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Vice President, Cyber Security Specialist w/ BNP Paribas RCC, Inc. in Jersey City, NJ. Lead App Security assessment as part of the Secure SDLC Governance. Position reqs a Bach / US or Foreign Equiv in Comp Sci, Cyber Security, or rel &amp; 10 yrs of exp in job offered or rel roles in Cyber Security OR no deg &amp; 12 yrs of exp in job offered or rel roles in Cyber Security. Must have 10 yrs of exp w/ the following: OWASP Top 10 app security risks &amp; how to address them; enterprise software techs, app security, &amp; infrastructure; &amp; web app security scanning software such as Fortify. Must have 7 yrs of exp w/ the following: Team Mgmt skills prioritization/escalation points/staffing communication/mentorship of other employees. Must have 6 yrs of exp w/ the following: creating &amp; running secure assessments of app code &amp; infrastructure security in the financial service industry; performing risk &amp; threat assessments for app &amp; infrastructure security in the financial service industry; &amp; Fortify, Sonatype Nexus, Qualys, AppSpider, Dependency Check from OWASP, &amp; SonarQube. *Telecommuting permitted 50%: work may be performed w/in normal commuting distance from the BNP Paribas RCC office in Jersey City, NJ. Sal: $173,056- $185,000/yr. Qualified Applicants: Apply at <a href="https://bwelcome.hr.bnpparibas/" target="_blank">https://bwelcome.hr.bnpparibas/</a> externalcareers/ JobDetails?jobId=54723&amp;source= BNP+Paribas+website.

Vice President, Cyber Security Specialist 

IT: Two Sigma Investments, LP seeks Softw Engr in NY, NY. Incls but not limited to bldg &amp; maintaining softw srvcs &amp; tools used across co. for communication, collab &amp; productivity. Working w/ 3rd-party vendors incl Slack, Microsoft, Google, Bonitasoft &amp; Sinequa to assess offerings &amp; customize solutions for Two Sigma's unique security req'mts. Note: Co. "Hybrid" work attendance policy: In-office work attendance req'd at aforementioned office address for collab days based on each team's req'mt; telecommuting / working from home permissible for remainder of same mo. Must have Bach or equiv in CS or rel field + 3 yrs exp in softw eng'g or rel exp. Must have exp w/ prog'g object-oriented languages incl Python, Java or PHP. Must have exp w/ front-end dvlpmt exp in React. Must have exp working w/ PostgreSQL dbase technology. Must have exp working w/ both cloud &amp; on-premises deployment pipelines. Must have exp w/ dvlpg &amp; maintaining end-to-end web apps, incl prog'g, dbase integration, REST &amp; GraphQL APIs, front-end dvlpmt, &amp; user testing. Must have exp w/ dvlpg web app tooling for internal &amp; non-technl users w/i co. Must have exp w/ dvlpg &amp; executing project plans w/ extensive collab across teams. Must have exp w/ setting up observability &amp; monitoring tools such as Datadog. Must have exp working w/ compliancesensitive data &amp; dvlpg tooling to handle such data. Must pass co.'s req'd skills assessment. Employer will accept any amount of exp w/ req'd skills. Rate: $165,000-$325,000/yr (may also be elig for other forms of compensation &amp; bnfts). Send resume to TS/HR Dept., Two Sigma Investments, LP, 100 Avenue of the Americas, 16th Fl, NY, NY 10013 or email TS-Posting@ twosigma.com &amp; ref Job # 13066.

