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At Genworth, we empower families to navigate the aging journey with confidence. We are compassionate, experienced allies for those navigating care with guidance, products, and services that meet families where they are. Further, we are the spouses, children, siblings, friends, and neighbors of those that need care—and we bring those experiences with us to work in serving our millions of policyholders each day. We apply that same compassion and empathy as we work with each other and our local communities. Genworth values all perspectives, characteristics, and experiences so that employees can bring their full, authentic selves to work to help each other and our company succeed. We celebrate our diversity and understand that being intentional about inclusion is the only way to create a sense of belonging for all associates. We also invest in the vitality of our local communities through grants from the Genworth Foundation, event sponsorships, and employee volunteerism. Our four values guide our strategy, our decisions, and our interactions: • Make it human. We care about the people that make up our customers, colleagues, and communities., • Make it about others. We do what's best for our customers and collaborate to drive progress., • Make it happen. We work with intention toward a common purpose and forge ways forward together., • Make it better. We create fulfilling purpose-driven careers by learning from the world and each other. POSITION TITLE Senior Credit Analyst, Private Placements POSITION LOCATION Stamford, CT YOUR ROLE The Senior Credit Analyst will be a key member of the Private Placement team. This role requires utilization of fundamental credit research to evaluate investment opportunities and managing existing investment positions. This position will partner with other analysts covering similar sectors and develop holistic positions and strategies and will report to the Private Placements Team Leader. What you will be doing • Conduct and support fundamental credit research on primarily investment grade and some high yield corporate bonds as member of the Private Placements team, • Prepare timely, comprehensive written analysis and cogently present facts, analysis, conclusions, and recommendations on individual credits as part of the transaction underwriting process. Analysis to include total exposure, maturity, and relative value considerations., • Analyze transaction documents and work with internal and external counsel to evaluate covenants and structure, • For existing portfolio credits, document and report on current credit views and recommendations by following and analyzing news, company financial reports and releases, rating agency actions, analyst publications and other industry or company information., • Make recommendations on and timely respond to amendment and waiver requests, • Share knowledge – both verbally and in writing -- regarding ongoing individual credit or sector developments with members of Private Placements and Genworth Investments, • Interact with rating agencies, sell-side analysts and other independent sources to obtain external views on individual credits or industries, • Accountable for adhering to control requirements and addressing audit inquiries in a timely manner, • Develop and maintain relationships with Genworth's private placement dealer coverage and issuer management, • Actively contribute to department or division-wide projects and process improvement efforts What you bring • Bachelor’s degree, • 7 - 10 years corporate credit research experience or related experience, • Experience and demonstrated ability in analyzing corporate financial statements, • Understanding of deal documentation and structure with the ability to incorporate covenants and structure as an integral component of the underwriting process, • Strong written and verbal communication skills and the ability to present effectively and influence both Investments leadership and broader groups, • Strong functional capability with Microsoft Excel, PowerPoint and Word applications as well as Bloomberg analytics, • Understanding of fixed income mathematics, • Solid decision-making skills regarding core credit responsibilities, requiring only limited guidance and oversight, • Ability to positively influence other members of Private Placement and Investments Leadership Nice to have • MBA or equivalent degree, • Strong knowledge of REITs, real estate and diversified funds, • Ability to demonstrate a combination of leadership potential and very strong credit skills, • Demonstrated willingness and ability to flex beyond core role to lead projects or process improvements Employee Benefits & Well-Being Genworth employees make a difference in people’s lives every day. We’re committed to making a difference in our employees’ lives. • Competitive Compensation & Total Rewards Incentives, • Comprehensive Healthcare Coverage, • Multiple 401(k) Savings Plan Options, • Auto Enrollment in Employer-Directed Retirement Account Feature (100% employer-funded!), • Generous Paid Time Off – Including 12 Paid Holidays, Volunteer Time Off and Paid Family Leave, • Disability, Life, and Long Term Care Insurance, • Tuition Reimbursement, Student Loan Repayment and Training & Certification Support, • Wellness support including gym membership reimbursement and Employee Assistance Program resources (work/life support, financial & legal management), • Caregiver and Mental Health Support Services ADDITIONAL • At this time, Genworth will not sponsor a new applicant for employment authorization for this position. For the State of New York: The base salary pay range for this role starts at a minimum rate of $112,900 up to the maximum of $214,600. In addition to your base salary, you will also be eligible to participate in an incentive plan. The incentive plan is based on performance and the target earning opportunity is 60% of your base compensation. The final determination on base pay for this position will be based on multiple factors at the time of this job posting including but not limited to geographic location, experience, and qualifications to ensure pay equity within the organization.

