Top Quant Finance Jobs in NYC, NY

Manage and optimize electronic FX market-making and execution across G10 and EM currencies. Develop and refine pricing models, algorithmic execution strategies, and risk controls. Process large datasets for alpha research, collaborate with sales and tech teams, and ensure compliance with internal and regulatory requirements.

The Risk Analyst role requires conducting operational risk, credit risk, market risk analysis, creating models, and developing analytics with a quantitative background.

The role involves developing pricing and risk analysis tools, working closely with the trading desk, and addressing complex financial inquiries.

The Quant will optimize trading strategies, research and test potential alphas, and enhance the production trading system within a collaborative team.

Support market risk governance and the Volcker program by executing oversight, reporting, limit monitoring, issue remediation, and regulatory engagement. Coordinate cross-functionally, prepare materials for governance committees, assist audits and exams, support BTIG integration, and help improve processes and controls.

Lead EPA projections, fixed income asset cashflow modelling, and data governance for insurance investment portfolios. Manage inputs, validation, reconciliation across systems (Bloomberg, modelling platforms), support actuarial and investment stakeholders, and drive automation (Excel/Python/SQL) and process improvements.

Design, test, and deploy systematic trading strategies across digital asset markets. Generate and validate hypotheses, run rigorous backtests, build and maintain live alpha signals and execution models, analyze microstructure and order flow, collaborate with engineers to move research to production, and monitor and iterate on live strategy performance.

The role involves leading quantitative analytics and modeling for the Mortgage Trading desk, requiring expertise in pricing/risk of interest rate products, and strong Python skills.

Responsible for developing custom equity factors, reviewing exposures, creating risk management tools, and providing equity advisory services, with 7+ years of experience.

Perform quantitative analysis and build models/tools to inform equity long/short investment and business decisions. Analyze performance, risk attribution, and portfolio construction; run statistical tests; implement process improvements; apply AI tools to accelerate research; present findings to senior stakeholders and partner with PMs, trading, operations, technology, data, and research teams.

The role involves developing models for ETF market making, backtesting trading strategies, and collaborating with the ETF trading desk on data and analytics.

The Quant Strategist will develop and manage Treasury models, collaborating across departments, analyzing risks, and contributing to strategies for mitigation while maintaining high standards.

Lead design and implementation of systematic equity and volatility‑control indices. Build and maintain index backtests, risk models, data pipelines, monitoring tools, and client reports. Collaborate with structuring, trading, and technology partners to productionize models and support index innovation.