Junior Data Analyst/Scientist (Remote) SynergisticITJunior Data Analyst/Scientist (Remote)Princeton, NJRemote$82,000–$136,000 / yearFull timeSince 2010, we’ve helped thousands of candidates land full-time jobs at tech leaders like Google, Apple, PayPal, Visa, Western Union, Wells Fargo, Intel, Paypal, JPMC, Wayfair, BOA, CITI and hundreds more with Job offers of $95k to $154k. Currently, We are looking for entry-level software programmers, Java Full stack developers, Python/Java developers, Data analysts/Data Engineers/ Data Scientists, Machine Learning engineers for full time positions with clients.
NewSenior Quantitative Analyst (US) TD BankSenior Quantitative Analyst (US)Mount Laurel, New JerseyThe successful candidate will support a broad portfolio of recurring MRM governance activities, including RCM, RCSA, governance reporting, issue management, controls, policy/framework updates, model inventory and attestation, regulatory change management, and DFAST/stress-testing readiness. Total Rewards at TD includes base salary and variable compensation/incentive awards (e.g., eligibility for cash and/or equity incentive awards, generally through participation in an incentive plan) and several other key plans such as health and well-being benefits, savings and retirement programs, paid time off (including Vacation PTO, Flex PTO, and Holiday PTO), banking benefits and discounts, career development, and reward and recognition.
Quantitative Analyst Pyramid, IncQuantitative AnalystJersey City, NJ$85–$92.67 / hourFull timeBy applying to our jobs you agree to receive calls, AI-generated calls, text messages, or emails from Pyramid Consulting, Inc. and its affiliates, and contracted partners. 5+ years of working experience and must have 3+ years of hands-on experience in quantitative models, research, with deep understanding in fixed income and/or market risk.
Quantitative Analyst, Quantitative Strategies Group Cross RiverQuantitative Analyst, Quantitative Strategies GroupFort Lee, NJ$150,000–$200,000 / yearDevelop and maintain analytical frameworks to evaluate collateral pools, form views on key pricing assumptions (e.g., prepayment speeds, default/loss curves), and deliver actionable insights that inform deal economics and structuring decisions. The role will work closely with the Structured Products Group (SPG) and Principal Finance Group (PFG) to support investment underwriting, new deal origination, term ABS issuance/advisory, and active portfolio management.
Quantitative Analyst eTeam Inc.Quantitative AnalystJersey City, NJ$90–$100 / hour5 years of working experience and must have 3 years of hands-on experience in quantitative models and research, with deep understanding in fixed income and/or market risk. Design and produce model performance metrics and reports to support communications with both internal model users and external supervisors.
Quantitative Analyst Veterans Sourcing GroupQuantitative AnalystJersey City, NJThe Mortgage-Backed Securities Division (MBSD) of the Fixed Income Clearing Corporation (FICC) is the sole provider of automated post-trade comparison, netting, electronic pool notification, pool comparison, pool netting and pool settlement services to the mortgage-backed securities market thus providing greater efficiency, transparency and risk mitigation to this specialized market. Who We Are: • The Government Securities Division (GSD) of the Fixed Income Clearing Corporation (FICC), a subsidiary of ***, provides real-time trade matching, clearing, risk management and netting for trades in US Government debt issues, including repurchase agreements or repos.
Quantitative Analyst MindlanceQuantitative AnalystJersey City, NJThe Mortgage-Backed Securities Division (MBSD) of the Fixed Income Clearing Corporation (FICC) is the sole provider of automated post-trade comparison, netting, electronic pool notification, pool comparison, pool netting and pool settlement services to the mortgage-backed securities market thus providing greater efficiency, transparency and risk mitigation to this specialized market. " The Government Securities Division (GSD) of the Fixed Income Clearing Corporation (FICC), a subsidiary of DTCC, provides real-time trade matching, clearing, risk management and netting for trades in US Government debt issues, including repurchase agreements or repos.
Quantitative Analyst StradITQuantitative AnalystJersey City, New JerseyRequirements Qualifications: •5+ years of working experience and must have 3+ years of hands-on experience in quantitative models, research, with deep understanding in fixed income and/or market risk. • Design and produce model performance metrics and reports to support communications with both internal model users and external supervisors.
Quantitative Analyst - US StradITQuantitative Analyst - USJersey City, NJ5+ years of working experience and must have 3+ years of hands-on experience in quantitative models, research, with deep understanding in fixed income and/or market risk. • Design and produce model performance metrics and reports to support communications with both internal model users and external supervisors.
Quantitative Finance Analyst Bank of AmericaQuantitative Finance AnalystJersey City, New JerseyThe team has a requirement for a highly-motivated Quantitative Finance Analyst to join us to support the enhancements to existing models initially within the GFC domain, and subsequently supporting one of the numerous other areas we support (Consumer, Wholesale, Finance, Markets, Capital, Physical Climate Risk). Key responsibilities include developing new models, analytic processes, or systems approaches, creating technical documentation for related activities, and working with Technology staff in the design of systems to run models developed.
Sr. Quantitative Finance Analyst Bank of AmericaSr. Quantitative Finance AnalystNewark, New JerseyThe CLF team provides insights via credit loss forecasts and related portfolio, model and forecast analytics for Bank’s $500 billion consumer loan portfolio – which includes Mortgage, Credit Card, Auto loan, and Consumer Banking Overdraft products. 8+ years of Consumer Unsecured analytics experience preferably data analytics, or quantitative research, forecast methods, credit acquisition or existing account management strategy experience, Finance or Collections data analytics, risk management, or quantitative research.
