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Senior Quantitative Researcher (New York, NY): Perform quantitative financial research and analysis on a highly collaborative systematic equities team, contributing to all aspects of the investment process from data assimilation and signal generation to portfolio construction and execution. Develop differentiated stock return forecasting models leveraging a diversity of traditional and non-traditional data sources. Apply deep understanding of advanced statistical research methods, including linear, non-linear, and machine learning-based techniques. Develop in-depth knowledge of equity market dynamics along with a strong grasp of company/industry fundamentals. Utilize statistical modeling, linear algebra, probability theory, and machine-learning techniques. Perform software engineering utilizing Python, SQL, and Rust and their library eco-systems. Perform code re-use, maintainability, testing, and verification. Work with equity markets and financial mathematics. Work with market microstructure, including low-level details of market data feed specifics, overall market structure, risk models for factor and idiosyncratic risk, and understanding of non-market-data (alternative) datasets. Work with quantitative finance with deep exposure to alpha research, portfolio construction, optimization, risk modeling, and complex data analytics. Utilize cross-sectional and time-series statistical methods, including applied econometrics. Reqs. Master's degr + 1 yr of exp. Salary range: $160,000.00-$230,000.00/year. Email resume to <a href="mailto:HRRecruiting@bamfunds.com" target="_blank">HRRecruiting@bamfunds.com</a> or mail resume to Hannah Ogren, Balyasny Asset Management, L.P., 444 West Lake Street, 50th Floor, Chicago, IL 60606. Must Ref# AL37BAMNY. No phone calls.&nbsp; &nbsp;

Senior Quantitative Researcher

Fin'l Srvcs: Morgan Stanley &amp; Co. LLC is hiring for following roles throughout facilities in NY, NY: Vice President, Investment Banking to participate in execution of M&amp;A transactions, &amp; contribute to strategy &amp; transaction structuring recommendations (JR013289, salary range $275000 - $275000); Vice President, Banking to id, assess, &amp; monitor asset &amp; counterparty-level risks, &amp; mrkt risk for structured margin financing portfolio (JR017723, salary range $225000 - $250000); Associate, Strats to work closely w/ Trading Desk to support existing tools &amp; build next generation of trading tools (JR017724, salary range $200000 - $200000). All positions req rel. degree &amp; or exp &amp; or skills. Multiple open positions at various prof'l levels. For more info &amp; to apply online, visit us at <a href="https://morganstanley.eightfold.ai/careers?source=mscom" target="_blank">https://morganstanley.eightfold.ai/careers?source=mscom</a> &amp; search for these opportunities. No calls pls. EOE

Financial Services

Fin'l Srvcs: Morgan Stanley Private Bank, N.A. is hiring for following role in NY, NY: Vice President, Business Analysis to dsgn innovative new banking tech products w/ mrkt leading competitive advantages (salary range $160,000 - $190,000). Position req's rel. degree &amp; or exp &amp; or skills. For more info &amp; to apply, visit us at <a href="https://morganstanley.eightfold.ai/careers?source=mscom" target="_blank">https://morganstanley.eightfold.ai/careers?source=mscom</a> &amp; enter JR017748 in search field. No calls pls. EOE

Fin'l Srvcs: Morgan Stanley Fund Services Inc. is hiring for following role in NY, NY: Director, Fund Svcs-Cli Scvs to cooperate w/ Firm's offshore operations &amp; clients to resolve daily trade &amp; accounting breaks (salary range $157,000 - $190,000). Position req's rel. degree &amp; or exp &amp; or skills. For more info &amp; to apply, visit us at <a href="https://morganstanley.eightfold.ai/careers?source=mscom" target="_blank">https://morganstanley.eightfold.ai/careers?source=mscom</a> &amp; enter JR000490 in search field. No calls pls. EOE

Jones Lang LaSalle Americas, Inc. Associate Broker. New York, NY. Contribute to designated local market research requests: market snapshots, market overviews, quarterly market decks, topic specific research to support pitches and brokerage opportunities. May telecommute. Rate of Pay: $82,139 to $112,900 per Year. Please email resume to <a href="mailto:JLLAmericasResumes@jll.com" target="_blank">JLLAmericasResumes@jll.com</a> and reference job code SE1081.&nbsp; &nbsp;

Associate Broker

Fin'l Srvcs: Morgan Stanley Smith Barney LLC is hiring for following role in Jersey City, NJ: Assistant Vice President, Data Analytics to dvlp analytical &amp; reporting frameworks (salary range $151000 - $151000). Position req's rel. degree &amp; or exp &amp; or skills. For more info &amp; to apply, visit us at <a href="https://morganstanley.eightfold.ai/careers?source=mscom" target="_blank">https://morganstanley.eightfold.ai/careers?source=mscom</a> &amp; enter JR015140 in search field. No calls pls. EOE

