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Model Validation Analyst – Corporate & Investment Banking Country: United States of America Your Journey Starts Here: Santander is a global leader and innovator in the financial services industry. We believe that our employees are our greatest asset. Our focus is on fostering an enriching journey that empowers you to explore diverse career opportunities while nurturing your personal growth. We are committed to creating an environment where continuous learning and development are prioritized, enabling you to thrive both professionally and personally. Here, you will find ample opportunities to connect and collaborate with talented colleagues from around the world, sharing insights and driving innovation together. Join us at Santander, where you are supported by a culture of engagement and a commitment to your success. An exciting journey awaits, if you are interested in exploring the possibilities We Want to Talk to You! The Difference You Make: The Sr. Analyst, Model Risk will be responsible for performing independent validation of models and expert judgement models used by the bank in conformance with regulatory guidance on model risk SR11-07. This individual’s responsibility includes performing model validations, from input data, model methodology, model outcome, usage and related controls and governance around model risk. This role involves internal communication with business and model development and external with vendors and third-party servicers. Furthermore, this individual is expected to take the day-to-day model risk governance responsibilities such as ongoing performance monitoring, orderly remediation of findings, and model annual reviews. * Evaluates model assumptions and weaknesses, prepares reports describing the results of the validation analyses and list the recommendations for addressing any issues identified. * Conducts robust validations of a wide variety of models against established standards, developing benchmark, challenger, and replication models where applicable. * Advises senior personnel in their communications with risk committees, auditors, regulators, and senior management regarding model risk and its potential effects on the risk profile of the bank. * Manages the resolution of findings with model owners and developers. * Reviews ongoing model performance, assesses overall model health within a given framework, identifies potential problems and works with stakeholders to resolve issues identified. * Partners with model owners and developers to understand the business context for model use, producing technical guidance and adding value to the business process. * Develops and executes initiatives such as researching new trends in modeling and approaches to the management of associated model risk. What You Bring: To perform this job successfully, an individual must be able to perform each essential duty satisfactorily. The requirements listed below are representative of the knowledge, skill, and/or ability required. Reasonable accommodations may be made to enable individuals with disabilities to perform the essential functions. * Bachelor's Degree in Statistics, Mathematics, Economics or equivalent quantitative discipline or equivalent work experience. - Required. * An advanced degree, masters/PhD in a quantitative discipline such as Financial Engineering, Mathematics, Physics, Quantitative Finance, Economics, Statistics, or other relevant field of study. - Preferred. * 3+ years of experience in Model Validation and/or Model Risk Management function at a large corporate and investment bank. * Detailed familiarity with advanced quantitative analysis and applied statistical techniques in relevant asset/liability categories, including regression, time series forecasting, econometric modelling, PCA analysis, data mining, survival analysis, sensitivity, back-testing, model performance measurement * Familiarity with QRM, ADCo and Intex or similar systems. - Preferred. * Sound knowledge of financial numerical methods/PDEs, stochastic calculus, and option pricing * Programming capabilities: Hands on programming skills required in common programming languages and packages like R, Python, Matlab, and SAS etc. * Ability to apply mathematical and statistical skill in a highly practical way to solve problems * Ability to work with senior management and other stakeholders * Outstanding time and stress management skills, team-work spirit. As a responsible level the team member should be a self-starter and need minimal direction from managers in pursuing projects. Certifications: * No Certifications listed for this job. It Would Be Nice For You To Have: * Established work history or equivalent demonstrated through a combination of work experience, training, military service, or education. * Experience in Microsoft Office products. What Else You Need To Know: The base pay range for this position is posted below and represents the annualized salary range. For hourly positions (non-exempt), the annual range is based on a 40-hour work week. The exact compensation may vary based on skills, experience, training, licensure and certifications and location. Minimum: $67,500.00 USD Maximum: $140,000.00 USD Link to Santander Benefits: Risk Culture: We embrace a strong risk culture and all of our professionals at all levels are expected to take a proactive and responsible approach toward risk management. EEO Statement: At Santander, we value and respect differences in our workforce. We actively encourage everyone to apply. Santander is an equal opportunity employer. All qualified applicants will receive consideration for employment without regard to race, color, religion, sex, sexual orientation, gender identity, national origin, genetics, disability, age, veteran status or any other characteristic protected by law. Working Conditions: Frequent minimal physical effort such as sitting, standing and walking is required for this role. Depending on location, occasional moving and lifting light equipment and/or furniture may be required. Employer Rights: This job description does not list all of the job duties of the job. You may be asked by your supervisors or managers to perform other duties. You may be evaluated in part based upon your performance of the tasks listed in this job description. The employer has the right to revise this job description at any time. This job description is not a contract for employment and either you or the employer may terminate your employment at any time for any reason. What To Do Next: If this sounds like a role you are interested in, then please apply. We are committed to providing an inclusive and accessible application process for all candidates. If you require any assistance or accommodation due to a disability or any other reason, please contact us at ___ to discuss your needs. Primary Location: New York, NY, New York Other Locations: New York-New York Organization: Santander Holdings USA, Inc.