Software Engineer

IT: Two Sigma Investments, LP seeks Quantitative Researcher in NY, NY. Incls but not limited to apply quantitative fin'l analysis/stat analysis/data analysis skills, incl estimation methods &amp; time series analysis to research, formulate, design &amp; dvlp sophisticated predictive quantitative fin'l investment models &amp; fin'l trading strategies to trade fixed income single-name credit instruments &amp; derivatives. Research, design &amp; dvlp production-quality, high-reliability, highly tuned numerical quantitative code using complex fin'l linear algebra, stat modeling, &amp; numerical optimization techniques. Note: Co. "Hybrid" work attendance policy: In-office work attendance req'd at aforementioned office address for collab days based on each team's req'mt; telecommuting / working from home permissible for remainder of same month. Must have Master's or equiv in Stats, Applied Math, Eng'g, Quantitative Fin'c or rel field + 3 yrs exp in quantitative research role w/i investment mgmt industry, or rel exp; OR PhD or equiv in Stats, Applied Math, Eng'g, Quantitative Fin'c or rel field. Must have exp w/ empirical asset pricing &amp; factor models. Must have exp w/ modern portfolio theories (incl portfolio optimization &amp; portfolio construction) &amp; portfolio risk modeling. Must have exp w/ stat analysis of time series data, panel data, &amp; cross-sectional data. Must have exp w/ analyzing lrg-scale fin'l datasets. Must have exp w/ linear algebra &amp; convex optimization. Must have exp in quantitative research on predicting fin'l asset returns. Must have exp w/ building systematic research platform such as portfolio optimizer &amp; backtesting engine. Must have exp w/ conducting portfolio backtesting &amp; return attribution of systematic investment strategies. Must have exp in prog'g w/ Python &amp; SQL, w/ demonstrated knowl of data structures &amp; algorithms, incl object-oriented prog'g. Must have exp working w/ Unix/Linux operating sys's &amp; shell scripting. Must pass co.'s req'd skills assessment. Employer will accept any amount of exp w/ req'd skills. Rate: $165,000 - $325,000/yr (may also be elig for other forms of compensation &amp; bnfts). Send resume to TS/HR Dept., Two Sigma Investments, LP, 100 Avenue of the Americas, 16th Fl, NY, NY 10013 or email resume to TS-Posting@ twosigma.com &amp; ref Job # 13211.&nbsp; &nbsp;

Quantitative Researcher

IT: Two Sigma Investments, LP seeks Data Scientist in NY, NY. Incls but not limited to Exploratory research for design &amp; implementation of domain-specific signals based on comp data research &amp; analysis on alternative data &amp; rel them to co., industry &amp; macroeconomic factors. Building quantitative models for asset classes in private mkts, generating economic insights based on data driven techniques, &amp; rel trends in data indicators &amp; model predictions to investment themes, strategies, or co. level operational decisions/value creation opp'tys. Note: Co. "Hybrid" work attendance policy: In-office work attendance req'd at aforementioned office address for collab days based on each team's req'mt; telecommuting / working from home permissible for remainder of same month. Must have Master's or equiv in Fin'c, Data Sci, Stats, Math or rel field. Position does not req specific yrs exp but req's listed skills. Must have demonstrated knowl of analyzing high dimensional, sparse datasets to generate insights guiding key decisions. Must have demonstrated knowl of recognizing when &amp; how to explicitly or implicitly combine info from various datasets to enhance value. Must have demonstrated knowl of model dvlpmt w/ scientific computing methods &amp; big data technologies such as Spark. Must have demonstrated knowl of time-series analysis &amp; natural language processing. Must have demonstrated knowl of manipulation of structured &amp; unstructured datasets w/ open-source stat languages such as Python. Must have demonstrated knowl of exploratory data analysis &amp; visualization w/ visualization frameworks such as matplotlib, Seaborn, or Plotly. Must have demonstrated knowl of stat machine learning &amp; deep learning thru frameworks such as scikit-learn, TensorFlow, pytorch, keras, or huggingface. Must have demonstrated knowl of conducting data research trials &amp; making recommendations for/against data acquisitions. Must have demonstrated knowl of econometric analysis, causal inference, recommender sys's, &amp; deep learning. Must have demonstrated knowl of prog'g w/ object-oriented languages such as Python &amp; incl ability to design &amp; implement data pipelines. Must have demonstrated knowl of relational dbase sys's incl ability to optimize queries in SQL. Must have demonstrated knowl of investment mgmt. &amp; fin'l analysis thru analysis of P&amp;L, inventory, cash, &amp; inter-company transactions. Must pass co.'s req'd skills assessment. Employer will accept any amount of grad coursework, grad research exp or exp w/ req'd skills. Rate: $165,000-$325,000/yr (may also be elig for other forms of compensation &amp; bnfts). Send resume to TS/HR Dept., Two Sigma Investments, LP, 100 Avenue of the Americas, 16th Fl, NY, NY 10013 or email resume to TS-Posting@ twosigma.com &amp; ref Job # 13018.