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About the Role: HUSA’s end-to-end supply chain is long and extends from breweries in Europe and Mexico through ports, 9 warehouses, 500 distributors, and hundreds of thousands of retailers in the US. A fundamental part of the HUSA Operations strategy is to deploy data sensors across the full end-to-end supply chain, develop models and deploy AI in order to deliver our business objectives. This role is critical in this multi-year journey and will spearhead a diverse portfolio of projects and data pipeline with models that will continuously evolve and improve. The Operations team aims at strategically supporting business growth and delivering value through the operational execution of supply chain activities. The role exists in a performance driven culture that requires a highly analytical mind-set to problem solve and a drive to implement strategy. This role will manage multiple projects and create comprehensive models and analysis of the supply chain to drive organizational change, unlock key insights, and improve performance. Over the past few years Heineken USA has invested in becoming the most agile digital supply chain in the USA. With full visibility of inbound and outbound product flow the team is able to use a portfolio of algorithms to drive intelligence in supply chain decision making. This has materialized in top tier performance levels internally and externally with our customers. Heineken USA wants to go to the next level in our journey of becoming the most digitally savvy company in the USA. Are you interested? Key Responsibilities: 1. Dashboarding, Analytics, and Algorithm Development, Problem Solving and Insights • Leverage the power of data and analytics to drive strategy and innovation across the organization, • Create statistical and complex algorithms to help transform supply chain models to inform decision making, • Perform root cause analysis and trend analysis to create actionable insights, • Proactively identify gaps in the current supply chain to discover solutions and drive business value, • Transform data into a competitive advantage and drive opportunity, growth, and execution, • Drive data accuracy with robust deployments and investigations into key performance indicators, • Champion supply chain data as the subject matter expert, • Exhibit creativity with data modeling tools and recommendations, • Integrate data from multiple external and internal sources 2. Project Execution • Manage projects to improve supply chain visibility, tracking, predict future events, scenario planning and insights into customer behavior, • Advance new product introductions by modeling launch behavior and commercialization trends, • Improve ocean visibility and product flows with multiple data streams and predictive modeling, • Model retailer data to improve promotional effectiveness and execution at multiple levels of the organization and supply chain, • Model ocean, warehouse, transportation, and distributor behavior and retail scenario planning 3. Stakeholder Management and Influence Decision Making • Leverage technical skills with critical thinking to own and manage robust data science projects that generate key insights for the organization, • Participate in cross functional teams to effectively problem-solve key opportunity areas, • Extract key insights from data and encourage cross functional dialogue, • Merge data science with business needs to create visualization tools and increase transparency to key stakeholders, • Communicate findings at multiple levels of the organization Basic Qualifications/Requirements: The role requires a driven and analytically minded professional with these necessary capabilities to ensure the successful delivery of the role requirements and deliver sustainable business value. • 5-8 years’ experience using analytics to solve product or business problems, coding (e.g., Python, R, SQL), querying databases or statistical analysis as well as Power BI tools., • Analytical, solution-oriented and continuous improvement mindset, • Experience with customized dashboards, Power BI tools, • Experience in a quantitative analysis, business intelligence and data science, • Experience with machine learning, data mining, data visualization, and modeling tools, • Experience with structured programming languages, Python or Palantir, • Proficient in performing an array of quantitative & statistical analyses in Excel, Q, and/or SQLR, • Educated to Bachelor’s Degree Level in Supply Chain, Operations, Data Science and Analytics, Information Technology, Business Intelligence, Computer Science, Statistics, Engineering, Mathematics, or related field Preferred Qualifications: • Strong supply chain analytical capability and critical thinking skills, • Strong communication and project management skills, • Ability to work both independently and in collaborative team environments, • Ability to explain complex process in understandable terms, • Ability to translate complex data into accessible information HEINEKEN Leadership Expectations: • Connect, • Shape, • Develop, • Deliver, • Role Model HEINEKEN USA is an equal opportunity employer. Embracing and celebrating diversity is core to HEINEKEN’s purpose of “brewing the joy of true togetherness to inspire a better world”. We believe that people as diverse as our brews – including and not limited to gender, ethnicity, age, sexual orientation, religious belief, nationality, social background, disability and thinking style – enrich our lives and strengthen our business. We welcome and consider applications from all qualified candidates as we champion a culture of belonging that provides fair and equal opportunities for all. This position is not available for visa sponsorship.

Analysis & Requirements • Gain deep knowledge of business processes, operations, and technologies—especially those impacting customer experience., • Facilitate workshops to capture cross-functional requirements and align stakeholders on solution design., • Lead discussions with SMEs to define, document, and refine business requirements., • Analyze current and proposed processes, perform gap analyses, and recommend improvements., • Collaborate on customer experience and UX design reviews, providing detailed annotations for development teams., • Define both functional and non-functional requirements (e.g., security, scalability, performance)., • Clearly articulate problem statements, success metrics, and business impact., • Work with architects and tech leads to plan system integrations and phased development., • Use SQL and JSON Web service APIs to gather and analyze system data for cross-functional initiatives., • Conduct compatibility and dependency assessments., • Produce clear process flows, data diagrams, and use case documentation., • Maintain and communicate project timelines, dependencies, and risks across workstreams., • Provide regular progress updates to stakeholders., • Oversee multiple complex projects simultaneously with minimal oversight., • Develop deployment plans with a focus on dependencies and backward compatibility., • Support component, end-to-end, and UAT testing for smooth production releases., • Assist in root cause analysis and resolution of production issues. Qualifications • 5+ years of IT Business Analysis, Product Ownership or Project Management experience., • Bachelor’s degree in Computer Science, Engineering, Mathematics, Business Management, or equivalent experience., • Exceptional analytical, verbal, and written communication skills., • Strong interpersonal skills for daily engagement with stakeholders, SMEs, and executives., • Proven ability to influence and coordinate across multiple workstreams., • Skilled in SQL queries and analysis., • Experience with JSON web service APIs and modern web technologies., • Proficiency with Microsoft Office Suite (Word, PowerPoint, Excel).

Job Description We are seeking a Quant Researcher to join our Execution team. In this role, you will be directly responsible for compiling and analyzing execution data in several asset classes, working on market impact models and trade cost analysis to minimize transaction costs and enhance performance of company portfolios. You will work closely with teams of traders, researchers, and operations to develop, test, and refine execution strategies that drive continuous improvement of our trading operations. Responsibilities: • Manage seamless daily execution of $1bn+ notional across 5k+ equities, global futures, and an expanding list of asset classes, • Develop tools to continuously analyze execution data across various trading instruments, • Manage and update market impact models across all our traded asset classes, • Design trading experiments and present results in order to collaborate with senior research team members, • Implement execution strategies to further improve transaction costs and fill rates, • Work with our Operations team to ensure best execution services provided by brokers, • Develop and implement processes for control, trade support, redundancy and automated prosecution of the trade lifecycle, • Deepen firm execution capabilities through broker relationships, assessments, onboarding, commission management, and trade cost analysis, • Bachelor's, Master’s, or Ph.D. degrees in Mathematics, Statistical Modeling, Computer Science or other related STEM fields, • 3+ years of experience working in an electronic execution role within quantitative trading company, • Competitive salary, plus bonus based on individual and company performance, • Collaborative, casual, and friendly work environment while solving the hardest problems in the financial markets, • PPO Health, dental and vision insurance premiums fully covered for you and your dependents Trexquant is an Equal Opportunity Employer

