field_job_employment_type

field_job_occupational_field_parents_all

field_job_experience

job_organization_name

city

state

Finance: The Bank of Nova Scotia seeks Sr Manager, U.S. Market Risk in NY, NY to contribute to mrkt risk mgmt of U.S. Credit Trading, U.S. Structured Credit Trading, &amp; global Convertible Bond &amp; Preferred Share Trading desks w/in Scotiabank Global Banking &amp; Mrkts (GBM). Req'mts: Master's or foreign equiv in Fin'ce, Bus. Admin, or rel. field &amp; 2 yrs of exp in job offered or rel. occupation: performing risk mgmt reporting duties that involve in-depth knowledge of risk methodology w/respect to vast range of securities &amp; loans; pulling data from multiple sources into risk calculation engines &amp; producing detailed risk reports w/many forms of risk sensitivities; utilizing tools incl Excel VBA, Python, &amp; Tableau to perform data collection &amp; risk analysis; utilizing Excel, PowerPoint, &amp; other apps to present data; communicating online w/front office, product control, fin'ce, compliance, &amp; audit teams in multiple geographies; presenting risk mgmt findings at local &amp; global committees, &amp; regulators. Offered salary is between $128,211 - $224,700/yr, 40 hrs/wk. Telecommuting &amp;/or work from home may be permissible pursuant to company policies. When not telecommuting, must report to work site. Please apply directly through <a href="https://www.scotiabank.com/careers" target="_blank">https://www.scotiabank.com/careers</a> by searching for Senior Manager, U.S. Market Risk &amp; indicate job code XMX07082025NIS.&nbsp; &nbsp;

Sr Manager, U.S. Market Risk

IT: Integrations Analyst Advisor, NYC, telecommute ok. Create architecture &amp; manage Workday integrations. Reqs: MSc CompInfoTech. or related &amp; 2 yrs exp. software dev/IT for Workday systems. Wage: $152,859/yr. Email resume &amp; cover ltr to: <a href="mailto:Javier.campos@welocalize.com" target="_blank">Javier.campos@welocalize.com</a> or fax to 713-661-4398, refer to JC2025Q3.

Quantitative Researcher - New York, NY. Apply quantitative (i.e. mathematics/statistics-based) research &amp; analysis/statistical analysis/data analysis skills, incl. estimation methods, time series analysis, &amp; machine learning methods to research, formulate, design, &amp; develop sophisticated predictive quantitative financial investment models used by company to trade fixed income credit instruments &amp; their derivatives in a variety of global markets. Min. requirements: PhD Degree in Statistics, Applied Mathematics, Mathematics or related quantitative field; OR in the alternative, Master's Degree in Stats, Applied Math, Math or related quant field + 3 years of experience as a Quantitative Analyst. For both sets of requirements must also have knowledge of: Empirical asset pricing &amp; factor models; Statistical analysis of time series data, panel data, &amp; cross-sectional data; Ability to analyze large-scale datasets &amp; perform data mining on financial data; Linear algebra &amp; linear/convex optimization; Machine learning; Quantitative research in credit markets, incl. corporate bonds &amp; credit-default-swaps; Credit default probability modeling using statistical predictive models incl. generalized linear models, nonparametric regression models &amp; tree-based models; Risk modeling incl. value-at-risk &amp; credit value-at-risk using factor models, clustering &amp; dimension reduction methodologies; &amp; Programming with Python &amp; SQL. Must pass company's required skills assessment. Base pay: $165k-$325k/year (does not include other forms of compensation/benefits). Note Hybrid work attendance policy: In-office work required at below office address for collaboration days based on each team's requirement; &nbsp;remote work permissible for remainder of same month. Send resume to <a href="mailto:TS-Posting@twosigma.com" target="_blank">TS-Posting@twosigma.com</a> or mail to TS/HR Dept, Two Sigma Investments, 100 Ave of the Americas, 16 Fl, NY, NY &nbsp;10013. Reference Job ID 13242&nbsp; &nbsp;

