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Senior Commodity Derivatives Quant (VP-Director)

NEW
London
CQA-2201
Excellent base + up to 100% bonus

Our client, a leading global Investment Bank trade commodities in London, New York & Paris, and seek now to recruit a senior Commodity Quant to join its front office business.  In this highly quantitative role, you will specialise in the development of derivatives & structured products for their Commodities Desk in London but also used by traders in Paris &

XVA Market Risk Analyst (Assoc / AVP)

NEW
London
XVARA-1601
Circa £65k + Bonus + Benefits

A fantastic Market Risk opportunity has arisen within the market risk team at a leading European Investment Bank in London.  The role is responsible for XVA (valuation adjustments for derivatives portfolios) on the trading floor and, as the team is quite small, the role will be fairly quite broad with good opportunity to make your mark.

Key Responsibilities

Snr Cash Equities Algorithmic Trading Developer

NEW
London
ATD-1401
£££ Highly Competitive Salary Package

A leading Investment Bank in London is looking to hire Algo Developers to enhance its EU Equities trading platform. You will build the framework that supports Algos in the EU markets, as well as enhance the existing suite. This role won’t just be constrained to only writing code. Depending on skillset, you may be involved in client visits, calibrate existing

Snr Quant Dev, FRTB Portfolio Risk Analytics (VP)

NEW
London
QDFRTB-1412
Excellent Package including front office bonus

The Front Office Analytics Strat team at this Tier-1 Investment Bank provides expertise in quant analytics, modeling, pricing and risk with strong system architecture and programming. They now seek a Quant Developer to help build the FRTB part of a new strategic analytic platform for pricing and risk across Rates/FX/Commodities/Credit 

RESPONSIBILITIES:

  • Analytics development in C++ & Python for large FRTB build -


Quant Strategist / Developer (C++), Equity Derivatives

NEW
London
QSE-3005
Circa £110k base, plus Front Office bonus

Our client, a leading global investment bank, is looking to expand its front office quant strat team with the hire of an experienced C++ professional in London. Working on the trading floor, part of a global team, very closely aligned with revenue generation (Quantitative Index Strategy desk), you will maintain and develop cutting edge trading and multi asset risk management

Front Office Structuring Strat for QIS (VP)

NEW
London
FOSS-1212
Excellent Package & Front Office Bonus

This tier-1 Investment Banks award winning QIS (Quantitative Investment Strategies) business has an excellent opportunity for a Structuring Strat to work with the  Structuring team to provide fast and efficient tools to generate and backtest new strategy ideas for their clients.

You will need expertise in quantitative analytics, modelling, pricing and risk management with a deep understanding of

Front Office Software Engineer - QIS

NEW
London
QISFE-1312
Highly Competitive Salary Package

Our client, a leading global investment bank, is looking to hire a skilled Software Engineer with strong Python to work in their front office engineering team. Within this team, you will play a leading role in building index calculation products for the cross-asset risk business, working closely with quant analytics to deliver highly complex technical solutions in Python. This is

Front Office Quant Analyst – Rates & Cross Asset (VP)

NEW
Singapore
QAS-0908
SGD 220k-250k Base, Plus Front Office Bonus & Benefits

A fantastic Front Office Quant Analyst opportunity has arisen within a leading Investment Bank in Singapore. You will work with the trading desk deliver analytics (C++) for pricing and risk, covering all asset classes. This is an excellent opportunity to increase your quant modelling skills, broaden your product knowledge, whilst working in a low tax country.

KEY RESPONSIBILITIES:

  • Implement cross asset pricing

Snr Quant / Quant Developer, Credit Trading (VP, Dir)

NEW
London
QDGCT-0111
To £250K + Package

Fantastic opportunity for an experienced Quant Developer to join a top-tier investment bank and work on a market leading Front Office analytic pricing and risk management system interfacing with both the Mid & Back Office. You will be joining the Front Office Strats team to development their strategic pricing, eTrading, risk and P&L platform for the Credit Trading business which

FX & XVA Model Validation Quant Analyst

NEW
London
MVQ-0512
Circa £70k base, plus bonus and benefits

A fantastic opportunity to join a respected European Investment Bank, as it seeks to support its FX and XVA Trading desks in London. Reporting to the Head of Model Validation, you will be responsible for the independent validation of all pricing models used for the FX and XVA desks.

