Top Quant Finance Jobs in NYC, NY

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.

Perform quantitative financial and statistical analyses to build forecasting, pricing, and risk models for e-trading. Support model development, prepare client-facing documentation, assess market trends, and collaborate with internal teams to recommend transaction timing, size, and structure. Participate in client meetings and due diligence to identify cross-selling opportunities.

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.

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

The Securities Finance Quant Trader will optimize client portfolios, develop analytical tools, build predictive models, and collaborate across teams to enhance trading strategies and revenue.

Design, test, and deploy systematic DeFi trading strategies using on-chain signals (liquidity, MEV, funding rates). Build research pipelines, run rigorous backtests accounting for gas/slippage, analyze smart contracts and tokenomics, collaborate with engineers to deploy and monitor live strategies, and contribute to shared on-chain tooling and infrastructure.

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.

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

Develop and validate derivatives pricing models, monitor and analyze portfolio risk, design automated liquidation algorithms, perform stress testing and scenario analysis, provide risk input for product onboarding and parameters, analyze market microstructure, and support internal risk dashboards and analytical tools.

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