Quantitative Researcher

Associate w/ BNP Paribas Securities Corp. in NY, NY. Support the executn &amp; originatn of M&amp;A &amp; corp fin transactns across sectors. Positn reqs a Bach deg (U.S. or for equiv) in Bus Admin or rel &amp; 3 yrs of exp in job offerd or a rel invest bankg role OR Master's deg (U.S. or for equiv) in Bus Admin or rel field &amp; 1 yr of exp in job offerd or a rel invest bankg role. Must have 3 yrs of exp (or Master's deg in Bus Admin or rel field) w/ the following: M&amp;A executn exp at a global invest bank; Financl modelg exp in professn'l settings (3-statement model, DCF, LBO, merger model, WACC etc.); &amp; Buyside &amp; sell-side executn exp, supportg pub &amp; private M&amp;A transactns thruout workstreams includ valuatn, mktg, due diligence &amp; documentatn. Must have 3 yrs of exp (or 1 w/ Master's) w/ the following: Cross-border Corp Fin exp at a global invest bank, incl originatn &amp; executn across N. America, Europe, &amp; Asia; Professn'l exp wrking for var industries incl Industrials, Healthcare, Consumer &amp; Retail &amp; Energy; &amp; Training &amp; recruiting Analysts &amp; Assocs. FINRA Registratns Reqd: Series 63, 79 &amp; SIE (Must take &amp; pass the exams w/in 120 dys of hire). *Telecommuting permitted 20%: telecommuting permitted w/in normal commuting distance to BNP Paribas Securities Corp.'s NY, NY office. 10% dom &amp; internat'l travel reqd. Sal: $176,571-$225,000/yr. Qualified Applicants: Apply at https:/ bwelcome. hr.bnpparibas/en_US/externalcareers /JobDetails?jobId=56109&amp;source= BNP+Paribas+website

Associate

Vice President- Risk Management w/ BNP Paribas RCC, Inc. in NY, NY. Represent the RISK function in approval committees for the validation of structured transactions &amp; new activities initiated by Global Mkts across the America's platform (US &amp; LATAM). Position reqs a Master's deg (U.S. or Foreign Equiv) in Fin, Econ, Engg, or a rel field &amp; 5 yrs of exp in job offered or rel role OR Bach deg (U.S. or Foreign Equiv) in Fin, Econ, Engg, or a rel field &amp; 7 yrs of exp in job offered or rel role. Must have 5 yrs of exp w/ the following: Risk Mgmt areas (Mkt Risk / Counterparty Risk / Operational Risk) or Front-Office roles; mkt &amp; counterparty risks originated from derivatives &amp; securities financing transactions; capital mkt activities &amp; products over various assets classes; quantitative risk measures &amp; rel modeling/methodologies; risk processes &amp; governance incl participation in risk committees &amp; involvement in risk identification exercises; coordinating processes w/ overseas offices w/in a major multinat'l bank or financial organization; &amp; analyzing risk exposure in global mkts. Telecommuting permitted 50%: work may be performed w/in normal commuting distance from the BNP Paribas RCC Inc. office in NY, NY. Sal: $193,003-$195,000/ yr. Qualified Applicants: Apply at <a href="https://bwelcome.hr.bnpparibas/" target="_blank">https://bwelcome.hr.bnpparibas/</a> en_US/externalcareers/ JobDetails?jobId=55611&amp;source= BNP+Paribas+website

Vice President- Risk Management

New York City, NY - Talan LLC seeks an IT &amp; Finance Support Analyst to work with Fixed Income Department to support &amp; assist FO Users, ensuring the stability &amp; evolution of dedicated production tools (SIS, Calyx, Conduit, Excel/VBA SQL, SUMMIT, CPS). Bachelor Computer Science, Maths, Financial Engineering, or closely rel. or foreign equiv. + 36 m. exp. as IT &amp; Finance Support Analyst, or similar role + Advanced knowl. of financial environment &amp; products; Advanced knowledge of Excel &amp; SQL; Exp. with Securitization (SIS- Securitization Information System, Calyx). Wage $152,859/y. Apply directly here on career website <a href="https://smrtr.io/r_tgq" target="_blank">https://smrtr.io/r_tgq</a> or email resume: HR Director <a href="mailto:hr-tam@talan.com" target="_blank">hr-tam@talan.com</a> or mail: Talan LLC, Attn. HR Director, 27 E 28th St., Fl. 17, New York, NY 10016 job ref. #025

IT & Finance Support Analyst

Vice President (multiple positions) w/ BNP Paribas Securities Corp. in NY, NY. Design &amp; implement new pricing models for credit products &amp; validate changes to methodologies &amp; models for financing activities, w/ a focus on the products traded in the Americas. Position reqs a Master's deg (U.S. or Foreign Equiv) in Financial Engg, Computational Fin, or rel field &amp; 2 yrs of exp in job offered or a rel role OR Bach deg (U.S. or Foreign Equiv) in Financial Engg, Computational Fin, or rel field &amp; 4 yrs of exp in job offered or a rel role. Must have 2 yrs of exp w/ the following: Quantitative model research, calibration,&amp; validation for credit products; producing production-ready &amp; object-oriented code w/ respect to modeling, pricing, validation, analytical tools, data processing, &amp; automating processes, using Python or C++ in a financial services environment; applying know of math, incl stochastic calculus, stats, probability, &amp; linear algebra; applying know of fin, incl fixed income security, risk neutral pricing, derivative pricing, credit risk; exp w/ Credit products (options &amp; derivatives) in terms of their valuations as well as understanding &amp; modeling their risk factors; &amp; collaboration w/ the bus to onboard new credit products or strategies, or new features for existing products or strategies. *Telecommuting permitted 40%: work may be performed w/in normal commuting distance from the BNP Paribas Securities Corp. office in NY, NY. Sal: $185,000-$225,000/yr. Qualified Applicants: Apply at <a href="https://bwelcome.hr.bnpparibas/" target="_blank">https://bwelcome.hr.bnpparibas/</a> en_US/externalcareers/ JobDetails?jobId=55612&amp;source=BNP+ Paribas+website

