Goldman Sachs International
We look beyond the numbers and find the trends. As a member of our team, you will extract meaningful information to engineer advice and solutions that have real-world implications for our clients and the firm.
This level of expert analysis involves large, at times global, data sets – both structured and unstructured – to build predictive models that are relevant to specific business centers and account for market variables. These quantitative techniques then inform effective and accurate cross-asset trade and portfolio ideas for our clients.
In collaboration with your team and others across the firm, you will build and enhance advanced quantitative and analytical methods, utilizing software to design risk modeling systems and develop machine learning algorithms. Specifically, your role will focus on providing APIs to clients helping them generate alpha, risk calculations and business metrics. This valuable information will allow them to build and challenge risk models that identify and quantify market and liquidity risk and modeling vulnerabilities.
You’ll work alongside industry experts and strategic thinkers at all levels, gaining hands-on experience unlike anywhere else. All at a place where your ideas matter and your personal and professional growth are front of mind.
Come embrace the opportunity to move industries, make markets and empower communities.
Make things possible at goldmansachs.com/careers
At J.P. Morgan, we are a committed to helping businesses and markets grow and develop in more than 100 countries. Over the last 200 years, we have evolved to meet the complex financial needs of some of the world’s largest companies as well as many of the smaller businesses driving industry change globally and locally.
Our people work hard to do the right thing for our clients, shareholders and the firm every day. Working in Quantitative Research, you’ll be part of a leading team in financial engineering, derivatives modelling and risk management. You’ll partner with traders, marketers and risk managers around the world to develop and maintain mathematical models and cutting-edge methodologies to value and hedge financial transactions — from vanilla flow products to complex derivative deals.
Bank of America Merrill Lynch is one of the world’s leading investment banks. In EMEA, we have a number of teams focusing on quantitative finance for quants who specialize in the application of mathematical and statistical methods, such as numerical or quantitative techniques, to financial and risk management. Teams include Counterparty Credit Risk Analytics, Quantitative Solutions Group and Global Banking and Markets Middle Risk Management.
A career in quantitative analytics at Bank of America Merrill Lynch offers team members the potential to work across multiple businesses, product areas and asset classes – a dynamic career trajectory within a single firm. From a quantitative career perspective, consider the following important areas of work and examples of interesting opportunities we offer: identifying and quantifying risks, forecasting the evolution of risk drivers, developing behavioural and valuation models, performing strategic analyses for decision support, implementing models and processes, validating and testing models and strategies, managing data for strategic value, visualization of data & analytics and Implementing strategic communication strategies and approaches.
Bank of America Merrill Lynch’s strategy is to grow responsibly by being customer-driven, managing risk well, and delivering for our shareholders. This requires great people, with supporting development programs and a dedication to being a great place to work.
Around the world, growth is bringing new prosperity; businesses are pioneering new trade routes; and new centres of wealth and influence are emerging. Throughout its history, HSBC employees have been dedicated to connecting customers to this growth, enabling business to thrive and economies to prosper. With 3,800 offices in 66 countries and territories, serving more than 38 million customers in both established and emerging markets, HSBC are well positioned to create sustainable growth whilst serving their customers.
HSBC is looking for new students and graduates who are motivated by this purpose and are dedicated to the communities we serve. They are looking for collaborative and curious thinkers, with the courage to challenge the status quo and the motivation to make a positive impact for customers.
HSBC puts diversity at the heart of their business, because they understand how important it is both for commercial success and their customers. They want a connected international workforce of unique thinkers, that reflects the communities and markets in which they serve to help meet the needs of all their customers. That’s why they hire, develop, and promote employees based on merit and provide an open, supportive, and inclusive working environment. They also provide tailored training and support to help employees flourish in their chosen career path – bringing to life their brand promise: together we thrive.
Students and graduates can apply to join one of HSBC’s global internship & graduate programmes in one of its four global businesses: Commercial Banking, Global Banking and Markets, Global Private Banking or Retail Banking and Wealth Management, including Digital and Global Asset Management. The journey begins with an induction to prepare successful applicants as they start their graduate programme. From there they will join their chosen business area and work with talented colleagues, supported by mentors as they progress. The technical and personal development training graduates receive will ensure they’re well equipped to achieve their full potential.
- Start Date: Tuesday 23rd April 2019
- Super Early Bird: 25% Discount until 22nd February 2019
Quantitative finance is moving into a new era. Traditional quant skills are no longer adequate to deal with the latest challenges in finance. The Machine Learning Institute Certificate offers candidates the chance to upgrade their skill set by combining academic rigour with practical industry insight.
The Machine Learning Institute Certificate in Finance (MLI) is a comprehensive six-month part-time course, with weekly live lectures in London or globally online. The MLI is comprised of 2 levels, 6 modules, 24 lecture weeks, lab assignments, a practical final project and a final sit down examination using our global network of examination centres.
This course has been designed to empower individuals who work in or are seeking a career in machine learning in finance. Throughout our unique MLI programme, candidates work with hands-on assignments designed to illustrate the algorithms studied and to experience first-hand the practical challenges involved in the design and successful implementation of machine learning models. The MLI is a career-enhancing professional qualification, that can be taken worldwide.
MoCaX Intelligence is a new-to-the-market algorithm that accelerates existing Risk Engines without the need for complex systems development or expensive hardware upgrades. MoCaX removes the pricing step bottle-neck that often uses over 90% of computational effort in existing engines and increases capabilities by several orders of magnitude with no loss of accuracy.
MoCaX builds on the new Algorithmic Pricer Acceleration (APA) and Algorithmic Greeks Acceleration (AGA) methods. APA synthesises your existing pricers and creates an accelerated version of them. Even your very slowest and complex pricer, passed through MoCaX, will return the same results (down to 10-15 precision) ultra-fast (up to a few nanoseconds). For example, this enables highly accurate Monte Carlo within Monte Carlo in an instant.
AGA is a further enhancement, creating also an ultra-accurate, ultra-fast function of the Greeks of your pricers, even when you do not have an expression for them. This enables for example exact MVA and MVA sensitivity calculations.
APA and AGA work for any pricing function: analytical, tree or MC based; and with any asset class.
With one million accurate Price or Greek values in a few milliseconds, MoCaX delivers:
- massive acceleration of your current simulations
- previously-impossible simulations, e.g. accurate and ultra-fast MVA via real Dynamic SIMM
- potential for trades that had been too slow to simulate, e.g. non-linear products, barriers, bermudans
- enhanced regulatory approval, because MoCaX delivers perfect pricing and widens IMM product scope
MoCaX Intelligence: the next step forward.
Please ask for a free version of MoCaX so you can test it for yourself.
The Numerical Algorithms Group (NAG) are experts in numerical algorithms, software engineering and high-performance computing. They have served the finance industry with numerical software and consulting services for over four decades because of their outstanding product quality and technical support. Specifically, relevant to the finance industry, NAG pioneer in the provision of the NAG Library – numerical and statistical components ideal for building Quant Libraries, Risk Applications and the like. NAG also provides best-in-class C++ operator-overloading AD tools for CPU and GPU called dco (derivative computation through overloading) and dco/map (dco meta adjoint programming). The NAG Library and AD tools are used by many of the largest Investment Banks where they are embedded in Quant Libraries and XVA applications. As a not-for-profit company, NAG reinvests surpluses into the research and development of its products, services, staff and its collaborations.
The Thalesians are a think tank of dedicated professionals with an interest in quantitative finance, economics, mathematics, physics and computer science, not necessarily in that order.