Job Description As a Data Vendor Specialist, you will collaborate closely with researchers and data vendors to identify potential data sets that align with our business needs and evaluate their offerings to determine their suitability. Responsibilities • Identify potential data vendors and evaluate their offerings to determine fit with our business needs., • Negotiate favorable pricing and terms with vendors, using data-driven insights to support your arguments., • Partner with Legal and Compliance to develop and manage vendor contracts, ensuring that all terms and conditions are clearly defined and aligned with our business objectives., • Work collaboratively with internal researchers to understand data needs and identify opportunities for new vendor relationships., • Monitor vendor performance and compliance with contract terms, taking action as necessary to address any issues., • Conduct regular market research to stay up-to-date with industry trends and changes in pricing and product offerings., • Build and maintain relationships with key vendor contacts to foster ongoing collaboration and partnership. Requirements • Strong communication skills are essential, including the ability to clearly explain concepts and effectively articulate requirements, • A degree in a technical discipline (computer science, mathematics, statistics, physics, etc.), • Strong programming skills in Python, • Knowledge of Linux, Bash, C++, and SQL Database is a plus, • Experience in financial services or working with financial data providers is a plus, • Competitive salary plus bonus bonus based on individual and company performance, • Collaborative, Casual, and friendly work environment, • PPO Health, dental and vision insurance premiums fully covered for you and your dependents, • Pre-tax commuter benefits, • Weekly company meals

Job Description Company Overview Interactive Brokers Group, Inc. (Nasdaq: IBKR) is a global financial services company headquartered in Greenwich, CT, USA, with offices in over 15 countries. We have been at the forefront of financial innovation for over four decades, known for our cutting-edge technology and client commitment. IBKR affiliates provide global electronic brokerage services around the clock on stocks, options, futures, currencies, bonds, and funds to clients in over 200 countries and territories. We serve individual investors and institutions, including financial advisors, hedge funds and introducing brokers. Our advanced technology, competitive pricing, and global market help our clients to make the most of their investments. Barron's has recognized Interactive Brokers as the #1 online broker for six consecutive years. Join our dynamic, multi-national team and be a part of a company that simplifies and enhances financial opportunities using state-of-the-art technology. Join the INTERACTIVE BROKERS Team! Interactive Brokers Group has been consistently at the forefront of trading innovation, starting with the invention of the first floor-based handheld computer in 1983 and we pride ourselves on being primarily a technology company. We continue to challenge the status quo and push boundaries to offer the best trading platform with the most sophisticated features all for the lowest cost to our customers. Software development is the lifeblood of our firm, and it shows in our stellar brokerage platform. We offer award-winning desktop, mobile and web applications which provide our clients with the tools they need to be successful. Interactive Brokers Group, Inc. (IBKR); is rated #1 - Best Online Brokers 4 years in a row by Barron's , Best Online Brokers - Barron's Award (read more) We are looking for a knowledgeable C++ Developer to work under the general supervision of a team of application programmers, with good technical knowledge. Ability to communicate effectively understanding complex problems and explain their solution with extreme attention to detail. The position is well-suited for an organized individual who can meet deadlines, follow written procedures while supporting the team and collaborating to service improvements. You will be part of: • Design, implement and deliver high quality software solutions that conform to architectural standards, • Manage and 'own' significant development tasks end-to-end (from business requirements analysis to 3rd level production support), • Bachelor's in Computer Science, Mathematics, Physics or similar (masters/PhD a plus)., • Experience of at least 2 years in software development in C++, Object Oriented Programming, Networking, STL at educational and/or professional level., • In-depth understanding of OOP, design patterns, data structures, algorithms, and concurrency, • Proficiency in Linux / UNIX / shell scripting., • Competitive salary, annual performance-based bonus and stock grant, • Retirement plan (401K) with company match, • Excellent health and welfare benefits including medical, dental, and vision benefits, • Wellness screenings and assessments, health coaches and counseling services through Employee Assistance Program (EAP), • Paid time off along and generous parental leave policy, • Daily company lunch allowance provided and a fully stocked kitchen with healthy options for breakfast and snack, • Corporate events including team outings, dinners, volunteer activities and company sports teams, • Education reimbursement and learning opportunities with Udemy, • Modern offices with multi-monitor setups #LI-SV1

Job Description We are seeking a Head of a LLM Application Team to lead the design and development of cutting-edge AI and large language model (LLM)-driven tools within a systematic hedge fund environment. The ideal candidate will have a strong track record of deploying LLM technologies in real-world applications and be excited to explore transformative use cases across quantitative research and trading. Responsibilities • Design and build next-generation tools that support quantitative researchers and help generate actionable trade signals., • Collaborate with existing machine learning teams to explore novel applications of LLM technologies across various aspects of systematic trading., • Serve as a thought leader on LLM advancements, guiding the team and organization in leveraging state-of-the-art techniques to inspire transformative applications in systematic finance., • Serve as a subject matter expert on LLM advancements, providing strategic guidance on integrating state-of-the-art techniques to enhance systematic investment strategies., • Partner with portfolio managers and quant researchers to develop models that address specific market inefficiencies and trading opportunities., • Bachelor's, Master’s, or Ph.D. degrees in Mathematics, Statistical Modeling, Computer Science or other related STEM fields., • 2+ years of experience in researching and applying LLM technologies., • Proven leadership experience in managing a team of quantitative members., • Competitive salary plus bonus based on individual and company performance., • Collaborative, casual, and friendly work environment., • PPO Health, dental and vision insurance premiums fully covered for you and your. dependents., • Pre-tax commuter benefits., • Weekly company meals. Trexquant is an Equal Opportunity Employer

Job Description We are a global leader in quantitative statistical arbitrage, specializing in developing cutting-edge machine learning models and data-driven strategies to identify and exploit market inefficiencies. With offices in the U.S., China, and India, our innovative team of researchers, technologists, and finance professionals pushes the boundaries of quantitative finance. We are seeking a dynamic, detail-oriented Director of External Strategies (GAT) to join our team and lead efforts in sourcing, evaluating, and integrating signals from external individuals with promising quantitative investing strategies and alpha-generation ideas. This role offers the opportunity to engage with a diverse set of external partners, including quantitative portfolio managers, individual researchers, and other market experts, to identify innovative strategies that align with our style and are additive to our investment objectives. Responsibilities • Develop strategies to attract and identify high-quality external researchers and quantitative investors with novel alpha-generating strategies., • Collaborate with the Research Management Team to evaluate promising external strategies through quantitative analysis and back-testing models., • Negotiate terms of engagement with external managers, ensuring alignment with portfolio strategies and performance., • Maintain relationships with quantitative communities, researchers, hedge funds, and portfolio managers to discover promising and obtainable investment ideas., • Prepare detailed reports for senior management on external strategies and ensure evaluations align with governance and performance standards., • Collaborate with internal teams to integrate external strategies into the firm’s portfolio, staying informed on trends in quantitative finance and data science. Requirements • Master’s degree in Quantitative Finance, Financial Engineering, Mathematics, Statistics, Computer Science, or a related field. A PhD is a plus., • 5+ years of experience in evaluating quantitative alpha ideas, managers and strategies for consideration of capital allocation., • Experience in sourcing and evaluating external investment ideas or collaborating with external partners in a similar capacity., • Proven experience in quantitative analysis, investment research, or portfolio management with a strong understanding of quantitative investing strategies., • Proficiency in programming languages such as Python, R, or MATLAB for quantitative analysis and modeling., • Competitive salary, plus bonus based on individual and company performance., • Collaborative, casual, and friendly work environment while solving the hardest problems in the financial markets., • PPO Health, dental and vision insurance premiums fully covered for you and your dependents., • Pre-Tax Commuter Benefits – making your commute smoother. Trexquant is an Equal Opportunity Employer

