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Senior Quantitative Researcher (New York, NY): Perform programming to enhance and maintain software codebases. Create and analyze complex datasets. Work with cross-sectional and time-series statistical methods; developing and implementing scalable, differentiated, and profitable quantitative signals; working on quantitative research projects, including original idea/inception, back-testing, and implementation; calibrating statistical model parameters to fit data, conducting machine learning and data analysis, and utilizing econometric methods relating to their practical applications in quantitative investing; developing and maintaining low-latency trading systems; building a cutting-edge machine learning stack for developing trading signals; programming with Python, numpy, scikit-learn, and Pandas data manipulation; using algorithms/techniques, including principal component analysis (PCA), lasso/ridge regression, ensemble methods, clustering, and outlier handling; and, developing production-ready software to generate signals in real time. Reqs. Bachelor's degr + 5 yrs of exp. Salary Range: $225,000.00 - $300,000.00 per 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, LP, 444 West Lake Street, 50th Floor, Chicago, IL 60606. Must Ref# MP9236305NY. No phone calls.&nbsp; &nbsp;

Senior Quantitative Researcher

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

Fin'l Srvcs: Morgan Stanley Services Group, Inc. is hiring for following roles throughout facilities in NY, NY: Vice President, Finance to assist in production of fin'ls &amp; regulatory reports for Firm (JR014974, salary range $185,000 - $205,000); Vice President, Compliance to review of Fixed Income &amp; Equity Research against Firm's Watch &amp; Restricted List for compliance w/ relevant securities laws &amp; w/ internal policies, such as Firm's M&amp;A Research Policy (JR000577, salary range $185,000 - $205,000). 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

Multiple Positions

Software Engineer -- New York, NY. Engineer &amp; maintain software services &amp; tools used across company for communication, collaboration, productivity &amp; knowledge sharing. Min requirements: Master's in Computer Science or related IT field +3 years of experience as a Software Developer OR alternatively Bachelor's in Computer Science or related IT field +5 years of experience as a Software Developer. Must also have experience using: Java &amp; Python; Linux/Unix; Jenkins &amp; Git; SQL relational databases (MySQL, PostgreSQL, SQL Server); web applications development &amp; maintenance including JavaScript programming, database integration &amp; REST APIs; containerized applications deployment, management &amp; scaling including Docker &amp; container orchestration tools; Flask &amp; Spring Boot; ability to perform data analytics using tools including Python, SQL &amp; NoSQL; ability to design &amp; implement multi-tiered &amp; microservices software architectures; cloud services including compute, storage, databases &amp; networking. Must pass company's required skills assessment. Base pay: $180k-$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 Avenue of the Americas, 16 Fl, NY, NY 10013. Reference Job ID 13182

Software Engineer

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

Vice President w/ BNP Paribas RCC, Inc. in Jersey City, NJ. Eval adequacy, effectivenss, &amp; efficiency of Bank policies, procedures, &amp; internl cntrls as they rel to the Info Tech infrastructure &amp; Bus App Systs perterms of Inspection Generale Audit charter &amp; bus guidelines. Pos reqs a Bach deg (U.S. or for equiv) in Comp Sci or rel field &amp; 5 yrs of exp in job offerd or a rel role. Must have 5 yrs of exp w/ the following: Info Tech audit; auditing IT infrastructure &amp; bus app controls; principles &amp; techniques of Info Systs auditg to ensure data integrity, confidentiality &amp; availblity; auditg governance &amp; risk mgmt functns, &amp; the abil to eval &amp; recognize deviatns from acceptble bus practices; &amp; mntng effective relatns btwn financl auditors &amp; auditees, &amp; effectively communicatg audit reslts to a wide, non-tech audience. CISA (Certified Info Systms Auditr) reqd. *Telecommuting permitted 50%: wrk may be performed w/in normal commuting distance from the BNP Paribas RCC Inc. office in Jersey City, NJ. Sal: $152,859-$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=56104&amp;source= BNP+Paribas+website

Quantitative Researcher -- New York, NY. Research, design &amp; develop sophisticated computerized predictive systems for financial markets by applying advanced statistical &amp; mathematical analysis &amp; quantitative modeling techniques. Minimum requirements: Bachelor's Degree in Computer Science, Electrical Engineering, Mathematics, Statistics or Physics + knowledge of: Statistical analysis including regression analysis, time series analysis &amp; machine learning methods for building predictive models; ability to collect &amp; clean large datasets &amp; analyze statistical patterns; Statistical Learning Algorithms; Python; Linux operating system; ability to design experiments for model/algorithm comparisons &amp; model sensitivity/robustness analysis; Probability, Statistics &amp; Linear Algebra. 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 Avenue of the Americas, 16 Fl, NY, NY 10013. Reference Job ID 13210

Quantitative Researcher

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

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;

Software Engineer - New York, NY. Design, develop/engineer, test, deploy, &amp; maintain: (1) software that executes trades of financial securities; (2) software tools to collect, transform, analyze &amp; report data related to trading activities &amp; performance of trading algorithms; (3) software tools to analyze trades &amp; detect outliers; &amp; (4) software simulation environments to simulate trading for various proprietary models &amp; analyze &amp; compare simulation results with actual trading. Min. requirements Bachelor's Degree in Computer Science or Computer Engineering &amp; knowledge of: programming languages incl. Python (interpreted, data analysis based language), Java (object-oriented language), C (systems level language), &amp; scripting languages (Bash); core computer science concepts incl. object-oriented design, networking, databases, operating systems, concurrency, data structures, &amp; algorithms; core software engineering principles incl. unit tests &amp; integrations tests, CI/CD pipelines, &amp; Agile/Scrum practices; discrete math, calculus, linear algebra, &amp; statistics, &amp; ability to apply these mathematical concepts to solve problems through software engineering; data analysis tools incl. Pandas &amp; Jupyter Notebooks; &amp; knowledge of software engineering issues regarding computer networks, incl. dropped/ corrupted messages, network latencies, &amp; communication protocols. 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 13239

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