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Jersey City, New Jersey

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Today

Must Have: 5 years of experience in financial market risk management and quantitative modeling Master s degree in quantitative disciplines Proficient in SQL, any other high level programming languages, such as R, Python, Matlab, is a plus Hands on experience on developing complex financial models. Solid equity production knowledge, especially ETFs Detail oriented and team player. Location: Jersey City - Hybrid - 3 days a week onsite Contract Only- will be extended upon performance evaluation Int

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Contract

$85 - $90

Quantitative Developer

Hybrid in Jersey City, New Jersey

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Today

Job: Quantitative Developer Location: hybrid in Jersey City Job type: long-term contract Your Primary Responsibilities: * Research and prototype risk model for newly issued ETFs. * Extend the scope for the Hybrid VaR as an benchmark for existing VaR methodology. * Assist the NSCC MTM passthrough effort. * Facilitate model specification and communication with stakeholders such as Market Risk, and Risk Technology team.Qualifications: * 5 years of experience in financial market risk management and

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Contract

BASED ON EXPERIENCE

Quantitative Developer

Hybrid in Jersey City, New Jersey

•

Yesterday

Immediate need for a talented Quantitative Developer. This is a 06+ Months Contract opportunity with long-term potential and is located in Jersey City, NJ (Hybrid). Please review the job description below and contact me ASAP if you are interested. Job ID:25-79346 Pay Range: $90 - $100/hour. Employee benefits include, but are not limited to, health insurance (medical, dental, vision), 401(k) plan, and paid sick leave (depending on work location). Key Responsibilities: Research and prototype ri

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Contract

$90 - $100

Quantitative Developer

Hybrid in Jersey City, New Jersey

•

Yesterday

Job Title: Quantitative Developer (Risk Modeling / ETFs)Location: Jersey City, NJ (Hybrid 3 Days Onsite)Job Type: Contract (Long-term, Performance-Based Extension)Experience Level: Mid Senior (10+ Years Preferred) Job Description:We are seeking a highly skilled Quantitative Developer with deep expertise in financial risk modeling, especially around ETFs and Hybrid VaR methodologies. You ll join a high-performance risk modeling team working closely with risk analysts and technology teams to build

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Full-time

Depends on Experience

Quantitative Developer

New York, New York

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Today

Job Title: Quantitative Developer - FX & FICC Analytics Duration: Full time contract through July 2026 Location: Hybrid on site New York or Toronto 2x a week Role Summary We are seeking a Quantitative Developer with strong Python development skills and a deep understanding of financial markets, particularly FX and FICC instruments. This role supports front-office quantitative projects and contributes to the development of a robust analytics platform used by strategists, traders, and sales teams.

Full-time

Compensation information provided in the description

Quant Developer Associate Director

Hybrid in Jersey City, New Jersey

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Today

Are you ready to make an impact at DTCC? Do you want to work on innovative projects, collaborate with a dynamic and supportive team, and receive investment in your professional development? At DTCC, we are at the forefront of innovation in the financial markets. We are committed to helping our employees grow and succeed. We believe that you have the skills and drive to make a real impact. We foster a thriving internal community and are committed to creating a workplace that looks like the world

Full-time

Quantitative Developer

Jersey City, New Jersey

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Today

Hope you are doing well. This is Dheeraj from Stellent IT. We are hiring for the given job requirement. If you are interested in this role then please share below details: Updated Resume Current Location Visa Status LinkedIn Id Job Role: Quantitative Developer Location: Jersey City, NJ (Hybrid) Duration: Long term (Contract Only- will be extended upon performance evaluation) Interview Process: 2 rounds - 2nd round in person Primary Responsibilities: Research and prototype risk model for new

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Contract, Third Party

Quantitative Developer

Hybrid in Jersey City, New Jersey

•

Today

Quantitative Developer Location: Jersey City, NJ - Hybrid Skills: financial market risk management and quantitative modeling, SQL, R, Python, Matlab, complex financial models. ETF Industry: Financial Services Your Primary Responsibilities: Research and prototype risk model for newly issued ETFs.Extend the scope for the Hybrid VaR as a benchmark for existing VaR methodology.Assist the NSCC MTM passthrough effort.Facilitate model specification and communication with stakeholders such as Market Ri

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Contract

$60 - $90

Quantitative Developer

Jersey City, New Jersey

•

Today

Software Guidance & Assistance, Inc., (SGA), is searching for a Quantitative Developer for a contract assignment with one of our premier financial services clients in Jersey City, NJ. Responsibilities : Research and prototype risk model for newly issued ETFs. Extend the scope for the Hybrid VaR as an benchmark for existing VaR methodology. Assist the firm's MTM passthrough effort. Facilitate model specification and communication with stakeholders such as Market Risk, and Risk Technology team

Contract

Quantitative Developer

New York, New York

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28d ago

LSEG (London Stock Exchange Group) is more than a diversified global financial markets infrastructure and data business. We are dedicated, open-access partners with a commitment to excellence in delivering the services our customers expect from us. With extensive experience, deep knowledge and worldwide presence across financial markets, we enable businesses and economies around the world to fund innovation, manage risk and create jobs. It's how we've contributed to supporting the financial stab