Job Description Our client is seeking a highly analytical and detail-oriented Senior Associate, Quant & Data Science to join their Portfolio Analytics Group. In this pivotal role, you will sit at the intersection of data science, quantitative finance, and portfolio analytics—developing tools and frameworks that power investment decisions across a global, multi-asset class portfolio. Responsibilities: • Develop and automate valuation and return calculations for a global multi-asset class portfolio., • Build performance attribution frameworks to uncover the drivers of returns across asset classes., • Design and maintain quantitative models to manage market, liquidity, and portfolio risks—spanning both liquid and illiquid assets., • Translate Excel-based models into scalable, programmatic solutions., • Be a self-starter eager to dive into diverse asset classes and build tools that deliver a unified view of portfolio performance across the enterprise. Requirements: • Practical experience in a finance-oriented, fast-paced environment., • A strong ability to dissect ambiguous problems and apply the right analytical techniques., • High proficiency in data extraction, data cleansing, and quantitative analysis., • Deep experience with quantitative modeling and data science in financial contexts., • A degree in a quantitative field (e.g., Mathematics, Statistics, Engineering, Computer Science, Financial Engineering)., • Expertise in Python and key data science libraries (Pandas, NumPy, SciPy, Scikit-learn, Matplotlib, etc.)., • Experience in financial/investment analysis is essential., • Bonus: Experience with other languages (e.g., R, SQL, Julia).

Job Description Trexquant is a leading systematic hedge fund leveraging machine learning and quantitative strategies in a market-neutral portfolio. With offices in the U.S., China, and India, our innovative team of researchers, technologists, and finance professionals pushes the boundaries of quantitative finance. We are seeking a driven and detail-oriented Business Development and Strategy Associate to join our growing statistical arbitrage hedge fund. Working closely with the Chief Strategy Officer, you will explore new business opportunities, implement initiatives to enhance processes and products, and help shape the firm’s growth through data-driven decisions. The ideal candidate will have strong analytical and project management skills, along with an entrepreneurial mindset, to expand the firm’s reach and strengthen its competitive edge. Responsibilities • Execute on growth initiatives including; hiring for strategic new business lines, capital raising, opportunistic projects, multi-prime capability and location strategy., • Collaborate with the Chief Strategy Officer, research, operations and trading teams, to understand the firm’s core strategies and assess opportunities for diversification or enhancement., • Support the identification and implementation of new technologies, structures or processes that can enhance the firm’s competitive positioning., • Perform outreach efforts to potential candidates, institutional clients, and strategic partners, including presenting the firm’s value proposition., • Gather, analyze, and interpret data on customer preferences, market trends, competitive landscape, and industry developments to provide actionable insights that guide business decisions and strategies., • Champion the development and enhancement of our business operation and product set to foster long-term growth and scalability of the fund. Requirements • Bachelor’s degree in Business, Finance, Economics, Mathematics, or a related field; MBA or relevant advanced degree is a plus., • 3-5 years of experience in a strategy, financing, operations, or consulting role; prior experience in asset servicing, sales or at a hedge fund is a plus., • Proficiency in excel, familiarity with data analysis tools and platforms, knowledge of financing structures and understanding of risk management, trading or regulatory frameworks., • Highly analytical, tech-savvy, and adaptable, with experience navigating software-driven finance environments., • Strong communicator and strategic thinker who can provide clear direction while working with teams at the intersection of finance and technology., • Experience with statistical arbitrage or quantitative trading strategies is highly desirable., • Proven track record of successful business development and building client relationships. Benefits • Competitive salary, plus bonus based on individual and company performance., • Collaborative, casual, and friendly work environment while solving the hardest problems in the financial markets., • PPO Health, dental and vision insurance premiums fully covered for you and your dependents., • Pre-Tax Commuter Benefits – making your commute smoother. Trexquant is an Equal Opportunity Employer

Job Description We are looking for a Head of Execution Team to lead and grow the Execution Team at Trexquant. In this role, you will be responsible for overseeing Trexquant’s daily executions, establishing processes to identify execution improvement on core strategies, and implementing expansion in trading styles and holding periods for new strategies and asset classes. Your work will significantly influence our profitability and strengthen our competitive edge. Responsibilities • Oversee and enhance seamless daily execution of $1bn+ notional across 5k+ equities, global futures, and an expanding list of asset classes, • Develop tools to continuously analyze execution data across various trading instruments, • Manage and update market impact models across all our traded asset classes, • Design Trading experiments and present results in order to collaborate with senior research team members, • Implement execution strategies to further improve transaction costs and fill rates, • Work with our Operations team to ensure best execution services provided by brokers, • Develop and implement processes for control, trade support, redundancy and automated prosecution of the trade lifecycle, • Deepen firm execution capabilities through broker relationships, assessments, onboarding, commission management, and trade cost analysis, • Bachelor's, Master’s, or Ph.D. degrees in Mathematics, Statistical Modeling, Computer Science or other related STEM fields, • 5+ years of experience working in an electronic execution role within quantitative trading company, • Experience managing a team of quant researchers and execution specialists, • Competitive salary, plus bonus based on individual and company performance, • Collaborative, casual, and friendly work environment while solving the hardest problems in the financial markets, • PPO Health, dental and vision insurance premiums fully covered for you and your dependents Trexquant is an Equal Opportunity Employer

