Lead the new Cross-Business Research team, defining vision, roadmap, and priorities, building and managing a team, and driving quantitative initiatives across business units.
Compensation
A transparent and attractive compensation package
Responsibilities
Define the team’s research vision, roadmap and priorities for the Cross-Business Research capability, in collaboration with the Business Units and the CIO
Build and manage the team through the recruitment of senior and junior profiles
Build strong relationships with the Business Units, understand their research and quantitative challenges, and facilitate collaboration and knowledge-sharing across Research, Data and Technology
Identify and lead Business Unit sponsored projects from problem definition through research, proof of concept and the development of scalable solutions ready for integration into production
Provide scientific judgement on research methods, models and outputs, contribute personally to complex quantitative topics where relevant, and help ensure a high standard of quality across the team’s work
Work directly with the founder at an AI-focused financial services startup to build an AI-enabled investment banking business through research, recommendations, and execution.
Compensation
Base salary is $80,000 to $110,000 annually.
Responsibilities
Identify prospective clients and partners, develop outreach approaches, and help turn conversations into commercial relationships.
Research investors, improve fundraising materials, build financial analyses, and coordinate diligence and follow-ups.
Support recruiting by identifying candidates, helping assess them, and developing effective team processes.
Investigate new opportunities, answer strategic questions, and execute high-priority founder initiatives.
The annual base salary range for this position is $175,000 to $225,000, depending on the candidate’s experience, qualifications, and relevant skill set. The position is also eligible for an annual discretionary bonus.
Responsibilities
Work directly with researchers to implement research studies, simulate trading strategies, and develop algorithms to compete in financial markets.
Embed with trading desks, work intimately with traders and portfolio managers, learn about their problem spaces, extract domain models, and build ergonomic, performant and extendable engineering solutions
Collaborate with other engineering teams to accelerate the research lifecycle from strategy prototype to production deployment
Evaluate new technology and improve our technology stack on a continuous basis
Requirements
Bachelor’s degree in Computer Science, Computer Engineering, or related field
Lead the development and evolution of DRW’s AI‑powered research and analytics platform, collaborating with trading desks and engineering to deliver production‑ready quantitative solutions.
Responsibilities
Prototype and validate quantitative workflows end‑to‑end, from data retrieval and signal construction to strategy evaluation, PnL simulation, testing, and risk/scenario analysis.
Write high‑quality platform code and quantitative libraries, including AI‑friendly interfaces and documentation.
Enhance the platform’s ability to reason about markets, interpret financial data, and produce reliable, contextually aware analysis across products and markets.
Continuously evaluate platform usage, identify strengths and gaps, and drive improvements that deliver measurable value to trading and research workflows.
Engage with stakeholders across the firm to discover emerging use cases and adapt platform capabilities accordingly.
Build and evolve the firm’s AI-powered research and analytics platform to support traders, researchers, and risk managers.
Compensation
The annual base salary range for this position is $175k to $250k depending on the candidate’s experience, qualifications, and relevant skill set. The position is also eligible for an annual discretionary bonus.
Responsibilities
Prototype and validate quantitative workflows end-to-end
Write high-quality platform code and quantitative libraries
Enhance the platform’s ability to reason about markets
Continuously evaluate platform usage and drive improvements
Engage with stakeholders to discover emerging use cases
The Fixed Income Quants team within BBVA Technology America and QBS in Global Markets develops advanced methodological solutions for valuing and managing risk for interest rate, credit and inflation derivatives. The role involves collaborating with trading and structuring desks, designing prototypes and key analytical tools for strategic decision making.
Responsibilities
Develop mathematical valuation models and risk management metrics for interest rate and credit derivatives traded in Global Markets.
Analyze new model requirements from trading and structuring desks, prioritizing solutions aligned with business strategy.
Test, calibrate, and internally validate mathematical models, ensuring methodological soundness and consistency with operational calculations.
Collaborate with the Quantitative Development area to integrate libraries and algorithms into test environments and internal BBVA systems.
Prepare technical methodological documentation and provide specialized support to local and regional business desks.
Requirements
Master's in Mathematics
Master's in Physics
Master's in Engineering
Master's in Quantitative Economics
Nice to have: Previous experience with valuation models
Blackstone is seeking an experienced Senior Vice President, Risk Analytics to help develop, enhance, and operate the firm’s investment risk framework across insurance, and public and private credit portfolios. The role combines quantitative analytics, portfolio surveillance, and investment risk monitoring.
Responsibilities
Build, enhance, and maintain risk analytics for insurance, public credit, and private credit portfolios, including exposure analysis, factor sensitivities, stress testing, and scenario analysis.
Oversee the production of high-quality asset cash flow projections across multiple scenarios, balancing portfolio management assumptions with realistic downside outcomes.
Integrate third-party analytics platforms (Intex, Cardo, FactSet, Aladdin, Bloomberg) into internal risk models and reporting frameworks.
Ensure accuracy, consistency, timeliness, and governance of reference data, models, and security-level analytics across the risk platform.
Partner with portfolio managers, deal teams, traders, and clients to deliver actionable risk insights supporting portfolio construction, hedging, and underwriting.
Requirements
Bachelor’s degree in Finance, Economics, STEM, or a related field
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