Data Scientist

Associate (Senior) sought by Cleary Gottlieb Steen &amp; Hamilton LLP in NY, NY to manage as lead associate the legal work streams of clients' debt financing transactions incl in connection w/ leveraged buyouts, restructuring, working capital facilities &amp; liability mgmt transactions. Reqs JD, LLM or foreign equiv &amp; 4 yrs of exp as an Associate or rltd occupation. Must incl 4 yrs of exp in each of the following: Drafting &amp; negotiating credit agreements &amp; indentures for private equity sponsors, other borrowers &amp; lenders in connection a variety of leveraged financing transactions incl mergers &amp; acquisitions, restructurings &amp; bankruptcy &amp; working capital facilities; Drafting &amp; negotiating security agreements, guarantees &amp; intercreditor arrangements in connection w/ secured financings; Reviewing &amp; negotiation financing rltd provisions of acquisition agreements &amp; conducting legal diligence on the indebtedness of potential targets in connection w/ M&amp;A transactions; Closing financing transactions &amp; coord'g amongst clients, counterparties, other law firms, accountants &amp; 3rd party advisors; &amp; Advising clients on ongoing compliance obligations w/ respect to credit facilities &amp; indentures. Must be admitted to practice law in the State of NY. The base salary for associate positions is $225,000 - $435,000/yr, depending upon class year. Qualified applicants please submit resumes by accessing the following link: <a href="https://legalrecruit.cgsh.com/CGSelfApply/viRecruitSelfApply/RecDefault.aspx?FilterREID=40&amp;FilterJobCategoryID=1&amp;FilterJobID=251" target="_blank">https://legalrecruit.cgsh.com/CGSelfApply/viRecruitSelfApply/RecDefault.aspx?FilterREID=40&amp;FilterJobCategoryID=1&amp;FilterJobID=251</a> Please indicate job code AS25NYT. At Cleary Gottlieb, all members of our community deserve respect as individuals &amp; appreciation for the contributions they make to our community. We champion diversity, equity, &amp; inclusion, &amp; creating equal opportunities to dvlp &amp; succeed.

Associate (Senior)

Associate, Bus. Finance Office -Global Atlantic Financial Company (NY, NY): Produce analytical dashboard &amp; reporting pkg that tracks investment performance for actual &amp; expected investment income. Interface w/ organization as investment income leader &amp; own oversight &amp; tracking of investment income. REQ'MTS: Bach (U.S. or foreign equiv) in Fin'c, Acctg, Econ, Math, Quantitative Mgmt or rel quantitative field, + 3 yrs exp in fin'c, insurance, consulting, or investment banking. Prior exp must incl 3 yrs exp in following: Working in Excel incl advanced Excel functions for Data ETL &amp; analysis &amp; working w/ VBA; Dealing w/ lrg datasets &amp; extracting bus. intelligence &amp; performance stories, incl but not limited to analysis on yield at CUSIP level &amp; summarizing CUSIP level data into asset class view; Using Data Visualization Tools (such as Tableau &amp; PowerBI) to produce bus. analytical dashboards by joining various data into reporting pkgs that help sr leaderships track performance; Project mgmt skills to partner w/ cross-functional stakeholders to manage investment inputs, facilitate workshops, drive discussion, &amp; create executive reporting pkgs for monthly &amp; quarterly closing &amp; forecasting processes; Understanding of acctg &amp; fin'l statements, incl fin'l acctg; Designing &amp; optimizing forecasting analysis to present performance insights to sr leaders; Synthetizing bus. story &amp; producing board-level quality PPT pgs; Presenting in front of sr mgmt. $115,731/yr-$146,300.18/yr. Pls email resumes to <a href="mailto:Immigration@gafg.com" target="_blank">Immigration@gafg.com</a>. Pls specifically incl ref code "8740370" in subject line of email when applying. EEO/AAE/V/D.