B&H Photo builds many custom applications for its internal teams to effectively execute upon their responsibilities. A business analyst is a unique creative role that helps translate the requirements for the business teams to effectively build technology solutions. Business Analyst Job Responsibilities: • Elicits, analyzes, specifies, and validates the business needs of stakeholders, be they customers or end users., • Collaborates with project sponsors to determine project scope and vision. Works on prioritizing requirements and creating MVP solutions that can bring maximum value with minimal effort., • Utilizes their creative abilities to put together wireframes and mockups to solve for business challenges using technology solutions., • Creates process models, specifications, diagrams, and charts to provide direction to developers and/or the project team., • Clearly identifies project stakeholders and conducts interviews to gather customer requirements via workshops, questionnaires, surveys, site visits, workflow storyboards, use cases, scenarios, and other methods., • Identifies and establishes scope and parameters of requirements analysis on a project-by-project basis to define project impact, outcome criteria, and metrics., • Works with stakeholders and project team to create prioritize collected requirements., • Researches, reviews, and analyzes the effectiveness and efficiency of existing requirements-gathering processes and develop strategies for enhancing or further leveraging these processes., • Assists in conducting research on products to meet agreed upon requirements and to support purchasing efforts., • Participates in the QA of purchased solutions to ensure features and functions have been enabled and optimized., • Participates in the selection of any requirements documentation software solutions that the organization may opt to use., • Analyzes and verifies requirements for completeness, consistency, comprehensibility, feasibility, and conformity to standards., • Develops and utilizes standard templates to accurately and concisely write requirements specifications., • Translates conceptual customer requirements into functional requirements in a clear manner that is comprehensible to developers/project team., • Develops and conduct peer reviews of the business requirements to ensure that requirement specifications are correctly interpreted., • Assists with the interpretation of customer requirements into feasible options and communicating these back to the business stakeholders., • Manages and tracks the status of requirements throughout the project lifecycle; enforce and redefine as necessary., • Communicates changes, enhancements, and modifications of business requirements — verbally or through written documentation — to project managers, sponsors, and other stakeholders so that issues and solutions are understood. Qualifications / Skills: • Strong customer service orientation, • Excellent analytical, mathematical, and creative problem-solving skills, • Excellent listening, interpersonal, written, and oral communication skills, • Excellent process oriented mindset to build out new workflows, • Excellent documentation and wireframing skills., • Logical and efficient, with keen attention to detail, • Highly self-motivated and directed, • Ability to effectively prioritize and execute tasks while under pressure, • Experience working in a team-oriented, collaborative environment Education, Experience, and Licensing Requirements: • College diploma or university degree in the field of business administration, finance, or information systems, • Three to five years related work experience, • Proven experience with business and technical requirements analysis, elicitation, modeling, verification, and methodology development, • Demonstrated project management skills and project management software skills, including planning, organizing, and managing resources, • Working knowledge of Windows office systems, • Excellent understanding of the organization’s goals and objectives Must have Skills/Experience: • Retail background and understanding of the supply chain process., • Experience gathering business, functional and integration requirements for custom applications, vendor packaged applications (ERP, CRM etc.) including SaaS based applications., • Experience writing requirements in User Stories format/exposure to iterative/agile methodologies.

Job DescriptionOXMAN OXMAN is a hybrid Design and R&D company that fuses design, technology, and biology to invent multi-scale products and environments. The fusion of disciplines within our work opens previously impossible opportunities within each domain—allowing design to inspire science and science to inspire design. At OXMAN, we question dominant modes of design that have divorced us from Nature by prioritizing humanity above all else (human-centric design). Although it is design that has caused this rift, we believe that design also offers the greatest opportunity to heal it. We propose a Nature-centric approach that delivers design solutions by, for, and with the natural world, while advancing humanity. In this pursuit, we reject all forms of segregation and instead call for a radical synergy between human-made and Nature-grown environments. This approach demands that we design across scales for systems-level impact. We consider every designed construct a whole system of heterogeneous and complex interrelations—not isolated objects—that are intrinsically connected to their environments. In doing so, we open ourselves up to moving beyond mere maintenance toward the advancement of Nature. Summary OXMAN is seeking a Research Engineer with expertise in Deep Reinforcement Learning, Deep Generative Modeling, and Data-Driven Design Optimization to join our interdisciplinary team. Leveraging advanced computational techniques, you will develop innovative design methods that support and enhance ecological processes, bridging human-made and natural environments.In this role, you will explore the intersection of generative design methods and data-driven optimization strategies. Your primary objective will be creating approaches that integrate generative design, ecosystem simulation, and optimization techniques to enhance ecosystem services benefiting both humans and natural biodiversity. You will develop and test generative models and procedural techniques for designing environments, behaviors, and scenarios. These designs will be evaluated and refined through data-driven optimization and reinforcement learning methods, aiming to maximize positive ecological outcomes, such as biodiversity and resilience. Please provide cover letter and portfolio if available. Responsibilities • Develop and refine advanced deep generative models and reinforcement learning algorithms to generate, explore, and optimize built-environment design strategies aimed at enhancing ecosystem services., • Create decision-making frameworks that combine procedural generation with machine learning and data-driven optimization, improving interactions between built and natural environments., • Investigate and implement interfaces between procedural generation techniques, machine learning approaches, and deep generative modeling., • Collaborate with computational ecologists to integrate generative design frameworks with ecosystem simulation models, producing architectural and infrastructural designs that interact positively with natural environments., • Apply optimization and reinforcement learning techniques to align generative design outputs with ecological performance indicators, such as species richness, carbon sequestration, and water management., • Collaborate with data scientists and ecologists to incorporate extensive, diverse datasets (remote sensing, climate data, biodiversity records) into generative and optimization methodologies., • Contribute to model validation by comparing simulated results to empirical ecological data, ensuring accuracy and reliability., • Prepare detailed technical documentation of methods, assumptions, and implementations to support reproducibility and knowledge sharing.Qualifications, • Ph.D. or equivalent experience in Computer Science, Machine Learning, Operations Research, or related fields., • Proven experience developing and deploying deep generative models, reinforcement learning algorithms, and data-driven optimization methods in practical design problems., • Strong knowledge in mathematical modeling, probabilistic methods, simulation techniques, procedural modeling, and complex systems., • Proficiency in handling and analyzing large, heterogeneous datasets (environmental, climate, remote sensing) using Python, C++, or similar languages., • Experience with GIS tools and remote sensing technologies for geospatial analysis., • Demonstrated ability to work in cross-functional teams, bridging machine learning research with ecology, architecture, engineering, and design., • Enthusiasm for pushing boundaries in design and science; ability to merge rigorous computational methods with innovative thinking.