Full-time

USD 109,800.00 - 183,000.00 per year

Senior Quantitative Developer

New York, New York

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2d ago

LSEG (London Stock Exchange Group) is more than a diversified global financial markets infrastructure and data business. We are dedicated, open-access partners with a dedication to excellence in delivering the services our customers expect from us. With extensive experience, deep knowledge and worldwide presence across financial markets, we enable businesses and economies around the world to fund innovation, manage risk and create jobs. It's how we've contributed to supporting the financial stab

Full-time

USD 167,500.00 - 279,300.00 per year

Quantitative Developer

New York, New York

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30+d ago

A top-tier systematic hedge fund is seeking an exceptional engineer to help build and maintain the infrastructure supporting its global, computer-driven trading strategies. The successful candidate will work across both live trading and research environments, contributing to critical systems for signal processing, simulation, alpha estimation, and portfolio construction. This is a unique opportunity to be part of a highly collaborative team of researchers and technologists solving complex proble

Full-time

Quantitative Developer - New York- Multi-Asset Class Systematic Trading

New York, New York

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29d ago

Client Research at this leading investment firm is key to continued success: based on rigorous and innovative research, they design and implement systematic, computer-driven trading strategies across multiple liquid asset classes. You'll be exposed to all aspects of the systematic investing business; with lots of project ownership and a collaborative start-up environment, this is a fantastic place to work. Role They're looking for a strong quantitative developer to join their growing PM team in

Full-time

C++ Quantitative Developer - NYC / Chicago- Leading HFT Firm

New York, New York

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23d ago

Salary: up to $300,000 USD base + discretionary bonus Summary Exciting opportunity to work at one of the world's leading HFT firms with offices across NYC and Chicago. You will be working with a small team of extremely talented and motivated individuals to collaborate with each other and compete in the world's financial markets. Seeking an ultra-low-latency C++ expert with a solid track record in quantitative finance to work on strategy development and code optimization. Requirements Build and o

Full-time

USD 300,000.00 per year

Market Risk Developer ( Quant/Java)

Hybrid in New York, New York

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Yesterday

About PruTech: Established in 1997, PruTech is committed to innovative problem-solving, solution creation, and fostering strong client partnerships. Serving a diverse array of industries, from government to finance, retail, and manufacturing, PruTech operates from strategic locations including New York City, Washington DC, North Carolina, and boasts a nearshore office in Mexico City and multiple offshore offices in India. With over two decades of experience in Information Technology and system i

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Contract

Depends on Experience

Quantitative Analyst / Developer

Jersey City, New Jersey

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Today

Job Title: Quantitative Developer / Analyst Location: Jersey City, NJ (Hybrid: 3 days Onsite / 2 days REMOTE) Duration: 6+ Months (Extension Possible) Skills & Experience Needed: 5+ years of working experience and must have 3+ years of hands-on experience in quantitative models, research, with deep understanding in fixed income and/or market risk. Fixed income market and product knowledge and SQL experience are highly preferred. Fluent in at least one high level programming language (Python, C++

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Full-time, Contract

$85.00 - $95.00 per hour

Quant Risk developer with python

Hybrid in New York, New York

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6d ago

Seeking a talented individual with strong quantitative skills to join a Risk Management team. The role will focus on research and implementation of risk models to support risk management and the investment processes across a variety of strategies and asset classes. The successful candidate will work in the intersection of technology, investment, and risk to develop, deliver, and maintain vital modeling, pricing, and data infrastructure across our multi-strategy platform. They will be an active c

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Full-time

$140,000 - $200,000

C++ Developer FIX Protocol

New York, New York

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Today

Career Opportunity: Job Title: C++ Developer FIX Protocol About Code Force 360 Making a career choice is amongst the most critical choices one can make, and it's important for the choice to be calculated with factors such as a company's run of success since its inception and more. But, when you come across a company that has reputation proven with nothing but an illustrious run of success since the day it began, you don't need to think of anything else. That's precisely what some of our employ

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Contract

$65-70

PGIM Quantitative Solutions - Sr. Software Developer - .NET/Salesforce

Newark, New Jersey

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Today

Job Classification: Technology - Engineering & Cloud What you will do: PGIM Quantitative Solutions is looking to hire a Software Developer to join its Systems Development team to help build and support Investment Management technology solutions. This is an exciting time to join PQS as it embarks on a multi-year strategic program to migrate existing business applications to Microsoft Azure, Fabric & Power Apps platforms. As such, PQS is seeking an experienced individual with capabilities both

Full-time

USD 125,000.00 - 150,000.00 per year

Senior Quantitative Engineer

Jersey City, New Jersey

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Today

job summary: WHAT IS THE OPPORTUNITY? This position is responsible for developing logic-intensive components of the digital wealth management platform. Works on computational libraries, as well as API services that interact with those libraries and other parts of the platform. The core focus for the position will be on implementing software used in portfolio optimization, Monte Carlo simulations, trading algorithms, financial health scores, and probability assessment models used in developing

Contract

USD50 - USD90

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