Advancing the Field of Quantitative Finance
formerly the IAFE

Job Board

Financial Systems Technologist II


Rockville, MD

(posted 12/27/2017)

Job Description
NETE is seeking a junior to early mid-level technology professional to join our Finance & Budget Management Services Team as a Financial Systems Technologist II. Our F&BMS Team provides subject matter expertise and cutting-edge finance & budget management solutions to multiple Federal clients. The Financial Systems Technologist II actively participates in, and provides technical direction for the development and maintenance of our flagship solutions. The Financial Systems Technologist II is located at our satellite office, and works closely with a client-facing counterpart to help coordinate and oversee technical tasking & follow-up for analysts assigned to the F&BMS Team. The Financial Systems Technologist II participates in weekly review meetings with company leadership, and is responsible for ensuring that technical tasks are completed on time and in accordance with industry standards and best practices.


• At the direction of company leadership, participate in, coordinate, and oversee activities to evaluate client requirements; determine technical direction and scope; and carry out team tasking and follow-up as it relates to a multi-modular acquisition management solution using industry-leading best practices.
• Establish and maintain ongoing communications with a client-facing counterpart and other stakeholders for the purposes of facilitating the gathering of client-specific emerging issues and requirements; gauging progress on project deliverables; and identifying and mitigating fac-tors that may affect company performance as it relates to project timelines and deliverables.
• Implement industry-leading agile methodologies to boost company performance and efficien-cies while reducing costs.
• Track, monitor, and provide weekly updates on project progress, successes, barriers, and potential solutions to company leadership during weekly update meetings.
• Assist in designing, as well as participate in, and oversee the implementation of ongoing Quality Assurance and Quality Control efforts to maximize service levels while minimizing costs.
• Participate in and support the ongoing professional development of analysts and technology specialists assigned to the F&BMS Team using best practices including (but not limited to) code labs/code reviews, trainings, and problem-based learning.
• Other duties as assigned.

• Bachelor's degree in related field.
• 3-5 years of relevant and applied experience as a technologist, developer, or software engi-neer in a Federal agency and/or a large-scale financial business or corporation.
• Ability to work with and communicate with individuals from diverse cultural and linguistic back-grounds.
• Critical and strategic thinking.
• Domain Knowledge
o General knowledge of the Federal budget lifecycle.
o General knowledge of Federal acquisitions & cost principles.
o General knowledge of and experience in finance and budget-related technologies used in the public sector and/or large-scale financial businesses or corporations.
• Technology Platforms
o Knowledge of and applied technical experience with programming reactive JavaScript frameworks—to include React and Angular.
o Knowledge of and applied technical experience with programming in Node.js and Ex-press.
o Knowledge of and applied technical experience with programming in SQL (i.e. MySQL, MS SQL, PostgreSQL).
o Knowledge of and applied technical experience with programming in VBA.
• Quality Assurance & Testing
o Knowledge of and applied technical experience in unit and end-to-end testing of multi-modular solutions.
o Knowledge of and applied technical experience in optimization.
• Information Security
o Knowledge of and applied technical experience in implementing programming best practices to prevent and/or mitigate potential vulnerabilities associated with front-end technologies.
• Project Management
o Knowledge of and applied professional experience in implementing Agile philosophies and methodologies.
o Knowledge of and applied experience in working with, tasking, and supporting data analysts.
o Knowledge of and applied professional experience with managing and maintaining version control tools such as SharePoint, Git, Teams, Jira, and/or Teamworks.
o Knowledge of and applied technical experience in developing and maintaining technical documentation.
o Knowledge of and experience with the Software Development Lifecycle including release scheduling and trade-off analysis.
o Knowledge of and applied experience in writing one-pagers, briefs, reports for different audiences.
• Applicants selected will be subject to a Public Trust background security investigation and may need to meet eligibility requirements for access to sensitive information. US Citizens or Permanent Residents preferred.

