Referso Jobs

Associate, Research

Morgan Stanley · Posted Nov 9, 2026

Open

New York, New York, United States
Full-time · Associate
$200K–$200K per year

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Associate, Research

Morgan Stanley · Posted Nov 9, 2026

Open

New York, New York, United States
Full-time · Associate
$200K–$200K per year

Apply with Referso

AVP, Financial Modeling

Wintrust Financial Corporation · Posted Nov 4, 2026

Open

Rosemont, Illinois, United States
Hybrid
Full-time · Associate
$98K–$137K per year
2+ years

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Responsible for the development of quantitative/econometrics models and applications in support of credit risk and market risk assessment and regulatory capital requirements.

Compensation

The estimated salary range for this role is $97,739.00 - $136,500.00 along with eligibility to earn an annual bonus.

Responsibilities

Responsible for the development of quantitative/econometrics models and applications in support of credit risk and market risk assessment and regulatory capital requirements.
Ensure that the model development process is followed end-to-end from assessing requests for models, discussions with the business, prioritization for development, and completion of development and documentation.
Provide developmental evidence on statistical assumptions of risk in modeling methodology.
Work with team members on defining model enhancements/changes, process automation, performing testing and scenarios analysis, and conduct ongoing review and analysis.
Collaborate with various internal groups including Capital, Allowance for Credit losses, Technology and Model Risk Management to provide model transparency and enhancing analytics capability.

Requirements

Master's degree in Mathematics, Economics, Data Science, Operations Research, Statistics or related field plus 2 years of experience in a related occupation.

Skills

Associate Director/ Director Quant Researcher, Delta One, Equity Derivatives

CLSA · Posted Oct 5, 2026

Open

Hong Kong, Hong Kong
Manager
7+ years

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Lead quantitative research for Delta One equity derivatives, developing systematic trading strategies and supporting trading desks.

Responsibilities

Generate and evaluate quantitative trading ideas across index arbitrage, statistical arbitrage, ETF arbitrage, and market making
Conduct in-depth analysis of historical market data to identify trading signals and pricing dislocations
Research, prototype, and back-test systematic strategies with robust evaluation of transaction costs and market impact
Develop quantitative models for pricing, signal generation, portfolio construction, execution, and hedging
Design experiments and validation frameworks for strategy robustness

Requirements

Master degree or above in mathematics, statistics, physics, computer science, engineering, quantitative finance, or another highly quantitative discipline
Nice to have: advanced degree

Skills

Python C++Linux SQL DolphinDB

APAC Market Risk, Assistant Vice President

State Street · Posted Nov 2, 2026

Open

Hong Kong, Hong Kong
Hybrid
Full-time · Manager
3+ years

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Support independent second-line oversight of market risk across APAC Markets and Treasury activities, monitoring risk exposures and identifying significant risk drivers, portfolio vulnerabilities, and emerging risks.

Responsibilities

Support independent second-line oversight of market risk across APAC Markets and Treasury activities
Monitor market risk measures including VaR, sensitivities, stress testing results, and limit utilization
Analyze risk data, position information, and reporting outputs to support the accuracy, integrity, and effectiveness of market risk monitoring and governance processes
Perform stress-testing analysis and support the development of stress-testing scenarios, methodologies, documentation, and portfolio risk assessments
Support independent risk reviews of new products, business initiatives, and changes to trading activities

Requirements

Bachelor's degree or higher in Finance, Economics, or a related quantitative discipline
Nice to have: equity swaps
Nice to have: FRTB
Nice to have: Market Risk Rule
Nice to have: Volcker Rule

Skills

VaR sensitivities stress testing

Associate, Research

Associate, Research

Compensation

Responsibilities

Requirements

Skills

Benefits

AVP, Financial Modeling

Compensation

Responsibilities

Requirements

Skills

Associate Director/ Director Quant Researcher, Delta One, Equity Derivatives

Responsibilities

Requirements

Skills

APAC Market Risk, Assistant Vice President

Responsibilities

Requirements

Skills

Benefits

Back-testing jobs

Compensation

Responsibilities

Requirements

Skills

Benefits

Compensation

Responsibilities

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Skills

Responsibilities

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Skills

Responsibilities

Requirements

Skills

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