Job Description About Synaptrix Labs Inc. Synaptrix is on a mission to revolutionize brain-computer interfaces through non-invasive approaches. We believe that the power to diagnose and treat neurological conditions safely, and to expand human potential, will become a reality with the right fusion of deep learning, signal processing, and computational neuroscience. We're seeking a full time Research Scientist, Artificial Intelligence (PhD) to join our growing team of researchers & engineers. If you're passionate about shaping the future of brain-computer interfaces and excited by the potential of deep learning in neurotechnology, we want to hear from you! Responsibilities: • Design, prototype, and optimize state-of-the-art AI systems for neural decoding, including diffusion models, graph neural networks, contrastive/self-supervised frameworks, and transformer-based sequence models., • Conduct foundational research on neural time-series representation learning: build architectures that extract latent dynamics from EEG, EMG, or related biosignals., • Develop high-fidelity simulation environments for testing decoding algorithms, incorporating stochastic signal noise and realistic biophysical constraints., • Scale model training across multi-GPU and multi-node clusters using PyTorch Distributed, DeepSpeed, or JAX/Flax; profile and tune system performance for sub-10 ms inference latency., • Build and maintain end-to-end research pipelines for large-scale signal datasets, including preprocessing, artifact rejection, and multimodal fusion with video, audio, and IMU data., • Collaborate with neuroscientists and hardware engineers to integrate learned models into real-time BCI control loops and embedded systems., • Contribute to core ML infrastructure: experiment tracking, model versioning, dataset lineage, and reproducibility standards., • PhD or equivalent deep technical expertise in Machine Learning, Artificial Intelligence, Computer Science, Computational Neuroscience, or related fields., • Strong command of PyTorch or JAX, with experience implementing custom training loops, loss functions, and model architectures., • Proven ability to conduct end-to-end research, from conceptual design to reproducible experiments and evaluation., • Strong mathematical foundations in linear algebra, probability, optimization, and information theory., • Experience working with high-dimensional time-series or sensory data (EEG, speech, video, motion capture, etc.)., • Skilled in Python, NumPy, Pandas, and scientific computing workflows; experience with CUDA or low-level GPU debugging is highly valued., • Deep familiarity with neural signal modeling, neural decoding, or biosignal preprocessing (EEG/MEG/ECoG/EMG)., • Experience designing self-supervised or generative models (diffusion, VAEs, contrastive, masked modeling) for noisy, non-stationary data., • Background in reinforcement learning, optimal control, or human-in-the-loop systems, especially in continuous domains., • Publications or preprints in top venues (NeurIPS, ICML, ICLR, CVPR, EMBC, Nature Neuro)., • Familiarity with distributed training, mixed-precision, multi-GPU orchestration, and cloud ML infrastructure (AWS/GCP/Azure)., • Contributions to open-source ML frameworks or custom CUDA kernels., • Understanding of neural signal acquisition hardware, embedded inference, or edge ML deployment. At Synaptrix Labs, we celebrate curiosity, open collaboration, and scientific rigor. Our interdisciplinary team spans neuroscience, AI, and clinical research, and we are united by the belief that non-invasive BCI is the key to unlocking a new era in healthcare, accessibility, and human augmentation. Expected Compensation: The base salary for this role is anticipated to fall within the following range. Actual compensation will depend on your experience, technical expertise, and relevant education or training. In addition to base pay, Synaptrix offers equity to all full-time employees, reflecting our commitment to shared success and long-term company growth. Base Salary Range: $85,000 - $150,000 USD What We Offer: • An opportunity to change the world and work with some of the smartest and most talented experts from different fields, • Growth potential; we rapidly advance team members who have an outsized impact, • Paid holidays, unlimited PTO

Job DescriptionAbout Amigo Amigo builds trust and safety infrastructure for AI in mission-critical environments. We partner with organizations in healthcare and other regulated sectors to deploy AI systems that operate reliably when the stakes are highest. Our infrastructure enables verification, monitoring, and real-time oversight—ensuring AI serves people safely at scale. We've raised $6.5M from General Catalyst and GSV Ventures. Our team combines expertise in distributed systems, quantitative research, clinical operations, and regulatory environments to build AI that organizations can trust. About this role As an Applied Scientist - Statistical Confidence at Amigo, you'll develop the statistical frameworks that enable organizations to make informed risk decisions about system deployment. You'll build quantified confidence systems, design risk modeling approaches, and create the mathematical foundations that translate system behavior into statistical guarantees. Your work directly enables the organizational trust that allows systems to be deployed in critical contexts. What you'll do * Design statistical frameworks that provide quantified confidence in system behavior * Build risk modeling systems that help organizations assess system deployment decisions * Create confidence scoring algorithms that accurately reflect system reliability * Develop methods for handling rare but critical events in healthcare applications * Design A/B testing frameworks that maintain safety while measuring improvements * Collaborate with healthcare experts to ensure statistical models reflect clinical reality What we're looking for * Strong background in statistical inference and experimental design * Experience with Bayesian methods and uncertainty quantification * Track record of building statistical models for real-world applications * Knowledge of risk modeling and decision theory * Understanding of healthcare data and clinical decision-making Nice to have * Healthcare or regulated industry experience * Background in medical statistics or biostatistics * Experience with safety-critical systems and risk assessment * Knowledge of healthcare compliance and regulatory requirements Benefits Health & Wellness * Comprehensive health, dental, and vision insurance * Mental health support and wellness coaching * Flexible wellness stipend for fitness, therapy, or personal growth * Daily catered lunch and dinner Growth & Development * Annual learning budget for courses, books, or conferences * Conference attendance budget for professional development * Development setup of your choice * Academic collaboration opportunities Compensation Range: $150K - $300K

Job DescriptionTeamBuilder is a rapidly growing healthcare SaaS company on a mission to transform healthcare with our innovative technology. We believe in empowering our customers through inventive solutions and a commitment to excellence. Our young, rapidly growing team is looking for passionate professionals who thrive in a dynamic, innovative, and collaborative environment. ***This role is FULLY REMOTE, though you MUST reside within the United States and be legally authorized to work in the United States. Key Values of all TeamBuilders • Committed to driving growth and delivering value for clients, • Innovative and collaborative, focused on effective implementation of our product, • Entrepreneurial and ownership mindset, • Design, execute, and interpret large-scale statistical analyses and experiments., • Build robust forecasting and predictive models — focusing on accuracy and computational efficiency., • Collaborate with clinicians, engineers, and product teams to translate complex data into actionable insights., • Develop prototypes for new R&D initiatives, including model-driven healthcare tools and novel data-driven approaches to diagnostics and operations., • Evaluate new data sources, methods, and algorithms for their potential impact on business and research goals., • Communicate results and recommendations clearly to both technical and non-technical stakeholders.What We’re Looking For, • Education: Master’s or PhD in Mathematics, Statistics, Economics, Data Science, or a closely related quantitative field., • Experience: Prior experience in applied data analysis, modeling, or R&D (healthcare or startup experience is a plus)., • Deep knowledge of statistical methods, hypothesis testing, and time-series or forecasting models., • Proficiency with Python, R, or another modern data science stack (bonus: experience with PyTorch, TensorFlow, or probabilistic modeling tools)., • Strong communication skills and an ability to translate mathematical insight into real-world impact., • A curious, resourceful mindset — eager to learn new methods and build models that are both elegant and practical.Why You’ll Love Working Here, • Mission-driven team tackling real healthcare challenges., • Freedom to experiment and innovate without layers of bureaucracy., • Opportunity to shape the company’s data science culture and R&D direction., • Flexible work environment and supportive, intellectually curious teammates.Additional Information, • Job Type: Full-time, Exempt, Remote, • Compensation: Competitive including paid time off, medical benefits, 401k and the potential for an annual performance bonus, and/or equity. chTk5y37au

