Quantitative Researcher (Systematic Credit, Idea/Signal Generation)
By Thurn Partners At New York, United States
Experience working within a systematic fund, automated proprietary trading firm or relevant division in a sell side organisation (i.e. QIS Group).
Understanding/experience of the systematic investment process, ideally regarding mid-to-higher frequency research.
No prior FICC / Credit experience required
Commercial experience in strategy design/implementation and data analysis.
Please do not apply if you're looking for a contract or remote work.
Please ensure you meet the required experience section prior to applying.
Principal, Transformation Org Strat & Culture/Retail
By Nike At Beaverton, OR, United States
Strong management consulting skillset, including project scoping and management, hypothesis development, research, benchmarking and trend identification
Excellent communication and presentations skills, comfortable engaging with diverse teams and senior stakeholders
Excellent interpersonal and cross-cultural skills with ability to work in a diverse team across multiple levels
Bachelor/Master's Degree in Business, Organizational Development, Social Sciences or related field
Ability to independently navigate ambiguity, drive clarity, identify conflicts and negotiate solutions in a fast-paced global matrix organization
This overview explains our hiring process for corporate roles. Note there may be different hiring steps involved for non-corporate roles
Quantitative Research - Credit Markets - Associate
By JPMorgan Chase & Co. At New York, NY, United States
Required Qualifications, Capabilities, And Skills
Preferred Qualifications, Capabilities, And Skills
5+ years of professional experience
Demonstrated experience applying statistical and/or machine learning techniques, preferably in the financial industry
Significant experience (ideally at least 5 years of experience) working in a quantitative group covering investment and/or trading businesses
Experience in credit markets, or at least in a fixed-income environment
Quantitative Research - Credit - Associate
By JPMorgan Chase & Co. At New York, NY, United States
You bring a strong software design and data science skills, preferably with some C++ and Python knowledge and experience
Required Qualifications, Capabilities, And Skills
Preferred Qualifications, Capabilities And Skills
You bring prior knowledge of quantitative modeling and risk neutral pricing, you demonstrate an exceptional analytical, quantitative and problem-solving skills
You demonstrate prior experience and knowledge of vanilla credit derivatives, index options and algo pricing techniques
A Ph.D. or equivalent in a numerate subject from a top academic institution is a plus, but not an absolute requirement
Wholesale Credit Quantitative Research - Associate
By JPMorgan Chase Bank, N.A. At , Jersey City, Nj $135,000 - $150,000 a year
Knowledge of methods in data science including predictive analysis, data management and model testing and validation methods
Required qualifications, capabilities, and skills
Preferred qualifications, capabilities, and skills
Collaborate with risk analytics to understand requirements and support their effort to interpret and explain forecast results
Experience in writing and maintaining production quality code in Python, R, C++ or similar languages
Experience in handling large amount of panel data, and data cleaning/filtering
Credit Card Lead, New To Credit Segment
By SoFi At Reston, VA, United States
Credit Card segment management experience
Prior experience running complex credit card analyses
Define and own the value proposition for New to Credit members, in collaboration with our marketing and product teams
Own P&L for the New to Credit credit card segment
Analyze and monitor segment performance at the portfolio level and by vintage to drive insights and optimization
Develop cardholder growth and retention strategies for the New to Credit segment, in collaboration with cross-functional partners
Credit Card Lead, New To Credit Segment
By SoFi At San Francisco, CA, United States
Credit Card segment management experience
Prior experience running complex credit card analyses
Define and own the value proposition for New to Credit members, in collaboration with our marketing and product teams
Own P&L for the New to Credit credit card segment
Analyze and monitor segment performance at the portfolio level and by vintage to drive insights and optimization
Develop cardholder growth and retention strategies for the New to Credit segment, in collaboration with cross-functional partners
Credit Card Lead, New To Credit Segment
By SoFi At New York, NY, United States
Credit Card segment management experience
Prior experience running complex credit card analyses
Define and own the value proposition for New to Credit members, in collaboration with our marketing and product teams
Own P&L for the New to Credit credit card segment
Analyze and monitor segment performance at the portfolio level and by vintage to drive insights and optimization
Develop cardholder growth and retention strategies for the New to Credit segment, in collaboration with cross-functional partners
Quant Strat Aso Jobs
By Credit Suisse At , New York, Ny $140,000 - $175,000 a year
Master or higher degree in mathematical finance, mathematics, physics or computer science
Proven programming skills in C/C++ or a similar programming language
Proficiency in mathematical finance, stochastic calculus, optimization, numerical methods
Proven experience with Monte Carlo methods applied to the pricing of complex derivatives
Dedication to fostering an inclusive culture and value varied perspectives.
Strat Top Of The World Bus Runner
By The Strat (Las Vegas, NV) At , Las Vegas, 89104, Nv
Minimum 1 year experience as a bus person in a fine dining establishment preferred.
Previous experience providing outstanding guest service
Able to manage multiple tasks and remain calm in a fast-paced and hectic work environment.
Delivers non-alcoholic beverages in a timely manner to guests.
Ensures that tables are well-kept and manicured at all times and clears tables as soon as appropriate.
Sets tables according to the standards of the restaurant.