Associate, Bus. Finance Office

Associate, Enterprise Fin'l Planning &amp; Analysis - Global Atlantic Financial Company (NY, NY): Dvlp &amp; expand enterprise fin'l forecast models &amp; dashboards on fin'l proforma under various acct regimes such as US Generally Accepted Acctg Principles (GAAP) or Statutory w/i cloud-based analytics platforms to facilitate deeper understanding &amp; tracking of bus. performance relative to expectations. Assist in capital budgeting &amp; capital allocation mgmt framework to support firm's bus. growth. REQ'MTS: Bach (US or foreign equiv) in Fin'c, Econ, Math, Stats, Actuarial Science or rel field, + 3 yrs exp in fin'l projections or rel role. Prior work exp must incl 3 yrs exp in following: working in fin'l srvcs industry, in insurance, investment banking, consulting, corp fin'c, or actuarial fields; applying acctg &amp; corp fin'l framework knowl to analyze model's results; understanding how dbases are structured, streamline data sources &amp; build ETL processes; improving controls on dataflow &amp; processes for both internal &amp; external reviews; analyzing various fin'l input collected to understand &amp; reconcile differences; designing &amp; building fin'l forecast models (either based in Excel or cloud-based analytics platform) on income statement &amp; balance sheet by applying complex acctg logic on lrg investment &amp; actuarial raw data sets using VBA &amp; Python; analyzing historical fin'l statements &amp; reverse eng'g model assumptions by calculating metrics incl ROA (Return on Asset), investment return &amp; expenses margin, &amp; risk-based capital ratio; creating model documentations that provide detailed explanation of rationale, assumptions, tests, data flow diagram &amp; other analyses to mitigate model risks &amp; improve efficiency of various model governance; dvlpg dashboards &amp; frameworks w/i analytics platform to quantify &amp; track fin'l implications of strategic initiatives to organization. Expected annual base sal for NY, NY, US-based position is $115,731-$118,450.28. Pls email resumes to Immigration@ gafg.com . Pls specifically incl ref code "C#" 8573191 in subject line of email when applying. EEO/AAE/V/D.

Associate, Enterprise Fin'l Planning & Analysis

Software Engineering Senior Manager, Wells Fargo Bank, N.A., New York, NY: Manage, coach, and develop a team of individual contributor engineer roles with low to moderate complexity and less experienced managers who are responsible for building high quality capabilities with modern technology. Position requires a Bachelor's degree in Applied Computer Science, Computer Engineering, Information Technology, or related technical field plus 4 years of experience in the job offered or in a related occupation involving software engineering experience. Telecommuting is permitted up to 2 days a week. Position must appear in person to the location listed as the work address. Salary: $219,440 - $300,000. To apply, send resume &nbsp; to <a href="mailto:recruiter_inbox@wellsfargo.com" target="_blank">recruiter_inbox@wellsfargo.com</a> &nbsp; and reference Requisition # 001354 in the subject line.

Software Engineering Senior Manager

AVP, Quantitative Risk - Global Atlantic Financial Company (NY, NY): AVP, Quantitative Risk w/i Risk Mgmt group w/ Global Atlantic Financial Company in NY, NY. Support broad range of Quantitative Risk functions w/ focus on capital mkts hedging in Python-based environ for dvlpmt of co.'s Edge risk sys. REQ'MTS: Bach (US or foreign equiv) in Quantitative Fin'c, Fin'l Eng'g, Math, or rel fin'l quantitative or analytical field + 3 yrs exp in rel role. Prior exp must incl 3 yrs of: working w/ Python, dvlpg &amp; maintaining lrg, object-oriented code bases. Working w/ bldg &amp; maintaining data quality processes for key or sensitivity inputs w/i models or workflows. Insurance liability modeling or capital mkts hedging modeling, covering vanilla &amp; exotic derivatives in equity &amp;/or fixed income asset classes. Working w/i active risk mgmt framework, incl quantification/monitoring, reporting, escalation &amp; resolution processes. Bldg new &amp; enhancing estab quantitative models, along w/ corresponding controls &amp; documentation w/i fin'l reporting compliance or other regulatory regime. Expected annual base sal for NY, NY, US-based position is $126,277-$202,472.92/yr. Pls email resumes to <a href="mailto:Immigration@gafg.com" target="_blank">Immigration@gafg.com</a> . Pls specifically incl ref code "C# 8573180" in subject line of email when applying. EEO/AAE/V/D.

AVP, Quantitative Risk

Software Engineer - New York, NY. Engineer, enhance &amp; support complex, large-scale, performant &amp; secure software systems for security control, including but not limited to authentication, authorization, access control &amp; privileged session management. Minimum requirements: Bachelor's Degree in Computer Science or related IT field + knowledge of: Python, C/C++ &amp; Bash; RPC frameworks (REST); Linux/Unix operating systems; front-end software development; database design &amp; SQL language queries; networking concepts including TCP/UDP; computer security concepts including authentication &amp; authorization; cryptography concepts including hash function; unit testing &amp; software integration testing; version control (Git); software architectural design; data structures &amp; algorithms. 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 6 Ave, 16 Fl, NY, NY 10013. Reference Job ID 13114

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