Job Description Upland Capital Group, Inc. is an AM Best rated “A-” VIII specialty property/casualty insurer headquartered in Dallas, Texas. Through its wholly owned insurance carrier, Upland Specialty Insurance Company, the company markets, underwrites and services specialty insurance products in select markets to include excess transportation, construction casualty, excess casualty, primary general liability, excess public entity, professional liability errors and omissions as well as excess cyber liability. We focus on “old school” underwriting as a craft, add “new school” analytics and technology, and encourage a gritty, growth mindset among people called “we entrepreneurs.” At our Risk and Analytics (R&A) team, we focus on Actuarial, Data Science, Data and Model Engineering, and Enterprise Risk Management functions. Our Actuarial and Data Science model environment and architecture is containerized, and we are cloud based, running on Azure. Our vision is to build highly automated and efficient processes to deliver actuarial insights into underwriting and claims handling processes. We look to create value by problem solving and a close collaboration with stakeholders across the organization, not limited by a ‘one size fits all’ mindset. As an Excess and Surplus (E&S) carrier, we face unique and interesting problems every day. We are looking for an aspiring Senior Actuarial Analyst to join our R&A team. This role will report to the VP, Actuarial. Primary Function: The Senior Actuarial Analyst will work closely with Upland's accounting, finance, claims, and underwriting teams to deliver reserving, capital modeling, and data-driven analytical support leveraging the Risk and Analytics team's actuarial and data science capabilities. The Senior Analyst provides deep subject matter expertise in loss reserving, capital modeling, portfolio performance analysis, and the application of advanced analytics to support financial reporting, business planning, and strategic decision-making. Duties and Responsibilities: Reserving Analysis • Prepare quarterly and annual reserve analyses for multiple lines of business, ensuring accuracy and consistency with corporate and regulatory standards, • Develop and enhance actuarial models, • Support the development, maintenance, and refinement of Upland’s capital models to assess risk and solvency across portfolios, • Assist in the quantification and communication of reserve and capital uncertainty, including scenario testing and stress analysis, • Provide input into the Own Risk and Solvency Assessment (ORSA), reinsurance strategy evaluations, and capital allocation decisions Business Insights and Communication • Collaborate with Finance and Risk Management teams to integrate actuarial results into broader financial planning and forecasting processes, • Explain technical results and actuarial concepts to non-technical stakeholders, including senior management, Underwriting, and Claims, • Prepare and present analyses that highlight emerging experience, trends, and their implications for profitability and risk Data, Tools, and Model Development • Develop data sources, tools, and methodologies to support accurate reserve projections and capital analytics, • Maintain and enhance actuarial models using modern programming languages and version control systems, • Respond promptly to management requests for reserving and capital-related analyses, • Provide actuarial input into audits, regulatory filings, and rating agency requests, • Participate in special projects and continuous improvement initiatives within the Risk and Analytics team Required Skills, Experience and Education: • 2–4 years of experience in an actuarial role, preferably focused on reserving, capital modeling, or loss analytics within P&C insurance., • Passed at least 4 actuarial exams, • Bachelor’s degree in science, technology, engineering or math, • Ability to communicate effectively with business leaders and non-technical staff, • Exceptional mathematical and statistical knowledge and understanding, • Python and/or R programming knowledge including the maintenance of code and use of coding tools such as Github, • Database and SQL programming knowledge, • Some knowledge of cloud-based tools for managing data and developing/maintaining models, • Expert knowledge of Excel including automation capabilities, • Excellent critical thinking, problem solving and communication skills Disclosures: Pay Estimate: $120,000 - $130,000/year Other compensation: annual incentive program Benefits: health insurance including FSA and HSA options and free access to Teladoc, vision, dental, disability and life insurance, parental leave, responsible time off (unlimited vacation days without an accrual system), paid sick time as required by law, 401(k), tuition reimbursement and employee assistance program. Anticipated close date: November 14, 2025

Job Description Quant Developer/Market Maker The Company - Our client is a small trading shop, whose founders have an extremely successful track records in all prior ventures in high Frequency trading. The core consists of small group of educated PhD scientists who came together to build trading models in multiple asset classes over the last decade. They were first challenged to finding non-random behavior in data sets as they tackled the FX market with new algorithmic trading and quickly separated themselves from everyone else in the market. That company was bought by a world leader in capital markets, and they moved into equities, and were successful as a prop trading shop for over 6 years, and was eventually bought as well. They are now onto their next venture they are looking to tackle the cryptocurrency market. As a trusted asset to every large financial trading desk through the years, institutions have expressed great interest in trading with them, and the firm provides crypto asset execution, trading, and advisory services to institutional clients, as well as making markets on various exchanges, as well as providing customized algorithms to split up trades. They are looking for a Quant Developer (Quant/Market maker) to join this team, and head up building the market making product. This person does not need crypto experience, but needs to understand the technical backbone of market making systems, market microstructure and the technical needs for setting up and monitoring strategies. All systems are built from scratch and brand new. The competitive advantage is the model and brilliant combination of quantitative minds. They build their systems to be smarter, highly risk averse, rigorously tested and with a strict scientific approach to modeling. The Role – Starting as an Senior Quant Developer/Market Maker you will get a chance to get in on the ground floor in a low key environment and let data drive your decisions. This opportunity is for a top notch engineer with strong quantitative skills, to take a pragmatic approach and enjoy the flexibility of building something, in an environment where there is no red tape, or barriers to your creativity. It is a great opportunity for a Quant who wants to leverage technical/math skills to learn more about, and get into trading. Ideas for strategies are encouraged, and team will help you test and implement them. This is an opportunity for you to work with elite minds as well as trade ideas, grow in knowledge and gain exponential earnings potential. The overall climate is for everyone to make money and go home satisfied. Flexible hours and telecommuting is offered. Qualifications ¬ Experience working with high performance trading systems, specifically market making systems. ¬ FX is preferred over equity, because it translates better to the crypto-market. ¬ Strong Java/C# Programming ¬ Ability to develop systematic models from a mathematical approach ¬ Strong Math/Quantitative Skills and experience with Large Data Sets ¬ Top Tier Education – Masters or PhD (Math, Science, Computer Science, Engineering, Computational Finance) Skills and abilities you will be finely rewarded, compensation greatly depends on experience, equity and salary will be based on value.