KEY RESPONSIBILITIES:

  • Validate pricing models used within FX and XVA (CVA, DVA, FVA…)
  • Implement

Front Office Python Developer

NEW
London
CPD-0312
Circa £85k base, plus bonus & benefits

Our client, a leading investment bank, seeks to expand its front office quant strategy team in London, with the hire of a Core Developer / Software Engineer. Skilled in Python, with either Scala or Java, you will contribute to the core technologies that power their platform work. This is an excellent opportunity to be a part of a global team,

​Lead Cross-Asset Structured Quant Analyst, FX/IR Hybrids (VP-Director)

NEW
London
CAQ-1211
£££ Highly Competitive Salary Package

Our client, a leading Investment Bank, seeks to hire an experienced Quant Analyst to join its expanding Front Office business in London. You will be responsible for multi-asset modelling & pricing (e.g. FX/IR hybrids), building Front Office tools & applications and developing the quant model library in C++ & C#. You will also provide quantitative solutions to the wider firm

VP-SVP, Front Office Rates Quant Analyst (LIBOR Decommission / Reform)

London
LIBQ-1211​
£££ Highly Competitive Salary Package

Our client, a leading Investment Bank, seeks to hire an experienced quant analyst in London to lead the benchmark rate reforming in the front office quant team. Ideally looking for modelling quants with a background Flow Rates (Curves), XVA, or two or more asset classes. You will work on new model development, as well as solving several open questions in

Electronic Execution Quant Analysts (VP & AVP)

Hong Kong
QAEHK-2109
HKD Highly Competitive Salary Package

This is an excellent opportunity to join a Global Investment Bank as it looks to expand its global Electronic Execution business. With an established Asian business already in place, our client is looking to hire two Quant Analysts (VP and Associate) to help grow this business within equity markets. This role will cover all quant activities equity execution in Asia,

Snr Model Risk Audit (VP, Dir) AI, Data Analytics

London
SMRAM-2610
To £130K + Bonus + Excellent Benefits

Global Model Risk Internal Audit at this top-tier Investment Bank has an opportunity in London for a Credit Risk Models specialist skilled in [One of] Credit risk modelling, Basel models, Financial Crime Compliance models, Op Risk modelling, Data analytics/econometric modelling, Stress testing. You will undertake audits of all aspects of risk and models, to provide independent assurance over the

Senior Quant Analyst Developer / Architect (Director)

London, NYC, or Toronto
SQLA-2012
£300k GBP / $460k USD

Within this top-tier investment bank, the global Quant team supports derivatives trading globally. They are now looking for a creative and experienced Quant Analyst Developer / Library Architect to work closely with the quants in implementing the models and assisting with redesign of a robust and scaleable multi-asset derivatives valuation model library for the derivatives business globally. This is a

Interest Rate Derivatives Quant (VP, Dir)

London, New York & Toronto
IRDQ-2408
Excellent Package including guarantee

The global Quant Research group at this leading Investment Bank develops models to price and hedge, flow and derivatives products. We seek an experienced Interest Rate Quant (VP), to work alongside traders& develop pricing models & hedging analytics for the major curves Dollar, Euro, Sterling, with strong C++ programming or similar skills.

KEY RESPONSIBILITIES:

  • Developing

Quant QA, Lending Remediation (VP)

London
QQAR-0911
To £90K plus Bonus plus Benefits

The Quant QA Team at this major Retail & Corporate Bank seek a quantitative QA Analyst to review remediation calculations & models across cases & projects for their corporate and large retail lending portfolios. This role is key in ensuring that correct redress outcomes are communicated to customers and meet FCA regulatory requirements. You will need good experience of

Quantitative Desk Strategist (VP), London

London
QDS-0802
To £220K plus with package & benefits

The Quant Strat group at this leading bank supports front office trading & structuring across a range of areas including, Flow Rates: Swaps/Xccy/Inflation - OR - EM Credit, Rates, FX.

They now seek a talented Front Office Quant to partner with the trading desk on trade ideas, risk/hedging analysis, pricing models, P&L attribution, and capital requirements on one or more

Senior Exotic Interest Rate Market Risk Manager (VP)

London
EIRR-3010
Competitive Base, plus Bonus & Benefits

A fantastic Market Risk opportunity has arisen within a leading European Investment Bank in London. Reporting to the CRO for London, you will work closely with the Exotic Interest Rate trading desk, to manage their market risk. This is an excellent opportunity for an experienced exotics rates market risk or trading professional to take the next step in their career.

