Senior Vice President, Data Management & Quantitative Analysis Manager

In this role, you’ll make an impact in the following ways:

Responsibilities

  • Work with desk strats and quantitative analytics team to develop, maintain and support C++/Python analytics libraries used for pricing and risk analytics.
  • Pricing Model development and OPM review for Rates, FX and Equity models.
  • Work closely with platform engineering team on integration of analytics libraries into firm’s risk systems.
  • Investigate market data, pricing, and risk analytics issues.
  • Work on implementation of AI based quantitative workflow solutions.
  • Team lead for Quant Developer to drive quantitative business solutions.

The successful candidate will demonstrate/possess

  • Bachelor’s/Master’s degree in relevant technical discipline: Computer Science, Mathematics, Financial engineering. Finance related qualification like CFA, FRM, CQF etc. is an advantage.
  • Excellent programming knowledge in Python/C++ with financial maths and quant development work.
  • Excellent knowledge of FX and Fixed Income products pricing, yield curve construction, scenario analysis, sensitivities calculations, PFE, VaR, CCAR stress scenarios.
  • Good knowledge of development of pricing and risk analytics systems and tools.
  • Good knowledge of object oriented analysis and common design patterns.
  • Excellent analytical and problem solving skills.
  • Good communication skills and ability to work with trading desk and platform engineering teams.
  • Front office experience involving FX and Rates
  • Good knowledge about LLMs and AI based quants workflow solutions.

Preferred Candidates

  • Top Tier colleges: IITs/BITs/NITs
  • Professional experience with Investment Banking firms such as Goldman Sachs, JP Morgan, Morgan Stanley, Deutshce Bank etc.
  • Professional certification in Finance: FRM, CQF or CFA.

Vice President, Data Management & Quantitative Analysis Manager II

In this role, you’ll make an impact in the following ways:

Responsibilities

  • Work with desk strats and quantitative analytics team to develop, maintain and support C++/Python analytics libraries used for pricing and risk analytics.
  • Pricing Model development and OPM review for Rates, FX and Equity models.
  • Work closely with platform engineering team on integration of analytics libraries into firm’s risk systems.
  • Investigate market data, pricing and risk analytics issues.
  • Work on implementation of AI based quantitative workflow solutions.

To be successful in this role, we’re seeking the following:

  • Bachelor’s/Master’s degree in relevant technical discipline: Computer Science, Mathematics, Financial engineering. Finance related qualification like CFA, FRM, CQF etc. is an advantage.
  • Excellent programming knowledge in Python/C++ with financial maths and quant development work.
  • Excellent knowledge of FX and Fixed Income products pricing, yield curve construction, scenario analysis, sensitivities calculations, PFE, VaR, CCAR stress scenarios.
  • Good knowledge of development of pricing and risk analytics systems and tools.
  • Good knowledge of object oriented analysis and common design patterns.
  • Excellent analytical and problem solving skills.
  • Good communication skills and ability to work with trading desk and platform engineering teams.
  • Front office experience involving FX and Rates
  • Good knowledge about LLMs and AI based quants workflow solutions.

Preferred Candidates

  • Top Tier colleges: IITs/BITs/NITs
  • Professional experience with Investment Banking firms such as Goldman Sachs, JP Morgan, Morgan Stanley, Deutshce Bank etc.
  • Professional certification in Finance: FRM, CQF or CFA.

Senior Manager, BCM Specialist Modelling, Financial Services, Audit & Assurance

Connect to your Industry

The BCM Specialist Modelling team within Deloitte’s Audit & Assurance practice is a rapidly evolving team providing specialist analytics services to banking and capital market clients. The quickly evolving team caters to a range of data solutions including modelling, model reviews, data assurance, profiling and visualisations.

From the outset, you will be a part of a market leading team, bringing together people and insights from a variety of sources and backgrounds. You will work alongside colleagues from multiple continents to deliver varied analytical solutions to clients ranging from tier-1 UK banks to FinTechs. No two days are the same, accelerating your learning and allowing you to progress more quickly.

Connect to your career at Deloitte     

Deloitte drives progress. Using our vast range of expertise, we help our clients’ become leaders wherever they choose to compete. To do this, we invest in outstanding people. We build teams of future thinkers, with diverse talents and backgrounds, and empower them all to reach for and achieve more.

What brings us all together at Deloitte? It’s how we approach the thousands of decisions we make every day. How we behave, our beliefs and our attitudes. In other words: our values. Whatever we do, wherever we are in the world, we lead the wayserve with integritytake care of each otherfoster inclusion, and collaborate for measurable impact. These five shared values lead every decision we make and action we take, guiding us to deliver impact how and where it matters most.

