- Wells Fargo (Charlotte, NC)
- **About this role:** CIB Quantitative Strategies Associate /Specialist needed to help drive our objectives in counterparty risk modeling. The candidate will implement ... and delivery of practical pricing and risk management solutions in XVA. + Primary Quant faceoff for PFE/XVA combined modeling strategy + Engage with front office and… more
- T. Rowe Price (Baltimore, MD)
- …and grow your career with us. GENERAL INTRODUCTION: The Fixed Income Desk Quant resides within the Fixed Income Quantitative Investments and Research Group. The Desk ... Quant works directly and closely with Fixed Income Portfolio...+ Detailed knowledge of fixed income market, instruments, and analytics Other Requirements + Ability to establish rapport and… more
- Clearway Energy (Scottsdale, AZ)
- **What The Role Is** As a part of the fundamentals & structuring team, the quant modeler will be responsible for a variety of activities from short and long-term ... econometric or statistical analysis of power markets and adding quantitative power to fundamental market analysis to assisting structuring and BESS modeling activities and supporting trading/optimization/hedging. This hybrid role will be co-located in your… more
- JPMorgan Chase (New York, NY)
- …group in JP Morgan, as well as a leader in financial engineering, data analytics , statistical modeling and portfolio management. As a global team, QR partners with a ... candidate will also collaborate with senior researchers and perform analytics for clients. As a member of the SPG... for clients. As a member of the SPG Quant Research modelling team, you will join a core… more
- T. Rowe Price (Baltimore, MD)
- …and + Be able to clearly summarize analyses and results for both quant and non- quant audiences, which may include investment committees, portfolio managers, ... of six years of relevant investment risk management or portfolio risk analytics experience *A thorough understanding of multi-factor risk modeling in a multi-asset… more