KEY

​Front Office Quant Analyst – Equity Derivatives (AVP-VP)

London
QAE-2609
£90-140k base, plus Front Office Bonus

Our client, a leading Investment Bank seeks to hire an experienced quant analyst to join its expanding Equity Derivatives business in London. You will be model and price equity products (flow & exotic) globally, deliver tools and provide support to trading desks, as well work on new payoff implementation and various other projects. Keen to hear from quants in Equity

FO Strat Project Manager - Fixed Income (VP)

London
FOPM-0711
Up to £130k base + Front Office Bonus

This leading US investment bank is looking for a Project Manager to work with its Fixed Income Sales desks to gather detailed requirements and drive through highly technical Sales Technology projects.

Working on the trading floor, part of the Front Office Strats team and closely aligned with revenue generation, you will lead change initiatives within a program of Fixed Income Sales

Quant Analyst / Developer (Python with C# or C++) Leading Hedge Fund

London
QDHF-2308
Package to £160k + Benefits

This leading European Hedge Fund's Quant Research Group seeks a Quant Analytics Developer to build models, tools, frameworks, libraries & applications for trading/risk systems. The core analytics models & risk library is written in C# and runs on Linux/Python. You will need strong Python with expertise in either C# or Java or C++. Also, a strong understanding of

Quant Analyst, FX & IRD - New York

New York
FXRQ-2507
$$$ Highly Competitive Salary Package!

Our client, a leading Global Investment Bank, seeks to recruit a quantitative analyst (ideally PhD educated with strong C++), to support their FX and IR Derivative trading businesses in New York. This is an outstanding opportunity to support global businesses and be closely aligned with revenue generation.

KEY RESPONSIBILITIES:

  • Research and implement financial models for derivative valuation and trading
  • Provide quantitative expertise to

Quant Strat / Developer – Electronic Trading (C#)

Singapore
QSET-0210
SGD Highly Competitive Salary Package

Our client, a leading investment bank, seeks to expand its electronic trading quant strat team, with the hire of an experienced Quant Developer / Software Engineer. Skilled in C#, you will research and develop automated trading strategies across Equity, FX and Commodities. This is an excellent opportunity to be a part of a global team, closely aligned with revenue generation.

ESSENTIAL SKILLS & EXPERIENCE:

  • 5+ years of

Lead Machine Learning Data Scientist (Director)

London & New York
SMLDS-0103
££ Excellent with substantial bonus

This top-tier investment bank uses ML techniques to build advanced applications for its trading & risk business across the business lines, transforming their data into business opportunities.

Sitting in the front office, this ED level role will lead the development of new machine learning methods to discover insights across risk, trading, CRM, & pricing models. ML techniques include neural nets algorithms

Snr Quant Researcher / Quant PM, Systematic Equity (VP/Dir)

London
QRPM-1903
Excellent Package + Substantial Bonus

A market leading Systematic Hedge Fund seeks to expand its team with the hire of an experienced Quant Researcher or Quant PM with experience in researching and/or trading market-neutral (or L/S) equities.

Joining a team of 6 Researchers, you will be responsible for quant research & portfolio management on a successful $1.5 billion AuM fund. This is a truly excellent

Lead Quant Analyst – Electronic Execution

London or New York
LQAE-0501
$$$ Highly Competitive Salary Package

This is an excellent opportunity to join a Global Investment Bank as it looks to expand its global Electronic Execution business. With an establish business in Asia already in place, our client is now looking to replicate things in London and New York. They want to hire a senior Quant Analyst to help lead and grow this business within equity

Snr Model Risk Audit Manager, Risk Models (VP), London

London
SMRAM-0604
To £120K + Bonus + Excellent Benefits

Global Model Risk Internal Audit at this top-tier Investment Bank has an opportunity in London for a Risk Models specialist skilled in Market OR Credit Risk Models & Model Governance to assess model robustness and performance across business lines. You will undertake audits of all aspects of risk management & models, to provide independent assurance over the Group’s internal

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

London
SFIQ-2010
Circa £250K Total

The global Quant Research group at this leading Investment Bank develops models to price and hedge derivatives & hybrid products. We seek an experienced Quantitative Analyst for the Fixed Income / Structured Credit trading desk to develop and implement models for pricing & hedging and regulatory risk measures for fixed income trading.

With a minimum

Snr Equity Derivatives Quant Analyst (Director)

London
SEDQA-1608
Superb Package including Front Office Bonus

Fantastic opportunity for an experienced Equities Quant Analyst to join a top-tier investment bank and work on the modeling of derivative and equity-linked cash and products.

The bank combines world-class research with trading and structuring expertise to clients across a wide range of markets, products and regions. The Pricing & P&L Library supports the trading and risk management of Cash and