processes, and complex multi-leg options strategies ... Manage multiple complex orders simultaneously while maintaining accuracy, urgency, and attention to ...
... trading algorithms, ETF request-for-quote processes, and complex multi-leg options strategies ... Manage multiple complex orders simultaneously while maintaining accuracy, urgency, and attention to ...
... trading algorithms, ETF request-for-quote processes, and complex multi-leg options strategies ... Manage multiple complex orders simultaneously while maintaining accuracy, urgency, and attention to ...
Manage portfolio-level exposure to nodal price risk through CRR / FTR acquisitions, sales, and ... Ability to build Quant Lib utilizing stochastic calculus and Option Models for deal valuation.
Manage portfolio-level exposure to nodal price risk through CRR / FTR acquisitions, sales, and ... Ability to build Quant Lib utilizing stochastic calculus and Option Models for deal valuation.
Manage portfolio-level exposure to nodal price risk through CRR / FTR acquisitions, sales, and ... Ability to build Quant Lib utilizing stochastic calculus and Option Models for deal valuation.
Manage portfolio-level exposure to nodal price risk through CRR / FTR acquisitions, sales, and ... Ability to build Quant Lib utilizing stochastic calculus and Option Models for deal valuation.
... Managers and Distribution teams, as required * Work closely with colleagues across Quant, Research, Risk, Trading, and Product to support an integrated investment platform What to expect when you ...
... Managers and Distribution teams, as required * Work closely with colleagues across Quant, Research, Risk, Trading, and Product to support an integrated investment platform What to expect when you ...
... Managers and Distribution teams, as required * Work closely with colleagues across Quant, Research, Risk, Trading, and Product to support an integrated investment platform What to expect when you ...
... Managers and Distribution teams, as required * Work closely with colleagues across Quant, Research, Risk, Trading, and Product to support an integrated investment platform What to expect when you ...
Senior AI Product Manager
Denver, CO · On-site +1
$130K - $171K/yr
Demonstrated ability to convey technical constraints and algorithmic trade-offs clearly to non ... Certifications in product management or AI/ML preferred Working Conditions & Travel Requirements
Senior AI Product Manager
Denver, CO · On-site +1
$130K - $171K/yr
Demonstrated ability to convey technical constraints and algorithmic trade-offs clearly to non ... Certifications in product management or AI/ML preferred Working Conditions & Travel Requirements
In this role in the Asset Management team, you will be responsible for trading, price formation analysis, and optimization of the Day-Ahead and Real Time (DART) bidding strategy for ERCOT, SPP, PJM ...
In this role in the Asset Management team, you will be responsible for trading, price formation analysis, and optimization of the Day-Ahead and Real Time (DART) bidding strategy for ERCOT, SPP, PJM ...
In this role in the Asset Management team, you will be responsible for trading, price formation analysis, and optimization of the Day-Ahead and Real Time (DART) bidding strategy for ERCOT, SPP, PJM ...
In this role in the Asset Management team, you will be responsible for trading, price formation analysis, and optimization of the Day-Ahead and Real Time (DART) bidding strategy for ERCOT, SPP, PJM ...
In this role in the Asset Management team, you will be responsible for trading, price formation analysis, and optimization of the Day-Ahead and Real Time (DART) bidding strategy for ERCOT, SPP, PJM ...
Quick apply
In this role in the Asset Management team, you will be responsible for trading, price formation analysis, and optimization of the Day-Ahead and Real Time (DART) bidding strategy for ERCOT, SPP, PJM ...
Sr. Valuation Analyst
$84K - $138K/yr
Applies knowledge of standard quantitative/computational finance methods to energy commodity Risk ... Knowledge of Trading Risk Systems ; Lacima, ETRM, Triplepoint CXL, SAS, Morningstar Curve Manager ...
New
Sr. Valuation Analyst
$84K - $138K/yr
Applies knowledge of standard quantitative/computational finance methods to energy commodity Risk ... Knowledge of Trading Risk Systems ; Lacima, ETRM, Triplepoint CXL, SAS, Morningstar Curve Manager ...
New
Senior Associate, BESS Modeling & Structuring
Denver, CO · Hybrid
$137K - $177K/yr
Provide analytical insights from modeling results to support risk management, trading activities ... Senior Associate: 3+ years of quantitative or modeling experience ideally, within the energy sector ...
Senior Associate, BESS Modeling & Structuring
Denver, CO · Hybrid
$137K - $177K/yr
Provide analytical insights from modeling results to support risk management, trading activities ... Senior Associate: 3+ years of quantitative or modeling experience ideally, within the energy sector ...
Senior Associate, BESS Modeling & Structuring
Denver, CO · On-site
$137K - $177K/yr
Provide analytical insights from modeling results to support risk management, trading activities ... Strong quantitative background with hand-on experience in coding in Python. * Knowledge of BESS ...
Senior Associate, BESS Modeling & Structuring
Denver, CO · On-site
$137K - $177K/yr
Provide analytical insights from modeling results to support risk management, trading activities ... Strong quantitative background with hand-on experience in coding in Python. * Knowledge of BESS ...
Residential Whole Loan Trader
Denver, CO · On-site
$180K - $210K/yr
... trading, structuring, and risk management decisions. The ideal candidate will combine deep mortgage market knowledge with strong quantitative skills to forecast borrower behavior, optimize portfolio ...