Job Description Quantitative Researcher NYC Hedge Fund J Harlan Group is currently conducting a search for a Quant Researcher at a prominent NYC Hedge Fund. As key member of the Equity Quantitative Research (EQR) team you will focus on building optimizations and core algorithms that lead directly to trading decisions covering fundamental and quantitative insights to develop and monetize systematic trading strategies leveraging proprietary internal and external datasets. Key Responsibilities • Conduct empirical statistical research in equities and related instruments, • Leverage a variety of datasets to develop and optimize alphas for systematic portfolios, • Develop and improve transaction cost models and contribute to portfolio construction research, • Develop and continuously improve upon our mathematical models and translate algorithms into monetizable strategies, • Build optimizations and core algorithms that lead directly to trading decisions, • Research and implement quantitative methods in a live trading environment The idea candidate will have a background including: • Bachelors, Masters, or Ph.D. in Statistics, Mathematics, Operations Research, Economics, Computer Science, or a related field, • Prior experience in a quantitative role within a trading environment or experience applying quantitative methods to solve challenging, data-intensive problems, • Proficiency in coding, with exposure to Python, • Demonstrated interest in or knowledge of equities trading, empirical asset pricing, portfolio optimization, transaction cost modeling, or market microstructure, • Excellent creative and problem-solving skills with a strong mathematical and statistical background About the Client: The firm is a leading alternative asset manager managing more than $62bn of assets with an outstanding track record of following a comprehensive, multi-strategy approach to investing and allocating capital dynamically to the most compelling opportunities and harvesting multiple sources of alpha. They have a relentlessly focuses on innovation and integration: innovation in new products, markets and businesses as well as new tools, models and technology management and performance structures; integration of fundamental research, quantitative strategies and technical analysis, all supported by an intensive focus on operational excellence and comprehensive risk management. They employ over 1400 talented professionals in locations around the globe across portfolio management, trading, credit, research, quantitative strategy, trading technology, investment management analysis and business management administration and strategy. They seek candidates who are high-energy self-starters who want to join an investment management firm on the leading edge of the global markets. The management team needs individuals of the highest professional caliber who are leaders, problem solvers, analytic, detail-oriented, and entrepreneurial. Everyone at the firm works side-by-side with the firm's senior partners in a highly collaborative and charged trading floor environment. Successful candidates are: • Analytic and relentless in pursuit of the right answer, • Strong communicators who excel at rapid synthesis, • Able to demonstrate sound business judgment, • Able to digest complexity while maintaining an understanding of the “big picture” of business needs In accordance with New York City's Pay Transparency Law, the base salary range for this role is $175,000 to $275,000. Base salary does not include other forms of compensation or benefits.