Job Description We are looking for a Senior Quantitative Researcher to develop and lead a quantitative FX Strategy at Trexquant. In this role, you will be responsible for developing strategies and building out a team for researching, implementing, and trading profitable FX based strategies within our core product. Your work will integrate FX as an asset class in our proven quantitative processes and significantly expand our tradable universe, profitability, and competitive edge. Responsibilities • Identify data useful for building and backtesting proposed FX trading strategies then build pipelines to feed these datasets into our research and trading platforms., • Work with the development team to improve accuracy, robustness, and speed of our platform in simulating and trading FX based strategies., • Develop FX based trading strategies and partner with the executions team to optimize execution of strategies, harmonizing with existing investments and asset classes., • Partner with the risk team to establish monitoring and controls for FX specific risk exposures as well as risk allocation among our incumbent strategies., • Build out and lead the FX Strategy Team to continually add, enhance and monitor FX alphas for the ongoing profitability and scale of the team’s strategies., • Bachelor's, Master’s, or Ph.D. degrees in Mathematics, Statistical Modeling, Computer Science or other related STEM fields., • 5+ years of experience in researching and trading quantitative FX based strategies., • Experience managing or leading a team of quant researchers., • Strong quantitative skills., • Competitive salary, plus bonus based on individual and company performance., • Collaborative, casual, and friendly work environment while solving the hardest problems in the financial markets., • PPO Health, dental and vision insurance premiums fully covered for you and your dependents. Trexquant is an Equal Opportunity Employer

Job Description Greenwich Country Day School is an independent, co-educational day school with a current enrollment of over 1400 students in grades N-12, and a faculty and staff of over 350. The original Old Church Road campus is home to grades N-8. The High School, established in 2019, is located less than two miles away on Stanwich Road. Founded in 1926, Greenwich Country Day School is a family school where innovative teaching is encouraged as teachers model and foster a love of learning, challenge and inspire children toward academic excellence, and cultivate students’ interests and talents outside of the classroom. We value purposeful and personal learning in a joyful environment, with emphasis on the development of character, creativity, and a sense of personal value along with strong academic skills. GCDS is committed to graduating ethical, confident leaders who possess a strong sense of purpose. Greenwich Country Day School seeks an Elementary Math Specialist, Grades Pre-K - 5, to cover a maternity leave from November 2025 - February 2026. The maternity leave replacement will work with the Lower and Upper Elementary School Division Administrators, GCDS Director of Math, and grade-level homeroom teachers to ensure that the math program is consistently delivered, fully supported, and communicated effectively. This position will work to support students at all levels of the learning continuum in full-class lessons, small groups, and at times individualized sessions. Responsibilities Include: • Plan for and implement instruction to supplement classroom content, • Conduct and support assessments to identify student needs, support teachers in using data to target strategic instructional techniques that are tailored to meet individual students’ needs, and monitor progress, • Communicate progress to parents, teachers, administrators, and other stakeholders, • Collaborate with faculty to appropriately support all students in their classrooms, • Promote student growth for those requiring support or “with exceptional mathematical promise” via push-in, pull-out, and co-teaching models, • Bachelor’s Degree, • Minimum of 3 years of successful classroom teaching experience with children of this age, • Strong background in mathematical knowledge, including pedagogical content, and a wide range of instructional strategies, • Expertise in using and helping others use effective instructional and assessment practices that are informed by knowledge of mathematical learning trajectories, • Experience with inquiry-based learning and/or project-based learning, • A passion for learning and the ability to motivate and inspire students, • Excellent written and verbal communication skills, • Commitment to building a diverse, equitable, and inclusive school community, • Willingness to take on multiple roles within the school, • Advanced degree in the field, • Specific experience with Illustrative Mathematics (IM), • Expertise in planning for and implementing problem-based teaching and learning Powered by JazzHR UCl2gSAMCh

Job Description Trexquant is a growing systematic fund at the forefront of quantitative finance, with a core team of highly accomplished researchers and engineers. We are in the process of optimizing and reimagining our quant platform to keep pace with our expanding trading operations. To support our rapid growth, we are seeking a talented C++ Trading & Simulator Engineer to join our growing technology team and help build the next generation of trading systems and analytics platforms. As a C++ Trading & Simulator Engineer, you will work closely with quantitative researchers and traders to design, develop, and optimize high-performance systems for algorithmic trading. Your responsibilities will include building and maintaining the core infrastructure for trading simulations, data pipelines, and low-latency execution platforms. The ideal candidate will have a strong background in C++ development, and experience in creating scalable, low-latency, high-throughput systems. Responsibilities • Design, build, and maintain the infrastructure for quantitative research, backtesting, and strategy deployment, including data pipelines, computation engines, and integration with trading systems., • Continuously optimize the infrastructure to support large-scale data processing and complex model computations., • Develop and optimize data loading and transformation pipelines to ensure efficient access to high-quality data for analysis and model development., • Create tools and automation scripts to streamline research workflows, including model training, evaluation, and deployment., • Collaborate closely with quantitative researchers and traders to understand their needs and deliver technical solutions that enhance research productivity, backtesting accuracy, and trading performance., • A degree in Computer Science, Engineering, Mathematics, or a related field,, • 2+ years of experience writing production-quality code in C++ (C++ 17/20) with a deep understanding of data structures, algorithms, concurrency patterns, and numeric processing,, • Experience designing, implementing, and optimizing low-latency and high-throughput systems, particularly for financial applications., • Experience with Python programming is a plus,, • Competitive salary plus bonus based on individual and company performance., • Collaborative, casual, and friendly work environment., • PPO Health, dental and vision insurance premiums fully covered for you and your. dependents., • Pre-tax commuter benefits., • Weekly company meals. Trexquant is an Equal Opportunity Employer

