(context, this is an opening which I saw on linkedin, which was open to DS professionals as well Although I did not apply, I did connect a few people that work in Northern Trust, did not text tho)

Quant Engineer, Analyst Northern Trust

Grasp of

CFA is a good to have

Introduction to Financial Markets on coursera Bloomberg market concepts CFA Investment Foundations CFA L1

Build a three statement financial model, using income statemnt, cash flow statement, balance sheet Write a single page equity thesis, mentioning these financial insights and the insights from qualitative reports (news articles or growth articles), saying company is overvalued or undervalued, should we long or short, for how much period, what is the upside range downside range

IDFC Bank, Market Risk https://www.linkedin.com/feed/update/urn:li:activity:7391043818516631552/

We are looking for Market Risk professional at IDFC FIRST Bank with 1-3 year of experience in similar domain or interested in the same domain.

Job description: Experience in quantitative models for pricing, sensitivity, simulation and risk assessment for financial instruments like Swap, Options, Swaptions, Fixed Income. CFA/FRM/MBA in finance will be preferred. Basic coding knowledge will be required for this profile. Interested candidates can share CV on kirti.gehlot@idfcbank.com.

Quant Engineer Analyst, Northern Trust Summary:

The Quantitative Strategies team are looking to augment its research and analytical capabilities and are looking to hire a partner who can create scalable and cutting edge analytics and data science solutions. The ideal candidate will bring strong technical expertise and demonstrate sound financial business acumen to align analytical tools with investment objectives, client needs, and strategic business outcomes. This role will help drive the growth of the quantitative strategies business by delivering insights that support decision-making across investment, product, and client-facing teams.

Major Responsibilities:

Collaborate with the Quantitative Strategies team to develop and support analytical systems and tools that serve research, portfolio management, strategies, marketing, and index services. Apply financial business acumen to translate quantitative research and portfolio analytics into actionable investment insights and business strategies. Leverage understanding of investment workflows to design tools that support alpha generation, risk management, and portfolio optimization. Enhance the existing technology infrastructure to make it more robust and scalable. Identify innovative solutions to complex problems and advocate for their implementation by communicating ideas clearly and concisely. Partner with cross-functional teams to understand business priorities and ensure analytics solutions are aligned with organizational goals. Work within established guidelines and policies. Engage with internal stakeholders to gather business requirements and provide timely updates on progress. Knowledge/Skills:

Experience in platform development and analytics, preferably in financial services. Understanding of Data Analytics, APIs, and Cloud Infrastructure. Solid grasp of Asset Classes, Investment Strategies, Portfolio Construction, and Analytical Tools. Strong written and verbal communication skills. Demonstrated ability to connect technical solutions with business outcomes in the context of quantitative investing. Ability to build relationships and collaborate with portfolio managers, research, investment, sales and servicing, sustainable investing, and product teams. Familiarity with performance attribution, factor modeling, and risk analytics frameworks. Knowledge of object-oriented programming (Python or equivalent preferred). Experience Required:

0–4 years of experience in quantitative analytics, data engineering, or financial modeling. Proficiency in Python and experience with tools such as Databricks, PySpark, Azure, SQL or Streamlit. Solid understanding of asset classes, portfolio theory, and investment strategies. Strong business acumen with the ability to align analytics with investment goals and client needs. Excellent problem-solving and communication skills. Bachelor’s degree in a quantitative field (e.g., Engineering, Mathematics, Finance); CFA or progress toward CFA is a plus

JP Morgan Quantitative Research Custody and Fund services Associate/VP This position is a Quant Profile to support the activities of the Quantitative Research Group (cross asset classes) & Custody & Fund Services globally sitting out in Mumbai. The QR team in Mumbai plays a critical role in providing effective, timely and independent assessments of the Firm’s booking models of exotic structures and also help in developing new models for structures as and when necessary.

As a Quantitative Research Associate/Vice President within the Quantitative Research Group, you will partner with the Business to provide a comprehensive view and support the activities of the Quantitative Research Group across asset classes globally. You will play a critical role in providing effective, timely, and independent assessments of the Firm’s booking models of exotic structures and help develop new models as necessary. You will be part of a team transforming business practices through data science and other quantitative methods, where JP Morgan is a dominant player, handling trillions of dollars of client assets.

Job Responsibilities :

Perform large-scale analysis on our proprietary dataset to solve problems never tackled before Identify new insights that drive feature modelling to generate nuanced insights Build models end-to-end, from prototype to full-scale production Make real-world, commercial recommendations through effective presentations to various stakeholders Leverages data visualization to communicate data insights and results Document and test new/existing models in partnership with control groups Implementation of models in Python-based proprietary libraries. Ongoing desk support Required qualifications, capabilities & skills :

A master’s or Ph.D. degree program in computer science, statistics, operations research or other quantitative fields Strong technical skills in data manipulation, extraction and analysis Fundamental understanding of statistics, optimization and machine learning methodologies Build models end-to-end, from prototype to full-scale production, utilizing ML/ big data modeling techniques Knowledge in the development of models on cloud infrastructure Integrate and utilize LLM models for advanced model development and enhancement Possess basic knowledge of financial instruments and their pricing Mastery of software design principles and development skills using one of C++, Python, R, Java, Scala Previous practical experience in solving machine learning problems using open-source packages Strong communication skills (both verbal and written) and the ability to present findings to a non-technical audience Preferred qualifications, capabilities & skills :

Participation in KDD/Kaggle competition or contribution to GitHub highly desirable

Last updated: May 3, 2026