Job Description Quantitative Researcher – Equity Model Research NYC Hedge Fund J Harlan Group is currently conducting a search for a Quant Researcher – Equity Model Research at a prominent NYC Hedge Fund. The Equity Model Research team (EMR) is responsible for the tools and analytics required for portfolio construction, risk management, and hedging of the firm's equities portfolios. The customized risk models and hedging framework developed by EMR are central to the firm's ability to manage their business and provide a competitive advantage to their investment teams. The Equity Model Equity Quantitative Research (EMR) team is part of the Equity Quantitative Research (EQR) which sits at the intersection of fundamental investment approach and quantitative rigor and discipline. Teams of quantitative researchers and developers work together to optimize and scale various aspects of the investment, risk management, portfolio construction, and trade execution lifecycle. EQR's teams are small and highly collaborative – each member makes meaningful contributions to the research agenda and direction and has visible impact in firm's investments. Key Responsibilities • Research portfolio construction and optimization in the context of large complex equity portfolios, • Apply cutting edge computational techniques and statistical methods to solve complex problems, • Build proprietary risk models for both fundamental and quant equity long short strategies, • Develop econometric and mathematical models to define stress scenarios and estimate the statistical properties of drawdowns, • Leverage economic models and financial analysis to define fundamental factors driving the cross-section of stock returns, • Engage with a variety engineering and research teams to implement analytics in production, • Work closely with Portfolio Managers and Risk Managers to understand and incorporate risk metrics and methodologies within the investment process, • Stay up to date on the latest academic and industry research and challenge yourself to continually improve and challenge the way things are done, • Explore new and alternative data sources while developing a deep understanding of financial markets The idea candidate will have a background including: • Bachelors, Masters, or Ph.D. in Statistics, Mathematics, Operations Research, Economics, or a related field, • Advanced training in Statistics, Mathematics, Finance/Financial Engineering, or a related field, • Strong mathematical and/or statistical modeling background, • Demonstrated empirical skill; comfortable with analysis of large datasets, • Intellectual curiosity and passion for solving investment problems through the use of technology and fundamentals, • Demonstrated interest in or knowledge of investments, including asset pricing, empirical anomalies, and market micro-structure, • Previous exposure to a quantitative research role with exposure to equity factor models preferred About the Client: The firm is a leading alternative asset manager managing more than $62bn of assets with an outstanding track record of following a comprehensive, multi-strategy approach to investing and allocating capital dynamically to the most compelling opportunities and harvesting multiple sources of alpha. They have a relentlessly focuses on innovation and integration: innovation in new products, markets and businesses as well as new tools, models and technology management and performance structures; integration of fundamental research, quantitative strategies and technical analysis, all supported by an intensive focus on operational excellence and comprehensive risk management. They employ over 1400 talented professionals in locations around the globe across portfolio management, trading, credit, research, quantitative strategy, trading technology, investment management analysis and business management administration and strategy. They seek candidates who are high-energy self-starters who want to join an investment management firm on the leading edge of the global markets. The management team needs individuals of the highest professional caliber who are leaders, problem solvers, analytic, detail-oriented, and entrepreneurial. Everyone at the firm works side-by-side with the firm's senior partners in a highly collaborative and charged trading floor environment. Successful candidates are: • Analytic and relentless in pursuit of the right answer, • Strong communicators who excel at rapid synthesis, • Able to demonstrate sound business judgment, • Able to digest complexity while maintaining an understanding of the “big picture” of business needs In accordance with New York City's Pay Transparency Law, the base salary range for this role is $175,000 to $275,000. Base salary does not include other forms of compensation or benefits.

Job DescriptionArootah is a rapidly growing advisory and coaching firm specializing in Alternative Investment & Family Office Advisory, Executive & Leadership Coaching, and Talent Acquisition & Development. Founded by Rich Bello, co-founder and COO of Blue Ridge Capital, Arootah leverages deep industry expertise to drive peak performance for executives, teams, and firms across the alternative investments landscape. Founded by Rich Bello, co-founder and COO of Blue Ridge Capital, Arootah leverages deep industry expertise to drive peak performance for executives, teams, and firms across the alternative investments landscape. Join Arootah’s Network of Business Advisors serving Arootah’s clients on a project basis in the alternative investment industry, including hedge funds, private equity firms, and family offices. Our mission is to deliver top-tier business advisory services tailored to the multifaceted needs of the alternative investments landscape. As part of the network, you will take on project-based assignments that let you apply your expertise directly to our client initiatives. These consulting roles provide the opportunity to work on varied and impactful projects across the alternative investments industry. Our Services Include: Advising alternative investment managers with front-to-back office services, including but not limited to operations, business development, due diligence, human resources, and compliance Providing fractional expert advisors in key operational areas for emerging and established investment firms Offering executive, life, health, and career coaching for individuals Delivering talent acquisition and leadership development solutions Developing SaaS applications for enterprise and consumer use Visit us at more information. WHO WE NEED: Arootah is searching for experienced Research Analysts to consult to our client base. As a consultant, you will work with our Alternative Asset Firm and Family Office clients to provide expert advice. Having previously served in the role of a Research Analyst, you have specific, hands-on experience researching, analyzing, and recommending investment ideas for a leading Alternative Asset Firm or Family Office. What You'll Do • Provide advice and guidance to Arootah clients who seek help with the research and analysis of investment ideas. This will involve consulting to some of the leading Alternative Asset Funds and Family Offices in the world and sharing your experience as a Research Analyst in helping clients to:, • Advise on investment research frameworks and methodologies, helping clients develop comprehensive processes for evaluating opportunities across public and private markets, including fundamental analysis, sector research, and valuation techniques., • Design manager due diligence frameworks, building standardized assessment criteria, analytical tools, and processes for evaluating investment managers' strategies, track records, and operational capabilities., • Build financial modeling templates and tools, developing DCF models, comparable company analysis frameworks, LBO models, and portfolio allocation tools for client investment teams., • Establish research documentation standards, creating templates for investment memos, research reports, due diligence summaries, and presentations to ensure consistency and thoroughness., • Develop performance monitoring and benchmarking systems, designing frameworks for tracking portfolios, analyzing attribution, conducting peer comparisons, and identifying optimization opportunities., • Train investment teams on research best practices, conducting workshops on research methodologies, analytical techniques, data sources, and industry standards for investment analysis., • Build research infrastructure and knowledge management systems, organizing databases, information repositories, and document management protocols for efficient information retrieval and institutional knowledge retention., • Support special projects including research process assessments, methodology enhancements, technology platform evaluations, and team training programs requiring research expertise.Qualifications, • Minimum of Bachelor’s Degree in Accounting, Finance, or Business Administration, or in a related field. CFA designation., • MBA, Advanced Degree in Accounting, Financial, Mathematical or Quantitative Analysis is a plus., • CFP or any industry designation a plus. 8+ years or more of specific research experience and 5- 8 years of investment experience preferred., • Strong financial acumen and financial modeling and valuation skills., • Proficiency in spreadsheets, databases, and other software programs (Morningstar Direct, Microsoft Office, FactSet, Bloomberg, BlackRock Aladdin, etc.)., • Excellent written and verbal communication skills. Ability to communicate effectively to groups in a presentation-style format., • Work effectively with team members but also have the ability to self-direct as needed., • Distill research into an investable thesis and write a report/note., • Outstanding analytical skills, detail-oriented, proactive, and self-motivated., • Collaborative, diplomatic, and can cross-functionally partner with different internal stakeholders., • Experience in/comfort with a role with a degree of ambiguity, requiring creative analysis and action. Job Status, • Contractor