Job Description Company Overview Interactive Brokers Group, Inc. (Nasdaq: IBKR) is a global financial services company headquartered in Greenwich, CT, USA, with offices in over 15 countries. We have been at the forefront of financial innovation for over four decades, known for our cutting-edge technology and client commitment. IBKR affiliates provide global electronic brokerage services around the clock on stocks, options, futures, currencies, bonds, and funds to clients in over 200 countries and territories. We serve individual investors and institutions, including financial advisors, hedge funds and introducing brokers. Our advanced technology, competitive pricing, and global market help our clients to make the most of their investments. Barron's has recognized Interactive Brokers as the #1 online broker for six consecutive years. Join our dynamic, multi-national team and be a part of a company that simplifies and enhances financial opportunities using state-of-the-art technology. This is a hybrid role (3 days in office/2 days remote). About Your Team: The Group Credit Officer will play a lead role in setting credit policy and evaluating and monitoring the Group's counterparty credit exposures. The scope of the responsibility is global, encompassing the Group's business in the Americas, EMEA and APAC regions. Consistent with the firm's emphasis on automation, this position will design and build systems to streamline various credit processes. This position requires a highly organized and analytical thinker who can quickly adapt to daily challenges and take on a variety of responsibilities in this small but important department, including direct interaction with senior executives. What will be your responsibilities within IBKR: • Critically evaluate new and existing business activities to define the extent and character of exposures to counterparties., • Leading role in the continual evolution of the firm's credit policy., • Quantitative and qualitative analysis of counterparty financial statements to evaluate and establish limits within the firm's credit policies., • Daily monitoring of credit exposures in various parts of the company's businesses, including securities lending, foreign exchange and banking., • Design and implement new and improved systems while identifying opportunities to work smarter, including using AI as a tool., • 15+ years' experience in a credit management role, preferably in financial services., • Comprehensive knowledge of risks associated with clearing houses and financial institutions, such as banks and broker-dealers, is strongly preferred., • In-depth understanding of financial statements and regulatory reporting (broker-dealer, bank, etc.) is a plus., • Strong problem-solving and analytical skills to assess financial information and identify potential risks, • Strong organizational skills., • Proficient in Microsoft Excel and database applications., • Experience in writing functional specification documents for automation is a plus., • Self-motivated and able to handle tasks with minimal supervision., • Superb analytical and problem-solving skills., • Excellent collaboration and communication (Verbal and written) skills., • Outstanding organizational and time management skills.Company Benefits & Perks, • Competitive salary, annual performance-based bonus and stock grant, • Retirement plan 401(k) with competitive company match, • Excellent health and wellness benefits, including medical, dental, and vision benefits, and a company-paid medical healthcare premium., • Wellness screenings and assessments, health coaches and counseling services through an Employee Assistance Program (EAP), • Paid time off and a generous parental leave policy, • Daily company lunch allowance provided, and a fully stocked kitchen with healthy options for breakfast and snacks, • Corporate events, including team outings, dinners, volunteer activities and company sports teams, • Education reimbursement and learning opportunities, • Modern offices with multi-monitor setups

Job Description We are looking for an experienced systematic futures quantitative researcher to lead our Futures Team. In this role, you will be responsible for leading a team of researchers in researching, implementing, and trading profitable futures based systematic strategies within Trexquant’s core product. Your work will expand our existing systematic futures program as a meaningful asset class in our proven quantitative processes. Responsibilities • Expand our current futures effort by further identifying data and signals useful for building and backtesting various futures strategies., • Work with the development team to improve accuracy, robustness, and speed of our platform in simulating and trading proposed futures based strategies., • Design and Implement futures based strategies and partner with the execution and financing teams to optimize execution of strategies, harmonizing with existing investments and asset classes., • Align with the risk team to establish monitoring and controls for futures specific risk exposures as well as capital allocation among our incumbent strategies., • Regularly present to senior management to collaborate and align quantitative credit research with overall trading and investment strategies. Requirements • 5+ years of experience in researching and trading quantitative futures based strategies., • Bachelor's, Master’s, or Ph.D. degrees in Mathematics, Statistical Modeling, Computer Science or other related STEM fields., • Proven leadership experience in managing a team of quantitative researchers., • Strong quantitative skills., • Competitive salary plus bonus based on individual and company performance., • Collaborative, casual, and friendly work environment., • PPO Health, dental and vision insurance premiums fully covered for you and your. dependents., • Pre-tax commuter benefits., • Weekly company meals. Trexquant is an Equal Opportunity Employer.

Job Description We are looking for an experienced credit investment specialist to develop strategies and lead our Quantitative Credit Team. In this role, you will be responsible for leading a team of researchers in researching, implementing, and trading profitable credit based systematic strategies within Trexquant’s core product. Your work will expand our existing systematic credit program and proliferate credit as a meaningful asset class in our proven quantitative processes. Responsibilities • Expand our existing program by further identifying data useful for building and backtesting proposed credit trading strategies, along with the pipelines to feed datasets into our research and trading platforms., • Work with the development team to improve accuracy, robustness, and speed of our platform in simulating and trading proposed credit based strategies., • Develop credit based strategies and partner with the execution and financing teams to optimize execution of strategies, harmonizing with existing investments and asset classes., • Align with the risk team to establish monitoring and controls for credit specific risk exposures as well as capital allocation among our incumbent strategies., • Lead the Quant Credit Team to continually add, enhance and monitor credit alphas for the ongoing profitability and scale of the team’s strategies., • Regularly present to senior management to collaborate and align quantitative credit research with overall trading and investment strategies. Requirements • 5+ years of experience in researching and trading quantitative credit based strategies., • Experience managing or leading a team of quant researchers., • Strong quantitative skills., • Proficiency in Python., • Bachelor's, Master’s, or Ph.D. degrees in Mathematics, Statistical Modeling, Computer Science or other related STEM fields. Benefits • Competitive salary, plus bonus based on individual and company performance., • Collaborative, casual, and friendly work environment while solving the hardest problems in the financial markets., • PPO Health, dental and vision insurance premiums fully covered for you and your dependents. Trexquant is an Equal Opportunity Employer

Job Description 2Bridge has been engaged in the search for a direct-hire Quant Developer for an innovative FinTech company. The company has secured a significant Series A funding round and is expanding its team. It is looking for a Senior Quant Developer to enhance its technological capabilities as it scales. Role Summary: You'll play a crucial role in developing quantitative models and algorithms vital for the company’s financial products and services. Compensation and Benefits: Our client offers Total Compensation between 250,000 and 350,000, split between a base and performance-based bonus. For the right person, there is potential for equity. They also offer a comprehensive benefits package including Medical, Dental, Vision, 401k, 24 days PTO, and all NYSE Holidays, Etc. This is as hybrid role, onsite, one day a week, in one of their offices in either NYC or Stamford. Responsibilities: • Develop and enhance quantitative models and algorithms for performance and scalability., • Collaborate with teams to integrate quantitative solutions into broader system architectures., • Validate models for correctness and edge-cases., • Maintain market data handlers, data models, and valuation cache., • Stay updated with industry trends and incorporate advanced quantitative techniques as applicable. Qualifications: • Bachelor’s or preferably an MS in Quantitative Finance, Computer Science, Mathematics, or a related field., • 3-5 years experience in Quantitative Development within financial services, specifically with Trade Cost Analysis in Fixed Income, Corporate Bonds, non-vanilla swaps, and other OTC Derivatives., • 5 years experience in Java or C#, .Net, Bonus points for expertise in Python., • Extensive experience with Analytics Libraries such as QuantLib, FinCad, Numerix, etc., • Experience with time series databases like OneTick, KDB, InfluxDB., • Experience with machine learning algorithms and their applications in financial modeling.