Other Information
NET ESOLUTIONS CORPORATION (NETE) uses E-Verify to validate all new hires' ability to legally work in the United States.

NET ESOLUTIONS CORPORATION (NETE) is an equal opportunity employer and supports workforce di-versity. All qualified applicants will receive consideration for employment without regard of race, color, national origin, religion, age, sex, disability, genetic information, sexual orientation, gender identity, pregnancy, child birth or related medical condition, marital status, veteran status or any other charac-teristic protected by law in terms, conditions and privileges of employment.

NETE is an Employer of National Service and encourages alumni of AmeriCorps and Peace Corps to ap-ply for positions at our organization.

Disclaimer: The above description is intended to describe the general nature of work and level of effort being performed by individual’s assigned to this position or job description. This is not to be construed as a complete or exhaustive list of all skills, responsibilities, duties, and/or assignments required. Individuals may be required to perform duties outside of their position, job description, or responsibilities as needed.

Organization Description
NETE is a multi-award winning company as well as offers a collaborative working environment where growth is encouraged and nurtured. In addition, we offer competitive salaries that may include per-formance bonuses; and a comprehensive benefits package.

How to Apply
To apply, please email your resume, with the subject line "Financial Systems Technologist II", to

Last Day to Apply
February 2, 2018

Power Flow Analyst (Financial Analyst)

Denver Energy Group

Denver, CO

(posted 12/25/2017)

Job Description
Power Flow Analyst (Financial Analyst), Denver, CO, Denver Energy Group.

Req. MA (or foreign equiv.) in Elect. Engineering, Comp. Sci. or rltd. Proficiency w/ .raw files using power system simulation s/ware.

How to Apply
Resume only to R. Krauser, Mngng Dir., ref 131483, 633 17th St., #1850, Denver, CO 80202.

Last Day to Apply
January 23, 2018

Risk Engineer

Thiel Macro

San Francisco, CA

(posted 12/05/2017)

Job Description
Seeking a risk engineer to build quantitative risk models, producing insights which inform the core trading strategies of both our discretionary and quantitative trading teams.

As a member of the team, you'll measure, monitor, and analyze historical trends and external risk factors impacting exposure for portfolio managers and the fund. You'll develop detailed analysis, utilizing sophisticated financial modeling and statistical techniques to predict, evaluate, and manage risk across various portfolios. You will proactively interface with traders as you explore new ways to analyze risk.

Work with discretionary traders to translate ideas and intuitions into testable hypotheses underpinned by empirical data

Design economic stress and financial risk models

Develop trading analysis tools, such as back testing and rigorous empirical testing, to support ongoing strategy development

Develop risk measurement analytics to assess portfolio risk of both individual managers and the overall fund

Interpret risk metrics using sophisticated risk modeling tools, and alert traders to anomalies by determining and capturing risks that are not identified by standard metrics

Bridge macro-discretionary thinking with quantitative techniques

Develop automated solutions for risk monitoring

Knowledge of mathematical analysis and statistical modeling

Adept in mathematical analysis languages such as R or MATLAB, SciPy/NumPy

Strong with Python, Javascript, and Pandas

Familiarity with large data sets, including databases, SQL, and ORMs

Some experience in data-mining or other advanced statistical techniques

Experience with machine learning and/or optimization techniques

Intellectual curiosity about all aspects of quantitative finance, global macro investing, and trading operations

Experience working with teams using agile software development practices

Knowledge of financial instruments and trading lifecycle

Understanding of risk measures, i.e. VaR, Greeks, etc.

Familiarity with Bloomberg and other market data sources

Desire to work closely with a team of economists, traders, and quants

Other Information
Competitive salary, bonus opportunities, and a comprehensive benefits package. Benefits include health, dental, vision, and 401(k) match. Other benefits may apply.

Organization Description
Thiel Macro is an investment firm that manages personal capital of Peter Thiel. It generally pursues a global macro strategy with an emphasis on liquid markets.