Residential Whole Loan Trader
Denver, CO · On-site
$180K - $210K/yr
... trading, structuring, and risk management decisions. The ideal candidate will combine deep mortgage market knowledge with strong quantitative skills to forecast borrower behavior, optimize portfolio ...
Residential Whole Loan Trader
Denver, CO · On-site
$180K - $210K/yr
... trading, structuring, and risk management decisions. The ideal candidate will combine deep mortgage market knowledge with strong quantitative skills to forecast borrower behavior, optimize portfolio ...
Residential Whole Loan Trader
Denver, CO · On-site
$180K - $210K/yr
... trading, structuring, and risk management decisions. The ideal candidate will combine deep mortgage market knowledge with strong quantitative skills to forecast borrower behavior, optimize portfolio ...
Residential Whole Loan Trader
Denver, CO · On-site
$180K - $210K/yr
... trading, structuring, and risk management decisions. The ideal candidate will combine deep mortgage market knowledge with strong quantitative skills to forecast borrower behavior, optimize portfolio ...
Residential Whole Loan Trader
Denver, CO · On-site
$180K - $210K/yr
... trading, structuring, and risk management decisions. The ideal candidate will combine deep mortgage market knowledge with strong quantitative skills to forecast borrower behavior, optimize portfolio ...
Residential Whole Loan Trader
Denver, CO · On-site
$180K - $210K/yr
... trading, structuring, and risk management decisions. The ideal candidate will combine deep mortgage market knowledge with strong quantitative skills to forecast borrower behavior, optimize portfolio ...
Residential Whole Loan Trader
Denver, CO · On-site
$180K - $210K/yr
... trading, structuring, and risk management decisions. The ideal candidate will combine deep mortgage market knowledge with strong quantitative skills to forecast borrower behavior, optimize portfolio ...
Residential Whole Loan Trader
Denver, CO · On-site
$180K - $210K/yr
... trading, structuring, and risk management decisions. The ideal candidate will combine deep mortgage market knowledge with strong quantitative skills to forecast borrower behavior, optimize portfolio ...
Residential Whole Loan Trader
Denver, CO · On-site
$180K - $210K/yr
... trading, structuring, and risk management decisions. The ideal candidate will combine deep mortgage market knowledge with strong quantitative skills to forecast borrower behavior, optimize portfolio ...
Manager Algorithmic Trading Quant information
What is the difference between Manager Algorithmic Trading Quant vs Quantitative Trader?
| Aspect | Manager Algorithmic Trading Quant | Quantitative Trader |
|---|---|---|
| Primary Role | Oversees trading strategies, manages teams, and develops high-level algorithms | Executes trading strategies, analyzes markets, and implements models |
| Responsibilities | Strategy development, team leadership, risk management | Market analysis, trade execution, model testing |
| Credentials | Advanced degrees in finance, math, or computer science; experience in trading | Degree in finance, math, or related fields; strong quantitative skills |
| Work Environment | Financial firms, hedge funds, trading desks | Trading floors, financial institutions, hedge funds |
The Manager Algorithmic Trading Quant focuses on leading teams and developing high-level trading algorithms, while the Quantitative Trader primarily executes trades and analyzes markets. Both roles require strong quantitative skills and relevant credentials, but differ in responsibilities and leadership scope.
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Job description
Job Summary:
WorldQuant is a company that develops and deploys systematic financial strategies across global markets. They are seeking exceptional C++ developers to enhance and build their next generation trading platforms.
Responsibilities:
• Write low latency, high throughput C++ code
• Implement mission critical trading infrastructure
• Work with portfolio managers to implement new trading systems
• Adapt existing systems to our next generation trading platform
Qualifications:
Required:
• A minimum of 4 years of writing high performance C++
• Modern C++ knowledge (C++17/20, etc)
• C++ template meta programming knowledge
• Possess in-depth knowledge of network programming and distributed computing
• Strong knowledge of Unix/Linux fundamentals
• Strong understanding of data structures and algorithms
Preferred:
• Finance experience is preferred but not required
Company:
WorldQuant is a quantitative investment management firm. Founded in 2007, the company is headquartered in Old Greenwich, USA, with a team of 1001-5000 employees. The company is currently Late Stage.
WorldQuant is a company that develops and deploys systematic financial strategies across global markets. They are seeking exceptional C++ developers to enhance and build their next generation trading platforms.
Responsibilities:
• Write low latency, high throughput C++ code
• Implement mission critical trading infrastructure
• Work with portfolio managers to implement new trading systems
• Adapt existing systems to our next generation trading platform
Qualifications:
Required:
• A minimum of 4 years of writing high performance C++
• Modern C++ knowledge (C++17/20, etc)
• C++ template meta programming knowledge
• Possess in-depth knowledge of network programming and distributed computing
• Strong knowledge of Unix/Linux fundamentals
• Strong understanding of data structures and algorithms
Preferred:
• Finance experience is preferred but not required
Company:
WorldQuant is a quantitative investment management firm. Founded in 2007, the company is headquartered in Old Greenwich, USA, with a team of 1001-5000 employees. The company is currently Late Stage.
About WorldQuant
Sourced by ZipRecruiter
Industry
Finance and insurance
Company size
501 - 1,000 Employees
Headquarters location
Old Greenwich, CT, US
Year founded
2007