Collaborate with business stakeholders to understand their business requirements and translate them into BI solutions to support our company's business objectives. Bachelor's degree, preferably in a quantitative or business-related field such as Business, Economics, Finance, Mathematics, Statistics,

Job Description Company Overview Interactive Brokers Group, Inc. (Nasdaq: IBKR) is a global financial services company headquartered in Greenwich, CT, USA, with offices in over 15 countries. We have been at the forefront of financial innovation for over four decades, known for our cutting-edge technology and client commitment. IBKR affiliates provide global electronic brokerage services around the clock on stocks, options, futures, currencies, bonds, and funds to clients in over 200 countries and territories. We serve individual investors and institutions, including financial advisors, hedge funds and introducing brokers. Our advanced technology, competitive pricing, and global market help our clients to make the most of their investments. Barron's has recognized Interactive Brokers as the #1 online broker for six consecutive years. Join our dynamic, multi-national team and be a part of a company that simplifies and enhances financial opportunities using state-of-the-art technology. This is a hybrid role (3 days in office / 2 days remote). About Your Team: Shape the Future of Market Integrity at Interactive Brokers. Interactive Brokers (IBKR) seeks a Quantitative Software Engineer to join our elite transaction surveillance team. You will leverage your quantitative skills and experience in financial markets to develop sophisticated detection systems that identify market manipulation, fraud, and money laundering attempts before they impact market integrity. Your work will directly influence how one of the world's largest electronic brokers protects the financial ecosystem. What will be your responsibilities within IBKR: • Architect next-generation surveillance models to detect emerging manipulation patterns across global markets, • Partner with compliance leadership to ensure surveillance systems meet and exceed regulatory expectations, • Translate your experience into algorithms that identify suspicious trading and cashiering activity with high accuracy, • Conduct sophisticated data analysis on massive financial datasets (hundreds of millions of daily orders, millions of daily trades), • Evaluate model performance to optimize detection accuracy while minimizing false positives Attention Candidates: If your experience is exclusively in bank risk departments building, VAR models or similar frameworks, please note this role involves fundamentally different expertise in surveillance technology and compliance systems. • Bachelor's degree in Computer Science, Mathematics, Statistics, Physics, or related quantitative field, • Strong programming proficiency in Python, • Professional experience: 5+ years (3+ for Master's, 1+ for PhD) hands-on experience in market surveillance, • Domain expertise in at least one of:, • Large-scale financial data analysis (orders, trades, market data), • Market manipulation detection methodologies (spoofing/layering, insider trading, money laundering, fraud, etc.), • Regulatory-driven feature engineering, • Regulatory background at the SEC, FINRA, or major securities exchanges, • Advanced degree in a quantitative discipline, • Mastery of Python data science tools (pandas, scikit-learn, xgboost, catboost), • Deep understanding of market microstructure and trading strategies, • Self-motivated and able to handle tasks with minimal supervision., • Superb analytical and problem-solving skills., • Excellent collaboration and communication (Verbal and written) skills., • Outstanding organizational and time management skills.Company Benefits & Perks, • Competitive salary, annual performance-based bonus and stock grant, • Retirement plan 401(k) with competitive company match, • Excellent health and wellness benefits, including medical, dental, and vision benefits, and a company-paid medical healthcare premium., • Wellness screenings and assessments, health coaches and counseling services through an Employee Assistance Program (EAP), • Paid time off and a generous parental leave policy, • Daily company lunch allowance is provided, and a fully stocked kitchen with healthy options for breakfast and snack, • Corporate events, including team outings, dinners, volunteer activities and company sports teams, • Education reimbursement and learning opportunities, • Modern offices with multi-monitor setups

Job Description We are seeking an experienced technologist to lead and enhance our firm’s technology infrastructure. This individual will oversee multiple technology teams, ensuring the implementation of scalable, secure, and efficient systems that meet our growing computational demands and cybersecurity priorities. The role requires strong leadership, cross-team collaboration, and a strategic mindset to drive infrastructure improvements across the organization. Responsibilities • Evaluate the firm’s current technology infrastructure and recommend improvements to support increased computational demands and strengthen cybersecurity infrastructure., • Collaborate with multiple technology teams to align initiatives and define a comprehensive long-term technology roadmap., • Oversee the implementation and integration of new systems and tools in C++/Linux/Python environments, ensuring minimal disruption to ongoing operations, • Oversee the deployment and management of new technology solutions, ensuring smooth transitions and minimal disruption to ongoing operations., • Bachelor's, Master’s, or Ph.D. degrees in Mathematics, Statistical Modeling, Computer Science or other related STEM fields., • 5+years of experience managing technology infrastructure in high-performance computing environments, ideally in a C++/Python/Linux Environment., • Demonstrated leadership success in managing and scaling technology teams., • Proven leadership experience in managing a team of technologists., • Competitive salary plus bonus based on individual and company performance., • Collaborative, casual, and friendly work environment., • PPO Health, dental and vision insurance premiums fully covered for you and your. dependents., • Pre-tax commuter benefits., • Weekly company meals Trexquant is an Equal Opportunity Employer

