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Vice President, Front Office Quant Counterparty Cross Margin Model Development

Wells Fargo is a Corporate & Investment Bank that delivers a comprehensive suite of banking and advisory solutions. They are seeking a Vice President for the Corporate & Investment Banking Market and Counterparty Risk Model Development team, responsible for developing and implementing risk management and regulatory capital models with a focus on Prime Brokerage business and Cross-Margining initiatives.

Wells Fargo is a leading financial services company providing a comprehensive suite of banking and investment solutions. They are seeking a Vice President for the Front Office Quant Counterparty Cross Margin Model Development team to lead initiatives in market and counterparty risk management, focusing on developing and implementing quantitative models and analytics solutions.

Executive Director, Front Office Strategic Risk Quantitative Developer

Wells Fargo is a leading financial services company providing a comprehensive suite of banking and investment solutions. The Executive Director will focus on the development of the Vasara risk platform, integrating pricing and risk analytics while collaborating with various teams to enhance risk management capabilities.

Wells Fargo is a leading financial services company, and they are seeking a Senior Lead Securities Quantitative Analytics Specialist (Executive Director) within the Corporate & Investment Banking organization. The successful candidate will focus on the development of the Vasara risk platform, integrating pricing and risk analytics, and delivering high-quality software in a collaborative environment.

Chief Executive Officer

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C++ Developer - Murex Flex / Front Office Quant Model Integration

Lorven Technologies Inc. is seeking a strong C++ Developer with deep Murex Flex experience to join their Front Office Equities Derivatives Technology team. The primary responsibility is to industrialize and support proprietary Quant models and analytics within Murex, ensuring robust integration and performance in a high-risk Front Office environment.

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Senior Quant C++ Developer

Glint Tech Solutions is seeking a strong C++ Developer with Murex Flex experience to join their Front Office EQD team, collaborating closely with Quants and Trading. The role involves integrating and supporting pricing and risk models in a high-impact environment.

Senior Quant C++ Developer (Murex Flex | Front Office)

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C++ Developer Front Office Quant Model Integration

Luxoft is seeking a strong C++ Developer with deep Murex Flex experience to join the Front Office Equities Derivatives Technology team. The primary responsibility is to industrialize and support proprietary Quant models and analytics within Murex, ensuring robust integration and production readiness in a high-risk environment.

Chief Financial Officer

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Senior Murex Front Office Business Analyst

EPAM Systems is a leading global provider of digital platform engineering and development services, and they are seeking a Murex Front Office Business Analyst to work closely with traders and front office users. This role involves providing functional expertise, troubleshooting issues, and improving system performance in Murex to support trading activities.

Luxoft is seeking a strong C++ Developer with deep Murex Flex experience to join the Front Office Equities Derivatives Technology team. The role focuses on industrializing and supporting proprietary Quant models within Murex, ensuring production-grade delivery and platform stability in a high-risk Front Office environment.

Chief Risk Officer

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Director, Senior Front Office Prepayment and Credit Quant

RBC is a leading financial institution, and they are seeking a Director, Senior Front Office Prepayment and Credit Quant. The role focuses on developing and maintaining mortgage prepayment and credit models, providing analytic support to front office operations, and identifying operational risks within the business.

Wells Fargo is a leading financial services company, and they are seeking a Vice President for their Corporate & Investment Banking Market and Counterparty Risk Model Development team. The role involves leading complex initiatives in Securities Quantitative Analytics, developing trading algorithms and pricing models, and collaborating with various stakeholders to enhance risk management solutions.

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Senior Quantitative Developer (C++/Python)

TEKsystems is a leading provider of business and technology services, and they are seeking a Senior Quantitative Developer to support the development, migration, and enhancement of risk/statistical financial models. This role involves migrating C++ based models to a Python + Databricks cloud environment while working closely with quantitative researchers and business stakeholders.

Senior Quant C++ Developer (murex Flex | Front Office) in united states (1000+)

Vice President, Front Office Quant Counterparty Cross Margin Model Development

Vice President, Front Office Quant Counterparty Cross Margin Model Development

Executive Director, Front Office Strategic Risk Quantitative Developer

Executive Director, Front Office Strategic Risk Quantitative Developer

C++ Developer - Murex Flex / Front Office Quant Model Integration

Senior Quant C++ Developer (Murex Flex | Front Office)

C++ Developer Front Office Quant Model Integration

Senior Murex Front Office Business Analyst

C++ Developer - Murex Flex / Front Office Quant Model Integration

Director, Senior Front Office Prepayment and Credit Quant

Vice President, Front Office Quant Counterparty Cross Margin Model Development

Senior Quantitative Developer (C++/Python)