Quantitative Research Analyst - Jersey City, NJ Stevens Capital ManagementQuantitative Research Analyst - Jersey City, NJJersey City, NJ$150,000–$300,000 / yearParticipate in all aspects of research and trading model development, including generating research ideas, building and analyzing data sets, conducting statistical data analysis and implementing quantitative production trading models. Requirements: A bachelors or advanced degree in a field providing a background in advanced statistical analysis of large data sets (includes, but is not limited to, economics, finance, statistics, mathematics or computer science).
NewQuantitative Risk Analyst FidelityQuantitative Risk AnalystJersey City, New JerseyRemoteThe Quantitative Risk Analyst will work on a cross-functional team responsible for evaluating market, financial, and operational risks; validating quantitative models; assessing private and complex asset valuations; evaluating the effectiveness of risk management models and tools; communicating issues and findings to management; and devising solutions for continual business improvements. Please be advised that Fidelity’s business is governed by the provisions of the Securities Exchange Act of 1934, the Investment Advisers Act of 1940, the Investment Company Act of 1940, ERISA, numerous state laws governing securities, investment and retirement-related financial activities and the rules and regulations of numerous self-regulatory organizations, including FINRA, among others.
Quantitative Finance Analyst 2026 Montgomery Investment Technology, Inc.Quantitative Finance Analyst 2026Cinnaminson, NJStrong math and analytical aptitude• Demonstrated written communication skills• Organization and time management efficiency• Ability to build and expand client relationships through high quality servicing• Demonstrated success in handling multiple responsibilities and meeting deadlines• Aptitude to learn complex concepts including the valuation of option contracts• Experience designing Excel financial analysis templates and reports• Effective use of technology for presentations and account servicing. The analyst responsibilities involve the valuation of option and derivative securities using the advanced modeling techniques contained in FinTools® software, our world renowned library of financial functions.
NewQuantitative Analyst, Assistant Vice President State StreetQuantitative Analyst, Assistant Vice PresidentClifton, New Jersey$100,000–$167,500 / yearPhD in statistics or econometrics or equivalent, prefer research area in survival analysis/event history analyses or related areas; Prefer PhD research that involves heavy programming work with strong programming skills in Python/R/C/C++/SQL etc. As Credit Risk Modeler you will: Develop credit risk models (PD/LGD/EL) to provide quantitative support to credit risk analytical processes for State Street’s Commercial Real Estate (CRE) portfolio.
Quantitative Risk, VP State Street CorporationQuantitative Risk, VPClifton, NJ$120,000–$202,500 / yearThe portfolio supported includes SSGM Financing Solutions including Agency Lending, Prime Services, Secured Financing, derivatives in interest rates, FX and equity asset classes, Eligible Margin Loan in Global Credit Financing ("GCF") business. The Centralized Modeling & Analytics and Operations(CMAO) team within State Street's Enterprise Risk Management (ERM) organization is looking for an experienced quantitative analyst to join our team.
Quantitative Risk, AVP State Street CorporationQuantitative Risk, AVPClifton, NJ$90,000–$157,500 / yearThe portfolio supported includes SSGM Financing Solutions including Agency Lending, Prime Services, Secured Financing, derivatives in interest rates, FX and equity asset classes, Eligible Margin Loan in Global Credit Financing ("GCF") business. The Centralized Modeling & Analytics and Operations(CMAO) team within State Street's Enterprise Risk Management (ERM) organization is looking for an experienced quantitative analyst to join our team.
Quantitative Developer Right Hire ConsultingQuantitative DeveloperJersey City, New JerseyWe are seeking a highly skilled Quantitative Risk Analyst to support risk modeling, financial analysis, and market risk assessment for ETFs. This contract role offers the opportunity to work with leading risk management teams and contribute to innovative Hybrid VaR models .
NewJunior level Business/Data Analyst Asta CRS Inc.Junior level Business/Data AnalystJersey City, NJnCompany Description ASTA Corporate Resource Solutions Inc is one of the Fastest Growing IT Companies in Northern America and the DC Metro Area with its headquarters in Ashburn, Virginia. \r\n\r\nASTA CRS services are uniquely positioned to support clients in achieving profound efficiencies and relentlessly delivering results.
Senior Data Analyst ASRC Federal Holding CompanySenior Data AnalystMoorestown, NJResponsibilities: Develops, inspects, mines, transforms, and models data to raise productivity, improve decision making, and gain competitive advantageConducts quantitative and qualitative analysis on data to generate insights and information to ensure correct predictive forecasting or classificationManages all aspects of end-to-end data processing utilizing customized report building functions of systemsMaintains analytical systems, verifies the accuracy of the data, and acts as liaison with businessImplementing emerging AI/ML solutions from commercial and academic domains to support military and government agencies with prediction, classification, and anomaly detection tasksEvaluating, visualizing, and performing statistical analysis on data sets including time-series, multi-modal, and textual dataPreparing and cleaning training and evaluation data sets for use with neural networksTraining deep neural networks including MLPs, CNNs, Transformers, and others as requiredWorking with existing modeling and simulation (M&S) tools to develop data for new AI/ML models. Preferred Qualifications: Hands-on experience with PyTorch and related Python librariesExperience with unsupervised learning including clustering algorithms and manifold learningStrong writing and presentation skills are preferred.