AlphaGrep is a quantitative trading and investment management firm founded in 2010. We are one of the largest firms by trading volume on Indian exchanges and have significant market share on several large global exchanges as well.
Quantitative Risk Management Officer - Model Risk Management Undertake reviews and analysis across the portfolio for Market Risk. Undertake development or validation on classic quantitative models (investment risk, VaR, product pricing, etc) Key Responsibilities and Duties Market Risk
Are you a highly skilled Quantitative Developer eager to contribute to cutting-edge algorithmic trading strategies within a global financial institution? Citis Cash Equity Quant team in Mumbai is seeking a talented individual to join its dynamic group. This
Quantbox is a technology-driven proprietary trading firm that specializes in systematic alpha research and electronic market-making on various exchanges. We trade across a multitude of asset classes and trading venues with significant market share. We are
We’re a leader in data and AI. Through our software and services, we inspire customers around the world to transform data into intelligence - and questions into answers. If youre looking for a dynamic, fulfilling career
Job Description Purpose of the role To design, develop, implement, and support mathematical, statistical, and machine learning models and analytics used in business decision-making Accountabilities Design analytics and modelling solutions to complex business problems using domain
Cloud Developer This role has been designed as ‘Hybrid’ with an expectation that you will work on average 2 days per week from an HPE office. Who We Are: Hewlett Packard Enterprise is the global edge-to-cloud company
Job Summary: As a Payments Finance Transformation Automation Developer you accelerate reporting automation and process modernization. You will build production-grade data pipelines, automated FP&A workflows, and standardized dashboards that reduce manual effort, improve data quality, and enable
Company profile State Street Investment Management is the asset management arm of State Street Corporation, previously known as State Street Global Advisors (SSGA). We are one of the worlds largest investment managers, recognized for our pioneering
Company profile State Street Investment Management is the asset management arm of State Street Corporation, previously known as State Street Global Advisors (SSGA). We are one of the worlds largest investment managers, recognized for our pioneering
Team Overview The Systematic Credit Team is a global, multi-disciplinary market-making group that leverages advanced quantitative methods, technology, and deep market insights to trade corporate bonds, credit derivatives, and Fixed Income ETFs. Operating at the intersection of
Team Overview The Systematic Credit Team is a global, multi-disciplinary market-making group that leverages advanced quantitative methods, technology, and deep market insights to trade corporate bonds, credit derivatives, and Fixed Income ETFs. Operating at the intersection of
Company profile State Street Investment Management is the asset management arm of State Street Corporation, previously known as State Street Global Advisors (SSGA). We are one of the worlds largest investment managers, recognized for our pioneering
Company profile State Street Investment Management is the asset management arm of State Street Corporation, previously known as State Street Global Advisors (SSGA). We are one of the worlds largest investment managers, recognized for our pioneering
Company profile State Street Investment Management is the asset management arm of State Street Corporation, previously known as State Street Global Advisors (SSGA). We are one of the worlds largest investment managers, recognized for our pioneering
About the role: Quantitative Risk Analyst plays a pivotal role in safeguarding the integrity of the models that drive critical financial decisions. Youll be part of a collaborative, multi-location team spanning Bangalore, London, and Zurich, reviewing derivatives
Cloud Developer This role has been designed as ‘’Onsite’ with an expectation that you will primarily work from an HPE office. Who We Are: Hewlett Packard Enterprise is the global edge-to-cloud company advancing the way people live
We are seeking a highly experienced and technically proficient Senior Python Application Developer with 10+ years of hands-on experience to design, develop, and deliver critical, scalable, highly available, and performant applications. This role demands deep technical expertise,
Requisition Id:1725926 As a global leader in assurance, tax, transaction, and advisory services, we hire and develop the most passionate people in their field to help build a better working world. This starts with a culture
About this role: Wells Fargo is seeking a Senior Quantitative analytics Specialist. Model Risk management (MRM) operates in a fast-paced work environment with continuously changing policies and technologies. The successful candidate is expected to be self- motivated,