How to Apply
Please send a brief cover letter and resume by email with 'Risk Engineer' in the subject line to

Last Day to Apply
December 30, 2017

Assistant/Associate/Professor of Professional Practice

Rutgers Business School at Newark and New Brunswick

Newark, NJ

(posted 11/27/2017)

Job Description
The Finance and Economics Department of the Rutgers Business School at Newark and New Brunswick, Rutgers University, is seeking one non-tenure track, full-time faculty member at the rank of Assistant Professor of Practice or Associate Professor of Practice or Professor of Practice, subject to funding availability. The faculty member will primarily teach for the School’s Master of Quantitative Finance Program – a highly ranked financial engineering program in the country. Strong preference will be given to applicants who hold a doctorate in a quantitative area, have a substantial experience as practitioners and/or have a track record of effective teaching in quantitative finance courses, such as Numerical Analysis, Stochastic Calculus, Derivatives, Risk Management, Object Oriented Programming, Machine Learning and Artificial Intelligence.

Strong preference will be given to applicants who hold a doctorate in a quantitative area, have a substantial experience as practitioners and/or have a track record of effective teaching in quantitative finance courses, such as Numerical Analysis, Stochastic Calculus, Derivatives, Risk Management, Object Oriented Programming, Machine Learning and Artificial Intelligence.

Other Information
All qualified applicants will receive consideration for employment without regard to race, religion, sex, sexual orientation, gender identity or expression, national origin, disability, protected veteran status or any other classification protected by law. Women and minorities are especially encouraged to apply. Diversity and inclusion are a key element of Rutgers University’s Strategic Plan. In the goal to enhance faculty diversity, Rutgers defines diversity very broadly. Diversity may include, but is not limited to gender, ethnicity, race, culture, national origin, or other personal or professional characteristics that are either unrepresented or underrepresented in the particular department or unit of intended hire.

Organization Description
The Finance and Economics Department has 40 full-time faculty members. The Rutgers Business School offers BS, MBA, Masters of Quantitative Finance, Masters in Financial Analysis and Ph.D. programs that include finance and applied economics concentrations. For more information regarding the faculty, please go to For more information regarding academic programs of the Department please go to

How to Apply
Please submit your application (cover letter, CV, names of three references, teaching evaluations and research papers, if any) electronically by February 1, 2018 at The search will continue until the position is filled.

Last Day to Apply
February 1, 2018

Senior Manager - Quantitative Analyst

Eames Consulting

Hong Kong

(posted 11/27/2017)

Job Description
This is a great opportunity for an experienced quantitative analyst. This role will require not only a very experined analyst but equally someone who is very good with stakeholders, with the ability to direct the business and the team through your findings and analysis.

Experienced required

Risk mitigation strategy: review applications for new derivatives transactions, analyse their effectiveness in the context of the group’s balance sheet strategy.
Monitoring and reporting: define adequate market risk metrics, enhance market risk report, explain movements and provide market commentary.
Calibration of market risk shocks using modelling techniques

A minimum of a Master’s degree in Quantitative Finance or equivalent.
10 years of relevant experience in the Financial Services industry.
Good planning, communication and stakeholder management skills.

Other Information
This role is a permanent opportunity based in Hong Kong. Visas can be sponsored for the right candidate if needed.

Organization Description
A leading global financial organisation

How to Apply
For more information please.

Last Day to Apply
8th December 2017


Dimensional Fund Advisors

Austin, TX

(posted 11/14/2017)

Job Description
The Research group at Dimensional is integral both in the successful day-to-day functioning of the firm and in helping develop Dimensional’s long-term strategy. The team produces high-quality, thought-leadership research on investments and financial markets that is of interest to and helps educate clients. Research is also involved in the design and development of the firm’s investment approach and the application of that approach through portfolio management and trading.