Connect to your opportunity

We are looking to expand our team by the hiring of focused, aspirational and collaborative practitioners, and as such we are offering the opportunity to join as a Senior Manager in the BCM Specialist Modelling team to support this challenging and rapidly expanding business. Deloitte offers a unique career opportunity in a supportive, challenging and fast-growth environment.

The successful candidate will have responsibility for delivery across a range of analytics and modelling offerings within banking and capital market audit and assurance services. You will understand our clients’ industry and be able to anticipate complex business problems and the issues they face, recommending appropriate action.

Responsibilities

  • Ownership of a portfolio of Audit and Assurance clients;
  • Provide direction/oversight to teams and taking responsibility for signing off the deliverables;
  • Liaise with senior stakeholders across the firm and at the client;
  • Integrate with the senior leadership of the team to help set and communicate the strategy to the rest of the team;
  • Overseeing the project management of engagements; managing senior team members, ownership of deliverables and timelines, leading client interaction and stakeholder management;
  • Managing teams within the group, including developing the skills and confidence of experienced staff and acting as a role model to inspire and mentor people in the team, and attract new talent to the team;
  • Leading teams in providing analytics and modelling services through the use of software such as SQL, Python, Tableau, SAS, R and VBA to deliver meaningful insights to our clients and help them to understand the risks and key drivers for their business;
  • Working with our clients to provide analytics and modelling services including model testing, data analysis and quality reviews, report generation and visualisation across both the trading and banking books;
  • Working with audit teams to integrate analytics more deeply into the external audit approach, and with our clients to embed analytics into their business and culture;
  • Development and delivery of new and innovative analytics tools to support evolving audit and regulatory requirements within the changing financial services environment;
  • Contributing to the team’s and Deloitte’s thought leadership and strategy in Audit & Assurance analytics and volunteering to promote certain initiatives;
  • Building and developing long term relationships with stakeholders across our client organisations.

Connect to your skills and professional experience

Essential:

  • PhD, Master’s or Bachelor’s degree or equivalent preferably in a quantitative field such as mathematics, physics, statistics, computer science, accounting, finance, or engineering;
  • Experience of working in an analytics or modelling team in the financial services industry either within a professional services or FTSE 350 firm;
  • Experience leading multiple teams in a dynamic environment to meet various reporting deadlines, managing multiple senior stakeholders;
  • An eye for detail, and a structured and thorough approach to delivering high quality output, including experience of code, output and documentation review;
  • Advanced technical experience with Excel and at least one other programming language such as Python, SQL, VBA, Tableau, R, SAS;
  • Sound knowledge of one or more financial asset classes (e.g. derivatives, loans, mortgages)
  • Experience in building cashflow models;
  • Ability to build and develop strong client relationships;
  • Excellent oral and written communication skills.

Desirable:

  • Holding or working towards a professional qualification (e.g. CQF, FRM, CFA, ACA, CIMA);
  • Strong understanding of the regulatory environment and an understanding of data quality frameworks such as BCBS239

CQF Learning Manager

Inside Sales Manager, Certificate in Quantitative Finance (CQF)

The Certificate in Quantitative Finance is currently seeking an Inside Sales Manager to be based in either our New York or Toronto office.

The CQF (Certificate in Quantitative Finance) is the world’s largest quant finance qualification. As a CQF Inside Sales Manager (or “CQF Learning Manager” to our clients), you will sell the CQF program to warm leads generated by the marketing team and will independently develop additional business opportunities.

What We Offer

  • Earn a competitive base and benefits package, 40% commissions for On Target Earnings, uncapped.
  • Be a vital contributor to a thriving global sales team.
  • Full ownership of assigned sales leads in your region.

We’ll Count On You To

  • Manage and grow your sales pipeline, primarily through phone sales, email and LinkedIn messaging to your marketing-generated leads.
  • Sell complex solutions to a range of financial services professionals and aspiring professionals, including pitching to senior level finance executives.
  • Drive attendance in CQF online information sessions and leverage those sessions to generate sales.
  • Build strong, value-added relationships with CQF Alumni to generate referrals.
  • Participate in and follow up with attendees of conferences and talks (both online and in NY/Toronto) run by the CQF.
  • Work collaboratively with the Marketing, Operations and CQF Institute teams.
  • Attend industry events and conferences as required.
  • Track sales activity on relevant CRM systems.

What You Need To Have

  • 3+ years proven experience in training or delegate sales.
  • Ability to sell in a high volume, metrics driven environment.
  • Excellent lead management skills.
  • Undergraduate degree.