Job Description We are seeking an experienced systematic trading professional to lead our trading team and oversee the firm’s end-to-end trading operations. This individual will collaborate closely with the operations, execution, and infrastructure teams to ensure that all trading activities are executed smoothly, accurately, and efficiently. Responsibilities • Oversee the firm's global, multi-asset trading operations—including equities, futures, corporate bonds, and other instruments—to ensure accuracy, efficiency, and reliability., • Collaborate with the execution, operations, and infrastructure teams to continuously enhance trading workflows and operational scalability., • Drive ongoing improvements by initiating and implementing new trading-related projects and managing existing initiatives to optimize performance and minimize friction across systems and processes., • Bachelor's, Master’s, or Ph.D. degrees in Mathematics, Statistical Modeling, Computer Science or other related STEM fields., • 5+ years of experience in trading or managing the trading operation., • Proven leadership experience in managing a systematic trading teamteam of quantitative members., • Competitive salary plus bonus based on individual and company performance., • Collaborative, casual, and friendly work environment., • PPO Health, dental and vision insurance premiums fully covered for you and your. dependents., • Pre-tax commuter benefits., • Weekly company meals. Trexquant is an Equal Opportunity Employer

Job Description Trexquant is seeking an experienced quantitative researcher to lead our Systematic ETF Strategy Team. In this role, you will manage a team of researchers focused on designing, implementing, and trading systematic ETF-based strategies within Trexquant’s core quantitative framework. Your leadership will play a critical role in scaling ETF strategies into a meaningful asset class for the firm. Responsibilities • Lead and mentor a team of researchers to expand ETF capabilities by identifying new data sources, signals, and strategies., • Oversee the design, backtesting, and implementation of systematic ETF trading strategies., • Collaborate with the development team to enhance the performance, robustness, and scalability of ETF simulation and trading infrastructure., • Partner with execution and financing teams to optimize trade execution and capital efficiency., • Work with the risk team to establish monitoring frameworks, controls, and capital allocation processes specific to ETF exposures., • 5+ years of experience researching and trading quantitative ETF-based strategies., • Bachelor’s, Master’s, or Ph.D. in Mathematics, Statistics, Computer Science, or a related STEM field., • Proven leadership experience managing quantitative research teams., • Strong quantitative, analytical, and problem-solving skills., • Proficiency in Python; familiarity with large-scale data analysis and backtesting frameworks a plus. Benefits • Competitive salary with performance-based bonus., • Collaborative, casual, and friendly work environment., • PPO health, dental, and vision insurance fully covered for you and your dependents., • Pre-tax commuter benefits., • Weekly company-provided meals. Trexquant is an Equal Opportunity Employer

Job Description You can be part of our vital mission by collaborating with us or contributing your expertise to further enhance our efforts. Together, we can create sustainable solutions that empower families and strengthen communities across the nation. You can make a difference and change the trajectory of someone’s life. For over 30 years, CVR's team of professionals has provided technical assistance and program management to affordable housing programs across the country. Our staff works diligently to meet the needs of our clients and to continuously grow and preserve affordable housing for our nation’s most vulnerable populations. CVR prides itself on providing extensive training, mentoring, and succession planning to its employees. CVR has made a significant impact on the community by assisting families in securing affordable housing. The CVR team is composed of CPAs, MBAs, attorneys, architects, engineers, urban planners, and housing professionals. We continue to expand, adding to our team across the nation. CVR has offices in Atlanta, Chicago, Milwaukee, New York, San Francisco and Tampa, to name a few. Job Summary: The position is responsible for administering various aspects of the Housing Choice Voucher (HCV) Program, including re-certifications, admissions, transfers, and terminations. This role supports Affordable Housing initiatives by ensuring compliance with HUD regulations and agency policies through accurate documentation, participant communication, and data management. Key Responsibilities: * Complete annual and interim re-certifications, new admissions, transfers, port-ins/port-outs, special program referrals (as assigned), terminations, and rent adjustments for HCV Program participants. * Notify participants and property owners of changes and outcomes related to interim re-certifications. * Collect and verify required documentation such as income and household information to determine continued program eligibility. * Schedule and conduct re-certification appointments and interviews with participants. * Track and monitor participant relocations, lease terminations, and other housing transitions. * Maintain accurate and up-to-date records in the appropriate databases. * Conduct participant briefings to explain HUD regulations and agency administrative plans. * Prepare and submit timely and accurate weekly and program-related reports. Qualifications * Qualifications: * Bachelor’s degree or a minimum of three (3) years of relevant experience working with economically and socially disadvantaged individuals and families. * Strong attention to detail with a high level of accuracy. * Proficiency in basic mathematics. * Excellent organizational and time management skills. * Exceptional customer service and interpersonal communication abilities. * Proficient in Microsoft Office applications, including Outlook, Word, and Excel. * Ability to effectively perform job responsibilities in a remote work environment, as needed. * Demonstrated adaptability and flexibility in a dynamic and evolving work setting. * Proven ability to meet productivity targets and maintain accuracy in all tasks. * Strong critical thinking and problem-solving skills. * Bilingual candidates are strongly preferred. Company DescriptionCVR is a multi-disciplinary team of affordable housing industry leaders that specialize in program administration and community redevelopment. Since 1995, CVR has been a leader in the affordable housing industry with clients across the United States, as well as on the islands of Puerto Rico and the U.S. Virgin Islands since 1995. CVR has over 400 employees and offices in Chicago, New York, Atlanta, San Francisco and Tampa. CVR provides program management of more than 46,000 Housing Choice Vouchers and has provided oversight in excess of $2.5 billion in affordable housing development for multiple clients.CVR is a multi-disciplinary team of affordable housing industry leaders that specialize in program administration and community redevelopment. Since 1995, CVR has been a leader in the affordable housing industry with clients across the United States, as well as on the islands of Puerto Rico and the U.S. Virgin Islands since 1995. CVR has over 400 employees and offices in Chicago, New York, Atlanta, San Francisco and Tampa. CVR provides program management of more than 46,000 Housing Choice Vouchers and has provided oversight in excess of $2.5 billion in affordable housing development for multiple clients.

A bachelor’s degree in mathematics or a related field. Ability to engage students and demonstrate the importance and relevance of Mathematics. RSM is opening a new branch in Westchester, NY and we are looking for entrepreneurial people with applied mathematics backgrounds to lead and to teach in o

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RSM is opening a new branch in Westchester, NY and we are looking for entrepreneurial people with applied mathematics backgrounds to lead and to teach in our new branch. Candidates should have a deep knowledge of mathematics and possess both managerial and leadership skills. A bachelors degree in ma

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