Careers

Global Quantitative Advisors (GQA) is a team of experts with extensive experience in quantitative risk, trading and technology. We employ individuals with a diverse set of educational backgrounds and practical experience, who work collaboratively to develop innovative solutions that meet client’s needs.

  • Data Analytics Developer

    • Full-time

    • 5+ years experience

    • Python

    • PySpark

    Summary:

    Global Quantitative Advisors (GQA) is a quantitative finance and technology firm specializing in delivering cutting-edge solutions to a global clientele, spanning financial and industrial enterprises. GQA is currently looking to hire quantitative developers and technology professionals to work on a consulting assignment within the Data Analytics Department of a major US Bank.

    Job Description:

    • Maintain and enhance in-house Python model libraries.
    • Develop quantitative models and create API interfaces to facilitate seamless communication and integration between these models and other systems.
    • Proactively identify and implement optimization strategies for faster calculations.
    • Collaborate closely with the Front Office teams to integrate the quant library and software enhancements into the codebase.
    • Conduct comprehensive data analysis and generate easy-to-read charts and reports.

    Skills & Experience:

    • 5+ years of professional software design and development;
    • Expert-level programming skills in Python with knowledge of PySpark;
    • Analytical programming experience with knowledge of market risk and trading;
    • Excellent analytical and problem-solving abilities;
    • Good written and verbal communication skills, in English, with the ability to collaborate effectively with colleagues and senior members of the team;
    • Ability to work independently and manage multiple tasks with minimal supervision in a fast-paced and dynamic environment;
    • An advanced degree (MS/PhD) in Quantitative Finance, Economics, or a STEM discipline.
  • Quant Developer

    • Full-time

    • 5+ years experience

    • Python

    • C/C#/C++

    • JS/TS

    Summary:

    Global Quantitative Advisors (GQA) is a quantitative finance and technology firm specializing in delivering cutting-edge solutions to a global clientele, spanning financial and industrial enterprises. GQA is currently looking to hire quantitative developers and technology professionals to work on a consulting assignment within the Data Analytics Department of a major US Bank.

    Job Description:

    The role involves working on the development of pricing and risk analytics software, algorithms, and diagnostic tools for testing model stability and performance, implementing models using computational techniques, partnering with the Quantitative Research team, Risk Managers, Technology team, and other stakeholders to deliver quantitative solutions, as well as participating in the analysis and interpretation of model results.

    Skills & Experience:

    • 5+ years of professional software design and development using Python, C/C#/C++, JavaScript/TypeScript, SQL or any other programming language.
    • Experience in Monte Carlo simulations, numerical and quantitative methods, and in analyzing large and complex data sets.
    • Knowledge of Linux and MongoDB is a plus.
    • Ability to work independently and manage multiple tasks with minimal supervision in a fast-paced and dynamic environment.
    • Excellent analytical and problem-solving abilities.
    • Good written and verbal communication skills, in English, with the ability to collaborate effectively with colleagues and senior members of the team.
    • An advanced degree (MS/PhD) in Quantitative Finance, Economics, or a STEM discipline.
  • Quant Engineer Commodities

    • Full-time

    • 5+ years experience

    • VaR

    Summary:

    Global Quantitative Advisors (GQA) is a quantitative finance and technology firm specializing in delivering cutting-edge solutions to a global clientele, spanning financial and industrial enterprises. GQA is currently looking to hire quantitative developers and technology professionals to work on a consulting assignment within the Risk Analytics Department of a major Utility Company.

    Job Description:

    · Develop state of the art risk analytics

    Skills & Experience:

    • Familiarity with commodity markets (knowledge of energy markets is preferred)
    • Experience with building risk analytics and risk systems e.g., VaR engine
    • 5+ years of professional software design and development using Python or any other programming language
    • Excellent analytical and problem-solving abilities;
    • Good written and verbal communication skills, in English, with the ability to collaborate effectively with colleagues and senior members of the team;
    • Ability to work independently and manage multiple tasks with minimal supervision in a fast-paced and dynamic environment;
    • An advanced degree (MS/PhD) in Quantitative Finance, Economics, or a STEM discipline.
  • Quant FRTB

    • Full-time

    • 5+ years experience

    • Python

    • C/C#/C++

    • JS/TS

    Summary:

    Global Quantitative Advisors (GQA) is a quantitative finance and technology firm specializing in delivering cutting-edge solutions to a global clientele, spanning financial and industrial enterprises. GQA is currently looking to hire quantitative developers and technology professionals to work on a consulting assignment within the Risk Analytics Department of a major US Bank.

    Job Description:

    Contribute to and support the design and development of an analytical framework for conducting Risk Factor Eligibility Testing (RFET) for the Fundamental Review of the Trading Book (FRTB) project. This includes the following tasks:

    • Identification of the appropriate vendors and data sources
    • Research and analysis of vendor data feeds
    • Development of Proof-of-Concept (PoC) for vendor data feeds
    • Design and implementation of the Risk Factor level RFET repository and API

    Skills & Experience:

    • 5+ years of professional software design and development using Python, C/C#/C++, JavaScript/TypeScript, SQL or any other programming language.
    • Databases: Knowledge of and experience with SQL and relational DBs (MongoDB is a plus)
    • Quant Finance: Knowledge of Financial Mathematics and relevant experience is preferred
    • Regulatory: Familiarity with FRTB is preferred
    • Excellent analytical and problem-solving abilities.
    • Good written and verbal communication skills, in English, with the ability to collaborate effectively with colleagues and senior members of the team.
    • Ability to work independently and manage multiple tasks with minimal supervision in a fast-paced and dynamic environment.
    • An advanced degree (MS/PhD) in Quantitative Finance, Economics, or a STEM discipline.