Job Description Quantitative Researcher – Algorithmic Trading NYC Hedge Fund J Harlan Group is currently conducting a search for a Quant Researcher – Algorithmic Trading at a prominent NYC Hedge Fund. As key member of the Equity Quantitative Research (EQR) team which is responsible for research and trading of fundamental long-short businesses, trading equities, futures, credit, and volatility products through both automated and high touch routes to execute the investment decisions of their portfolio managers. You'll be a member of the Nexus specialized team within EQR which has a mandate to provide best in class high frequency, low latency execution services for the firm's equity books. As the firm's equities businesses have grown, Nexus' mandate has also grown by volume of flow, and expanded regionally . The firm is looking for a highly motivated Quantitative Researcher who is interested in: • Conducting market impact research and statistical analyses to enhance and optimize execution quality, • Applying principles in statistics, econometrics, optimization, and numerical methods to research involving market microstructure in a team environment that closely integrates trading, quantitative research, and technology, • You will design execution strategies and perform research on a variety of market microstructure topics including transaction cost modeling, market impact modeling, venue routing and order book dynamics., • You will implement or work with quantitative developers to implement the results of your research in our high frequency execution stack, and subsequently quantify the performance benefits with appropriate metrics. The idea candidate will have a background including: • Bachelors, Master's degree or PhD in a highly quantitative field with a strong academic record; strong mathematical and/or statistical modeling background, • Highly relevant experience researching portfolio construction, TCA, market impact, and trading execution strategies in equities markets, • Expertise in equities market microstructure, and familiarity with a variety of trading venues and liquidity sources, • Proficiency using select programming languages: Python, C++, KDB experience is a plus., • Strong communication skills (ability to collaborate effectively with Developers and Traders), • Ability to work in a fast-moving environment They are looking for an individual who loves solving deep and complex investment analysis challenges and wants to have an outsized impact with the products they build and deliver; an individual with a passion for quantitative research within the investment community, high level of intellectual curiosity, a commitment to excellence and an unparalleled drive to deliver world-class service. About the Client: The firm is a leading alternative asset manager managing more than $62bn of assets with an outstanding track record of following a comprehensive, multi-strategy approach to investing and allocating capital dynamically to the most compelling opportunities and harvesting multiple sources of alpha. They have a relentlessly focuses on innovation and integration: innovation in new products, markets and businesses as well as new tools, models and technology management and performance structures; integration of fundamental research, quantitative strategies and technical analysis, all supported by an intensive focus on operational excellence and comprehensive risk management. They employ over 1400 talented professionals in locations around the globe across portfolio management, trading, credit, research, quantitative strategy, trading technology, investment management analysis and business management administration and strategy. They seek candidates who are high-energy self-starters who want to join an investment management firm on the leading edge of the global markets. The management team needs individuals of the highest professional caliber who are leaders, problem solvers, analytic, detail-oriented, and entrepreneurial. Everyone at the firm works side-by-side with the firm's senior partners in a highly collaborative and charged trading floor environment. Successful candidates are: • Analytic and relentless in pursuit of the right answer, • Strong communicators who excel at rapid synthesis, • Able to demonstrate sound business judgment, • Able to digest complexity while maintaining an understanding of the “big picture” of business needs In accordance with New York City's Pay Transparency Law, the base salary range for this role is $175,000 to $275,000. Base salary does not include other forms of compensation or benefits.

Job DescriptionThermodynamic Model Developer Join Our Innovative Team: At OLI Systems, we’re transforming the future of chemistry modeling. Our mission goes beyond developing software, we’re redefining how chemical process simulations are created and executed. We’re seeking a Specialist in Chemical Engineering Thermodynamics who’s driven to advance and deploy high-fidelity predictive models. As a member of our Research and Database team, you will tackle real-world industrial challenges, model next-generation solutions with precision, and make a lasting impact across a wide range of global industries. Your Role: Innovator in Model Development You will work on advancing our state-of-the-art physical property and electrochemical models to achieve unparalleled accuracy in predicting industrially relevant thermodynamic, transport, and interfacial phenomena across complex chemical and electrochemical systems. This role requires technical proficiency and vision in a rapidly evolving field. We’re looking for someone who is not only well-versed in the science but also excited to drive innovative strategy and contribute to our expansive research portfolio. About OLI: Leaders in Chemistry Solutions, OLI stands as a beacon in the software development landscape, mastering complex chemical phenomena. Our advanced process modeling solutions have redefined problem-solving in over 35 countries, influencing how over 500 enterprises and academic institutions maximize asset lifecycle. At OLI, our commitment to innovation and sustainability drives every endeavor, making us leaders in industrial digital transformation. Our investments in pioneering technologies such as real-time electrolyte chemistry insights, automated systems, and cloud-based analytics are crafting new benchmarks in the industry. Why You're Vital to Our Mission: As a key member of our team, you’ll provide leadership in the development of our project portfolio, identifying opportunities for new research and model development. We need your strong ability and interest to work on applications driven by abstract problems and develop creative out-of-the box solutions. Your expertise will be essential in ensuring that our models meet the highest standards of accuracy and applicability, and in guiding collaborations with research partners to address critical societal challenges such as sustainability, asset reliability, and water treatment innovation. Your key responsibilities will include: • Model Development: Advance thermodynamic, transport, and interfacial phenomena models to achieve the highest possible fidelity in predicting thermodynamic and corrosion behaviors within OLI’s simulation software platform, • Project Leadership: Provide technical expertise to guide the development of our project portfolio, identifying opportunities, and ensuring alignment with industry needs., • Customization and Parameterization: Tailor and optimize models for industrial