Senior Credit Officer (SG Americas Operational Services, LLC, New York, NY)
Perform credit assessment of the counterparty and underlying asset(s) being traded/financed. Provide detailed explanation of the counterparty considered, including analysis of historical performance of existing activities. Highlight the key risk factors. Provide an approval or recommendation for approval based upon the proposed limit(s) and tenor(s) being considered. Document recommendation for final decision. Perform ongoing monitoring of the credit quality of the portfolio (portfolio review and early detection of deteriorating credits). Track credit and market trends on individual asset classes. On a portfolio basis, monitor the quality of the portfolios as a whole. Participate in the quarterly watch list review process. Assist the Portfolio Analysis Group in the preparation of reporting for RISQ management and Regulators. Validate Obligor Risk Ratings, Basle II parameters (LGDs), other financial metrics. Contribute to the Bank’s credit policy guidelines and overall risk appetite. Participate in setting the global risk appetite for financing initiatives. Assessment of company new business initiatives (white papers, New Product Committees, business rules, etc.). Coordinate internally and with other geographies/departments on policy/project (example: credit policy, crisis management, regulatory changes, etc.). Telecommuting is permitted up to 2 days per week. When not telecommuting, must report to SG Americas Operational Services LLC, 245 Park Ave., New York, NY 10167. Salary: $188,178- $325,000 per year.
 MINIMUM REQUIREMENTS: Bachelor’s degree or U.S. equivalent in Finance, Financial Engineering, Economics or a related field, plus 5 years of professional experience as a Finance Analyst, Credit Analyst, or any occupation/position/job title involving credit or investment risk analysis.
Must also have the following special skills: 5 years of professional experience analyzing financial institutions and complex financial structures, legal documentation (credit agreements and trading documentation), investment/trading strategies and risks associated with the above; 5 years of professional experience analyzing financial sponsor related activity, including warehouse lending across financial and physical asset classes, collateral stress testing and cashflow waterfalls within structures, together with legal documentation, analysis of asset originators and risks associated with each of the above; 5 years of professional experience performing quantitative and qualitative analysis of the counterparty credit risk associated with trading activities including Credit, Interest Rates, Equity, Commodities and FX; and 5 years of professional experience performing product control and credit risk analysis and validation (including profit and loss metrics) in support of a fixed income or derivatives trading desk.
Please email resume to: <a href="mailto:us-humn-recruitment@sgcib.com" target="_blank">us-humn-recruitment@sgcib.com</a> Must specify AdCode SMCK in the subject line.&nbsp; &nbsp;

Senior Credit Officer

QIS (Quantitative Investment Strategies) Product Specialist (SG Americas Securities, LLC, New York, NY)
Partner closely with financial engineers to develop marketing materials that clearly articulate cross-asset hedging and investment solutions. Support Sales teams with product presentations, client RFPs, training sessions, and knowledge-sharing tools. Create bespoke marketing collateral tailored to the specific needs of institutional and corporate clients. Perform product back-testing and return analysis using Excel and/or VBA macros. Help obtain regulatory approvals by working collaboratively with legal and compliance teams across jurisdictions (US, Canada, LATAM). Build a comprehensive view of the Global Markets offering across regions and create high-impact client-facing materials. Develop and implement value-added client services to enhance satisfaction and engagement. Promote research insights and strategic convictions from our analyst teams to improve visibility and usage. Drive cross-selling initiatives to broaden client access to the Bank’s services. Design and produce commercial and investor-facing presentations. Develop marketing campaigns, brochures, newsletters, and event content to promote new product ideas and capabilities. Conduct competitive intelligence and market trend analyses in the Americas region. Contribute to internal training programs to strengthen platform knowledge. Assist in organizing conferences and networking events in partnership with internal communications. Requires up to 5% domestic travel for client meetings, client sites, and conferences. Partial telecommuting permitted; on-site at 245 Park Ave., New York, NY 10167 when not telecommuting. Salary: $148,678 - $275,000 per year.
 MINIMUM REQUIREMENTS: Master’s degree or U.S. equivalent in Finance, Marketing, Financial Engineering, Economics or related field, plus 3 years of professional experience as a Product Specialist or any occupation, job title, position developing and promoting Quantitative Investment Strategies (QIS) offerings at a global financial institution.
Must also have the following special skills: 2 years of professional experience within a financial institution utilizing equity derivative, fixed income products, or commodities; 2 years of professional experience performing Excel modeling, historical simulations, and performance analysis using VBA or Python; 2 years of professional experience utilizing derivative instruments including options, swaps, futures, and structured products; 2 years of professional experience producing marketing and sales support materials, including presentations, brochures, newsletters, and RFPs for institutional or corporate clients in a financial context; 2 years of professional experience collaborating with cross-functional teams (including Sales, Engineering, Legal, and Communications); 2 years of professional experience conducting market research, monitoring industry trends, and supporting product positioning through data analysis and competitor benchmarking; &nbsp;2 years of professional experience utilizing Bloomberg, data visualization tools, and marketing automation platforms; and 2 years of professional experience utilizing Microsoft Office including Excel, PowerPoint, and Word.
CONTACT: Please email resume to: <a href="mailto:us-humn-recruitment@sgcib.com" target="_blank">us-humn-recruitment@sgcib.com</a> Must specify AdCode SFFQ in the subject line.&nbsp; &nbsp;