We are seeking a PHD-level Researcher for our Austin and Charlotte offices to help deliver these key services. Researchers are expected to produce high-quality, academically grounded research to support and enhance our investment strategies and for client education. Research findings are shared through white papers and presentations in Dimensional seminars and conferences.

Duties and responsibilities include, but are not limited to:
Conduct rigorous empirical research related to portfolio structure and implementation, run historical simulations, perform regression, attribution and characteristics analysis, conduct econometric tests to evaluate the impact of different portfolio construction and implementation approaches on expected performance, costs and diversification of our investment strategies.
Work closely with our investment and sales team to develop investment solutions that meet our clients’ needs, goals and preferences in a reliable, cost effective, and transparent way.
Share our research findings through white papers and presentations at Dimensional seminars and conferences.
Discuss Dimensional’s investment philosophy, process, and strategies with clients and prospects.
Review the latest advances in the academic work on asset pricing to support and enhance our investment strategies and for client education.

Candidates must have, or be near completion of a Ph.D. in a discipline such as finance, economics, mathematics, or statistics. Ideal candidates will have extensive experience doing empirical research with large datasets, a strong background in econometrics and statistics, strong programming skills in one or more languages such as R, SQL, SAS, Matlab, C++, or Fortran. The position requires an excellent ability to communicate financial and economic concepts, in both verbal and written form, and the ability to independently complete research projects, from idea generation to paper publication or strategy implementation. Strong candidates will also have exceptional attention to detail as well as imagination and creativity.

Other Information
When attaching a resume/CV, please also include a cover letter, job market paper, and letters of recommendation. You may also direct materials to

Organization Description
Dimensional is a global investment firm guided by deep convictions about the power of capital markets. We are a leader in applying advanced financial science to equity and fixed income investment strategies. By employing a rigorous and systematic investment approach, we seek to capture what the market offers in all its dimensions.

For more than 30 years, we have translated research into real-world investment solutions for clients. Our clients include financial advisory, pension funds, retirement plans, college savings plans, insurance companies, endowments and foundations, and sovereign wealth funds. Headquartered in Austin, Texas, with 12 offices around the world, Dimensional manages $548 billion globally as of September 30, 2017.

How to Apply

Last Day to Apply

Quantitative Research Analyst

Stevens Capital Management LP

Radnor, PA

(posted 10/23/2017)

Job Description
We're seeking highly driven, production-oriented researchers who possess strong technical skills and a thorough understanding of economics and finance, along with the necessary combination of creativity, resourcefulness, pragmatism and attention to detail to develop successful automated trading strategies.

Primary Responsibilities
• Utilize your analytical skills, market knowledge and intuition to develop and implement statistical trading models.
• Participate in all aspects of research and trading model development, including generating research ideas, building data sets, conducting statistical data analysis and implementing quantitative production trading models.

• A degree in economics or finance, with extensive coursework in quantitative disciplines or a quantitative discipline (e.g. statistics, econometrics, mathematics, engineering, physics or computer science) with extensive coursework in economics or finance.
• Programming experience, ideally including R, C++ and/or Python.
• Strong working knowledge of regression, time series analysis and other statistical techniques.
• Experience building, organizing and analyzing large data sets is preferred.
• The ability to comprehend and synthesize academic literature in finance, economics and statistics.
• Strong financial market interest, knowledge and experience are preferred.
• The ability to simplify and effectively communicate complex concepts.

Other Information
For more information on our company, please visit:

Organization Description
Stevens Capital Management LP (“SCM”) is a registered investment adviser that manages a multi-billion dollar hedge fund that has been in business for 25+ years.

SCM specializes in the rigorous development and disciplined implementation of empirically based quantitative trading strategies. Our highly productive team works in a fast-paced collegial environment, utilizing extensive data sets, technology and the scientific method to devise and employ trading strategies throughout the world’s most liquid financial markets.

How to Apply

Last Day to Apply
January 23, 2018