systems to enhance their predictive capabilities in key sectors such as oil and gas, metals and mining, power generation, and water treatment., • Client Collaboration: Work closely with clients to ensure our modeling solutions meet their unique simulation needs and provide expert guidance on model application and interpretation., • Multidisciplinary Collaboration: Collaborate with a team of physical property researchers, process system engineers, and software developers to drive innovation and solve complex problems., • PhD in Chemical Engineering, Physical Chemistry, Materials Science, or a related field., • Postdoctoral experience in academia or industry is preferred.Professional Expertise:, • Proven research expertise in thermodynamics and physical properties of electrolyte and/or non-electrolyte containing systems or electrochemical corrosion modeling., • Proven research expertise in solving phase and chemical equilibrium problems, including vapor-liquid-solid phases, using various types of equations of state and activity coefficient models., • Demonstrated strong background in fundamentals-based modeling, particularly in the areas of reaction kinetics, heat and mass transfer in unit operations, and design for advanced reactors or separation processes., • Experience in mechanistic model development and the application of simulation in key industrial verticals such as oil and gas, renewables, metals and mining, and water treatment.Technical Skills:, • Strong background in mathematical model development, numerical methods, and scientific programming (e.g.: C++, Python, MATLAB, Fortran)., • Experience with process simulation platforms (e.g.: APSEN, HYSYS, Pro-II, OLI), • Experience with AI/ML applications (i.e.: Hybrid, PINNs)., • Expertise in regression analysis, data interpretation, and model parameterization., • Extensive experience in analyzing and modeling electrolyte and thermophysical properties for various scientific applications., • Transport and fluid flow modeling experience a plus.We’re Offering:, • An opportunity to be a part of a groundbreaking team that is redefining industrial chemistry modeling., • A collaborative and dynamic work environment where your contributions are valued and recognized. OLI Systems is an equal-opportunity employer. We celebrate diversity and are committed to creating an inclusive environment for all. Applicants will be evaluated through a structured, rubric-based interview process to ensure consistency and fairness. OLI supports equitable career progression. Advancement decisions are guided by consistent evaluation criteria and regular performance conversations. Powered by JazzHR gnFxczmwcu

Job Description SOFTWARE ENGINEER – NYC Hedge Fund J Harlan Group is currently conducting a search for a Software Engineer at a prominent NYC Hedge Fund. An individual that can build scalable and creative application solutions providing the firm with a distinct commercial advantage that will enable a host of opportunities that will differentiate the firm from their competitors. A seasoned and professional computer scientist with extensive technical experience in developing application technologies. Our client brings together some of the best minds in computer science, mathematics, physics, and engineering to work at the intersection of finance and technology. Members of their versatile technical staff exhibit a range of strong quantitative and programming abilities, with software developers and quantitative analysts collaborating on challenging problems that directly impact the firm's continued success. Quality and innovation are imperative for creating computationally intensive solutions for trading profitably in markets around the globe. Developers bring strong analytical, mathematical, and software design skills to a variety of projects, including the formulation of statistical models for our computerized trading strategies, distributed system development, real-time data analysis, and the creation of tools for advanced mathematical modeling. Technology is an integral part of virtually everything they do and their team enjoys access to some of the most advanced computing resources in the world. Successful candidates have traditionally been the top students in their programs and have extensive software development experience. Principal Responsibilities: • Formulate and implement statistical models that drive computerized trading strategies., • Design and build distributed systems to process and react to high-volume, real-time data streams., • Develop tools and infrastructure to support advanced mathematical modeling and large-scale data analysis., • A Computer Science “Rock Star” - A strong computer science and/or quantitative background, • Programming skills required - proficiency with one or more object-oriented programming languages, • Ability to craft creative (and practical!) solutions to problems and express those solutions in code., • Intellectual curiosity and flexibility. We are always learning and seeking out new ideas. An individual who loves solving deep and complex technical and business problems and wants to have an outsized impact with the products they build and deliver. An individuals with a passion for technology, high level of intellectual curiosity, a commitment to excellence and an unparalleled drive to deliver world-class technologies. If you or anyone in your network would be interested in this opportunity, please send resume to Jerry Goldberg at or directly contact us at (212) 792-0099 About the Client: The firm is a prominent multinational investment management firm. The company manages a variety of investment funds that make extensive use of quantitative methods and proprietary computational technology to support fundamental research in the management of its investments. They have a relentlessly focus on innovation and integration: innovation in new products, markets and businesses as well as new tools, models and technology management and performance structures; integration of fundamental research, quantitative strategies and technical analysis, all supported by an intensive focus on operational excellence and comprehensive risk management. The talent and dedication of their people is critical to their success. They offer an opportunity for developing one's professional career while working with individuals trained in a variety of disciplines in a collegial and dynamic environment. They offer a broad range of competitive benefits on a global basis Their culture rewards analytical rigor and adherence to the highest possible ethical and legal standards, and they've cultivated a collegial work environment that promotes collaboration across disciplines, geographies, and investment strategies. The firm has been built in part by attempting to do what other companies might consider impossible or never imagine at all. A single transformative idea that ultimately works—for a new business, a new trading model, or an improved back-office process—is worth a dozen ideas that lead nowhere. They've learned that when an extraordinary team sets extraordinarily ambitious goals, astonishing breakthroughs can be expected. They seek candidates who are high-energy self-starters who want to join an investment management firm on the leading edge of the global markets. The management team needs individuals of the highest professional caliber who are leaders, problem solvers, analytic, detail-oriented, and entrepreneurial. Everyone at the firm works side-by-side with the firm's senior partners in a highly collaborative and charged trading floor environment. Successful candidates are: • Analytic and relentless in pursuit of the right answer, • Strong communicators who excel at rapid synthesis, • Able to demonstrate sound business judgment, • Able to digest complexity while maintaining an understanding of the “big picture” of business needs, • Team players who are energized by a collaborative enterprise The firm's employees maintain the highest professional and ethical standards. The firm has earned a reputation for honesty, fair dealing, and transparency in a competitive industry. They believe that these standards are the foundation for superior investment performance and are critical to delivering performance to clients SALARY RANGE: The expected annual base salary for this position is $225,000. Actual compensation will be dependent upon the individual's skills, experience, qualifications, location, and applicable laws. Their compensation and benefits package include; • Variable Compensation: Substantial year-end bonus (guaranteed in first year)., • Additional Incentives: Sign-on bonus and relocation bonus., • Benefits Package:, • Medical and prescription drug coverage, • 401(k) contribution matching, • Wellness reimbursement, • Family building benefits, • Charitable gift match program