QIS (Quantitative Investment Strategies) Product Specialist

Vice President, Collateral Manager w/ BNP Paribas Securities Corp in NY, NY. Clients Pricing: Establis the guidelines for the collateral mgmt in DEC incl recommended conditns on fees &amp; interest rates, maintn &amp; update our acceptable collateral policy &amp; haircut schedules, &amp; wrk closely w/ Sales &amp; Product Teams to create tailord collateral solutns for our clients. Positn reqs a Master's deg (US or For Equiv) in Engg Fin or rel field &amp; 7 yrs of exp in the Investmnt Bankg Industry. Must have 7 yrs of exp w/: Platform &amp; Process Enhancemnt: Drivg strategy &amp; roadmap for margin, cash, &amp; collateral products, simplifying settlemnt bank &amp; custodian setups, &amp; dvlpng custom collateral mgmnt solutns to improve tradg efficiency &amp; reduce operatnal risks; Strategic Planning &amp; Optimizatn: Creatg tailord financg solutns for clients, strategically allocatg assets across regions, &amp; optimizg dly cash mgmt to supprt trading strategies &amp; enhance mkt positns; Investmnt Decisn-Makg: Drivg investmnt decisns based on client needs &amp; collateral flows, incl tradg in Money Mkt Funds, Repo-Reverse Repo, &amp; govt Bonds to maximize returns &amp; mng liquidity; Financl Analysis: Conductg client profitability revws, monitorg PnL (Profit &amp; Loss) for tradg activities, &amp; collaboratg w/ the Fin dept for PnL reconciliatns &amp; reportg to ensure accurate trading performance metrics; and Risk Mgmt: Mng risk limits framewrk &amp; ensuring efficient risk mgmt processes to mitigate mk volatility &amp; protect tradg portfolios. Must have 1 yr of exp w/: Collateral Mgmt: Establishing guidelines for collateral mgmt, maintning &amp; updating policies, &amp; creatg tailord collateral solutns for clients to optimize tradg positns &amp; reduce counterprty risk. *10% dom &amp; internatl travel reqd w/in the U.S., UK, &amp; France. *Telecommuting permitted 40%: wrk may be performed w/in normal commuting distance from the BNP Securities Corp. office in NY, NY. Sal: $200,000 -$265,0000/yr. Qualified Applicants: Apply at <a href="https://bwelcome.hr.bnpparibas/su/" target="_blank">https://bwelcome.hr.bnpparibas/su/</a> 099a6263f7df937e

Vice President, Collateral Manager

VP; Quantitative Finance Analyst sought by Bank of America N.A. to monitor &amp; perform in-depth quantitative analysis on the bank's risk model results &amp; limitations with determined statistical metric or threshold, using various quantitative tools such as back testing, benchmarking, calibration monitoring, &amp; sensitivity analysis. Build processes to support model monitoring routines, perform statistical model testing, analyze model test results, &amp; perform risk assessment for model performance issues. Remote work may be permitted w/in a commutable distance from the worksite. Reqs: Master's or equiv. &amp; 2 yrs exp. in: Developing model performance analytical toolset by utilizing programming skills in Python; Driving improvements to model performance assessment tool set across all business areas through data pipeline aggregation, automation work, development of utilities, &amp; enhancement of visualization tools. Salary: $147,000 - $157,000/year. Job Site: Jersey City, NJ. Req# 25047701. If interested apply online at <a href="www.bankofamerica.com/careers">www.bankofamerica.com/careers</a> or email your resume to <a href="mailto:bofajobs@bofa.com" target="_blank">bofajobs@bofa.com</a> &amp; reference the job title of the role &amp; requisition number. No phone calls. EOE.

24 Finance Jobs in New York, NY, USA