New Quant Jobs

Click on a requirement listed below to view details in full:


Model Risk Audit Manager, Risk Models (AVP), Birmingham, Edinburgh, London

Ref: SMRAM-0604


Front Office Fixed Income Java Developer, VP

Ref: FIJD-1307


Credit Risk Manager, Structured Finance, Securitised Products Group (AVP/VP)

Ref: CRMSF-0407


Lead Machine Learning Data Scientist (Director)

Ref: SMLDS-0103


(Director) Market Risk Manager, XVA Trading, London

Ref: XVAMR-2006


FX & XVA Quant Analyst Model Risk

Ref: FXVA-1806


XVA Quant Analyst (Ass-VP)

Ref: QAX-0506


Snr Credit Risk Manager, Issuer Risk (VP & Director)

Ref: CRMIR-0904


Model Validation, Credit Risk, CCR & FIxed Income Models (VP, Dir), Luxembourg

Ref: MVCR-2603


Snr Front Office Quant Developer, Cross Products Desk Strat role (VP)

Ref: FOQD-1903


Market Risk Manager, Interest Rate Derivatives, London

Ref: MRIR-1503


Quantitative Desk Strategist (VP), London

Ref: QDS-0802


Front Office FX Options Quant, Hong Kong (VP)

Ref: FOFXQ-1201


Front Office Quant Strat, Rates, FX & Hybrids (AVP / VP)

Ref: QARFX-0501

Senior Bond Trading Analyst Developer, Java (VP)

Ref: BTSD-2311

Market & Liquidity Risk Director, Treasury Market Risk (Dir/ED)

Ref: MLRD-1111


Fixed Income & Credit Hybrids Quant, (VP & Dir)

Ref: SFIQ-2010


Market Risk Manager (AVP, VP), London

Ref: MRAVP-0507

Rates Structured Notes Quant Analyst, (Dir), New York, London or Toronto

Ref: RSNQ-3008

Market Risk Methodologies Quant (VP & AVP)

Ref: RMQ-1604

Fixed Income High Frequency Algorithmic Trading

Ref: FIAT-2706

Senior Software Engineer / Library Architect (Director), NYC / Toronto / London

Ref: SELA-0404

Front Office Java Analyst Developer - Cloud Architecture Trading Platform

Ref: FOJD-2103

Snr Model Validation Quant Analyst - IR / FX / XVA (VP-Dir)

Ref: MVQA-0603

Lead Machine Learning Data Scientist (ED)

Ref: SMLDS-0103

Lead XVA Quant Analyst (Director), Copenhagen

Ref: XVAQ-1602

Senior Quant Library Architect (Director), London or New York

Ref: SQLA-2012

Head of Decision Science - Credit Analytic Scoring (Dir)

Ref: HDS-1711

Market Risk Analyst, Mortgage Trading (AVP, VP), London

Ref: MPMR-0501

Quant Analyst, Structured Rates, Credit, FX & Hybrids, Hong Kong

Ref: QAHYB-2504

Snr C++ Quant Developer, eTrading (AD-ED)

Ref: FOQD-2001

Portfolio Market Risk Manager (VP)

Ref: PMRM-0912

Structured Lending Desk Quant, Fixed Income

Ref: SLDS-1803

Market Risk Analyst (AVP, VP), London

Ref: MRAVP-0507

Risk & Stress Models Validation Quant (VP & AVP)

Ref: RSMQ-2103

Director, Liquidity & Non-Traded Market Risk Stress Testing, Copenhagen

Ref: MRMST-2505

Director, Stress Testing, Liquidity, Banking Book, Treasury, Copenhagen

Ref: MRMST-2505

Risk Manager for Liquidity & Non-Traded Market Risk Stress Testing, Copenhagen

Ref: NTMR-2203