Vice President

Assistant Vice President, Business Intelligence Engineer w/ BNP Paribas in NY, NY. Gather bus reqs to dvlp data models operated by users. Pos reqs a Bach deg (U.S. or For equiv) in Engg, Info Tech, Mgmt Info Systs, or bus rel majr &amp; 2 yrs of exp in job offerd or a rel role. Must have 2 yrs of exp w/ the followg: exp in the data analytics field; strong analyticl, stat, data modelg, &amp; investigative skills, incl R &amp; Python; data queryg or modelg incl SQL; bldng &amp; mntning basic data artifacts, incl ETL, data models, &amp; queries; 1 or more industry analytics visualizatn tools such as Tableau &amp; Power BI; how to improve code qual &amp; optimize BI processes; data modelg &amp; data pipeline design &amp; global banking prodcts &amp; svcs. *Telecommuting permittd 50%: wrk may be performed w/in normal commuting distance from the BNP Paribas officein NY, NY. Sal: $110,000-$140,000/yr. Qualified Applicants: Apply at <a href="https://bwelcome.hr.bnpparibas/" target="_blank">https://bwelcome.hr.bnpparibas/</a> en_US/externalcareers/ JobDetails?jobId=56045&amp;source= BNP+Paribas+website

Assistant Vice President, Business Intelligence Engineer

Quantitative Researcher -- New York, NY. Research, design &amp; test predictive financial modeling systems by using advanced quantitative modeling &amp; statistical analysis skills in the application of computational &amp; analytical principles. Utilize quantitative analysis/research &amp; data science practices to research &amp; formulate testable hypotheses about equities markets. Min. requirements PhD Degree in Statistics, Applied Mathematics, or related quantitative field; OR in the alternative, Master's Degree in Stats, Applied Math, Math or related quant field + 3 years of experience in Quantitative Research &amp; Analysis types of position(s). For both sets of requirements must also have knowledge of: Ability to develop &amp; fine-tune statistical models; ability to perform statistical data analysis on large-scale data sets, including global equities market data, trading data, &amp; alternative data sources; Time series methods to analyze market price &amp; return data &amp; perform statistical tests about stationarity &amp; mean-reversion behaviors on time series data; Regression analysis &amp; statistical inference to understand correlations, tackle multicollinearity, &amp; analyze power of predictive features; Machine learning &amp; deep learning techniques including tree-based methods &amp; neural-network-based methods to explore non-linear relationships between predictive features &amp; market returns; Statistical modeling principles &amp; practices, incl. hypothesis formulation &amp; testing, application of various statistical modeling techniques, model selection &amp; validation via in-out-sample method, &amp; model diagnostics; ability to write code &amp; develop efficient algorithms to implement large-scale data analyses, computations, &amp; simulations; R &amp; Python; data analysis &amp; visualization libraries, incl. Pandas, NumPy, &amp; Matplotlib; &amp; Machine learning libraries, incl. Scikit-learn, TensorFlow, &amp; Keras. Must pass company's required skills assessment. Base pay: $165k-$325k/year (does not include other forms of compensation/benefits). Note Hybrid work attendance policy: In-office work required at below office address for collaboration days based on each team's requirement; remote work permissible for remainder of same month. Send resume to <a href="mailto:TS-Posting@twosigma.com" target="_blank">TS-Posting@twosigma.com</a> or mail to TS/HR Dept, Two Sigma Investments, 100 Ave of the Americas, 16 Fl, NY, NY 10013. Reference Job ID 13243

SYSTEMS ANALYST (Franklin Square) Develop and implement solutions for computer system management of retail pharmacy operations. Must travel to Greenport, NY location 2 times per week. Exp. Req'd. Send resume to Roots Pharmacy Inc (<a href="mailto:drsarosh687@gmail.com" target="_blank">drsarosh687@gmail.com</a>)

61,996 Jobs in New York