What Would Make You Stand Out

  • Proven experience in sales of either technical “off the shelf” qualifications or training to individuals or corporate clients in the financial services industry.
  • Proficiency in phone sales and using videoconferencing (Zoom, or similar).
  • Excellent presentation, conversational and writing skills.

Investment Analyst

Become Part of the Magnitude Team 

Magnitude Capital, a dynamic alternative investment firm, is seeking an investment analyst with hedge fund or similar experience to work as part of our tight-knit fund of hedge funds investment team. The ideal candidate will be an eager student of financial markets and investment decision making and will be proficient in data analysis and quantitative methods. This is an exceptional opportunity for you to further your career while working with industry veterans and contributing to investment decisions at the firm.

What you will do:

  • Support core investment team in complex portfolio decision-making. Engage with peers through effective written evaluations and frequent group discussions.
  • Leverage rigorous analytical techniques to assess hedge fund managers’ potential to generate diversifying risk-adjusted returns.
  • Conduct strategy and market research to evaluate hedge fund managers’ strategies and relevant risk factors.
  • Maintain and expand the analytical framework that drives portfolio management decisions.
  • Partner with the firm’s technologists to build and maintain processes that capture, organize, and evaluate risk and performance data for the portfolio and the industry.

What you have:

  • 2+ years of financial experience; front-office role at a hedge fund or proprietary trading firm preferred
  • Familiarity with relative value hedge fund strategies
  • Advanced quantitative and data analysis skills
  • Familiarity with Python, R, or other statistical programming techniques
  • Collaborative mindset and firm-first mentality
  • Strong written and verbal communication skills
  • High attention to detail
  • Excellent analytical skills
  • Proven track record of academic excellence
  • CFA, MFE, CQF or similar advanced education a plus

What we do:

The firm was founded in 2002 by senior hedge fund professionals and has become a top industry performer serving a diverse and growing institutional client base.  We are a team focused on building a world-class investment company through discipline, analytical rigor, and a results-oriented mindset.

What we offer:

  • Competitive total compensation
  • Benefits package – fully covered health insurance, generous 401K match, fertility services reimbursement program, tuition reimbursement program, parental leave, and more
  • Hybrid work schedule – Tuesday-Thursday in the office each week
  • Work that matters – work with a small team and have a big impact
  • Flexible work attire – no formal dress code
  • Quality food – catered meals from some of the best restaurants in NYC and fully stocked kitchen
  • Great teammates – people with discipline, creativity, intellectual curiosity, and a sense of humor
  • Exciting culture – analytical, open, collaborative, and collegial

Compensation:

The budgeted *salary* range starts at $130,000–$160,000. Total compensation will include salary, performance-based bonus, and full benefits. Total package will be commensurate with qualifications and experience and will be highly competitive relative to market. Actual pay will be adjusted based on experience.

Magnitude Capital, LLC is an equal opportunity employer. We are committed to fair hiring and promotion practices, and employee diversity will only benefit our team-based approach. We welcome exceptional candidates from all backgrounds to apply to Magnitude’s open positions.

AI/ML Engineer – Finance and Risk Specialisation– Fintech/Regtech

As an AI/ML Engineer, you’ll architect and deploy intelligent systems that power our financial and risk applications. You’ll work at the intersection of finance, regulation, and machine learning—solving complex problems with robust and scalable solutions fast for our diverse portfolio of clients.

Senior AI/ML Engineer – Fintech/Regtech

As a Senior AI/ML Engineer, you’ll architect and deploy intelligent systems that power our financial and risk applications. You’ll work at the intersection of finance, regulation, and machine learning—solving complex problems with robust and scalable solutions fast for our diverse portfolio of clients.

AI/ML Engineer – ALM Specialisation– Fintech/Regtech

As an AI/ML Engineer, you’ll architect and deploy intelligent systems that power our financial and risk applications. You’ll work at the intersection of finance, regulation, and machine learning—solving complex problems with robust and scalable solutions fast for our diverse portfolio of clients.

Quantum Researcher – Finance Specialisation – Fintech/Regtech

At Scenario X, we are forging new paths in the financial industry by integrating quantum computing and AI/ML into financial modelling, risk assessment, and portfolio optimisation. Our goal is to harness the unprecedented capabilities of quantum algorithms to tackle complex economic challenges and provide our clients with next-generation financial tools that outperform traditional methods and unlock new market opportunities.