Are you looking for an exciting opportunity to lead a team of quantitative strategists in the credit space? We are seeking an experienced leader to join our team and help drive the development of innovative credit strategies. As the Quantitative Strat Credit Lead, you will be responsible for managing a team of quantitative strategists, developing new strategies, and overseeing the implementation of those strategies. You will also be responsible for staying up-to-date on the latest trends in the credit space and leveraging your expertise to create new opportunities for our clients. If you are an experienced leader with a passion for credit strategies, this is the perfect role for you!

Overview:

The Quantitative Strat Credit Lead is responsible for developing and executing quantitative strategies for credit risk management. This role requires a strong understanding of credit risk management, quantitative analytics, and financial markets. The Quantitative Strat Credit Lead will work closely with the Credit Risk Management team to develop and implement quantitative models and strategies to manage credit risk.

Detailed Job Description:

The Quantitative Strat Credit Lead will be responsible for developing and executing quantitative strategies for credit risk management. This role requires a strong understanding of credit risk management, quantitative analytics, and financial markets. The Quantitative Strat Credit Lead will work closely with the Credit Risk Management team to develop and implement quantitative models and strategies to manage credit risk. The Quantitative Strat Credit Lead will be responsible for developing and implementing quantitative models and strategies to identify, measure, and manage credit risk. This role will also be responsible for developing and implementing quantitative strategies to optimize credit risk management processes.

What is Quantitative Strat Credit Lead Job Skills Required?

• Strong understanding of credit risk management, quantitative analytics, and financial markets
• Ability to develop and implement quantitative models and strategies to identify, measure, and manage credit risk
• Ability to develop and implement quantitative strategies to optimize credit risk management processes
• Excellent communication and presentation skills
• Ability to work independently and in a team environment
• Ability to work in a fast-paced environment

What is Quantitative Strat Credit Lead Job Qualifications?

• Bachelor’s degree in a quantitative field such as mathematics, statistics, economics, or finance
• 5+ years of experience in quantitative analytics and credit risk management
• Experience with credit risk management systems and software
• Knowledge of financial markets and products
• Knowledge of regulatory requirements related to credit risk management

What is Quantitative Strat Credit Lead Job Knowledge?

• Knowledge of credit risk management, quantitative analytics, and financial markets
• Knowledge of financial markets and products
• Knowledge of regulatory requirements related to credit risk management
• Knowledge of credit risk management systems and software

What is Quantitative Strat Credit Lead Job Experience?

• 5+ years of experience in quantitative analytics and credit risk management
• Experience with credit risk management systems and software

What is Quantitative Strat Credit Lead Job Responsibilities?

• Develop and implement quantitative models and strategies to identify, measure, and manage credit risk
• Develop and implement quantitative strategies to optimize credit risk management processes
• Monitor and analyze credit risk data to identify trends and potential risks
• Monitor and analyze financial markets to identify potential risks
• Develop and maintain relationships with internal and external stakeholders
• Provide guidance and support