We’re backed by top-tier investors and collaborate with leading quantum hardware providers. Three years after its creation, Scenario-X is reaching over US$1 million in annual sales, and our pipeline is expanding fast. Now, we’re looking for a Quantum Researcher with the drive to solve financial problems through quantum technologies.

> Why Join Us?

This is an opportunity to be at the vanguard of a quantum revolution in finance. At Scenario X, you’ll work alongside thought leaders and innovators to reshape the landscape of financial risk management. If you have a passion for Quantum and AI/ML technology and a vision to disrupt the status quo, come and make your mark with us.

> What You’ll Do

As a Quantum Researcher, you’ll lead the development of quantum algorithms tailored to financial and risk applications. You’ll work closely with data scientists, software engineers, and financial analysts to translate theoretical models into practical solutions fast for our diverse portfolio of clients.

>> Key Responsibilities:

  • Design and implement quantum algorithms for portfolio modelling
  • Evaluate quantum advantage over classical approaches using simulation and benchmarking
  • Collaborate with quantum hardware providers to test algorithms on real quantum devices
  • Contribute to patents and white papers
  • Foster a culture of scientific excellence

> What We’re Looking For

>> Required Skills & Experience:

  • PhD in Quantum Computing, Physics, Computer Science, or related field
  • 1+ year of experience in quantum algorithm development, ideally with applications in financial securities portfolio optimisation
  • Strong understanding of quantum machine learning, variational algorithms, and hybrid quantum-classical systems
  • Proficiency in Python and quantum SDKs (e.g., Qiskit, Cirq, PennyLane)
  • Experience with financial modelling or quantitative analysis
  • Excellent communication and leadership skills

>> Bonus Points:

  • CQF certification
  • Experience working in a startup or fast-paced R&D environment
  • Exposure to QUBO/UBQP and SQBM+ solutioning
  • Contributions to open-source quantum projects
  • Team player attitude
  • Open to travel

> What We Offer

  • Competitive salary + equity package
  • Flexible working hours and a remote-friendly culture
  • Access to cutting-edge quantum hardware and cloud platforms
  • A collaborative, mission-driven team that values curiosity and impact

Quantum Researcher – Risk Specialisation – Fintech/Regtech

At Scenario X, we are forging new paths in the financial industry by integrating quantum computing and AI/ML into financial modelling, risk assessment, and portfolio optimisation. Our goal is to harness the unprecedented capabilities of quantum algorithms to tackle complex economic challenges and provide our clients with next-generation financial tools that outperform traditional methods and unlock new market opportunities.

We’re backed by top-tier investors and collaborate with leading quantum hardware providers. Three years after its creation, Scenario-X is reaching over US$1 million in annual sales, and our pipeline is expanding fast. Now, we’re looking for a Quantum Researcher with the drive to solve financial problems through quantum technologies.

> Why Join Us?

This is an opportunity to be at the vanguard of a quantum revolution in finance. At Scenario X, you’ll work alongside thought leaders and innovators to reshape the landscape of financial risk management. If you have a passion for Quantum and AI/ML technology and a vision to disrupt the status quo, come and make your mark with us.

> What You’ll Do

As a Quantum Researcher, you’ll lead the development of quantum algorithms tailored to financial and risk applications. You’ll work closely with data scientists, software engineers, and financial analysts to translate theoretical models into practical solutions fast for our diverse portfolio of clients.

>> Key Responsibilities:

  • Design and implement quantum algorithms for risk modelling
  • Evaluate quantum advantage over classical approaches using simulation and benchmarking
  • Collaborate with quantum hardware providers to test algorithms on real quantum devices
  • Contribute to patents and white papers
  • Foster a culture of scientific excellence

> What We’re Looking For

>> Required Skills & Experience:

  • PhD in Quantum Computing, Physics, Computer Science, or related field
  • 1+ year of experience in quantum algorithm development, ideally with applications in financial risk
  • Strong understanding of quantum machine learning, variational algorithms, and hybrid quantum-classical systems
  • Proficiency in Python and quantum SDKs (e.g., Qiskit, Cirq, PennyLane)
  • Experience with financial modelling or quantitative analysis
  • Excellent communication and leadership skills

>> Bonus Points:

  • CQF certification
  • Experience working in a startup or fast-paced R&D environment
  • Exposure to Quantum applications to VaR and Monte Carlo
  • Contributions to open-source quantum projects
  • Team player attitude
  • Open to travel

> What We Offer

  • Competitive salary + equity package
  • Flexible working hours and a remote-friendly culture
  • Access to cutting-edge quantum hardware and cloud platforms
  • A collaborative, mission-driven team that values curiosity and impact