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

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

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

Interest Rate Derivatives Quant (VP, Dir)

NEW
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

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,

Front Office Fixed Income Quant Developer, VP

NEW
London
FIJD-1307
Truly Excellent Package including Front Office Bonus

The Global Markets Debt Strats group is a Front Office team responsible for delivery of risk and P&L platforms and applications for the Rates, Credit and EM derivatives trading businesses.  

They seek a Server-side Quant Dev & a UI Developer.  Key initiatives include the implementation of a new intraday and end-of-day pricing platform along with the maintenance of the intraday risk and P&L

​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

Front Office Rates Quant Analyst (VP-SVP)

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

Our client, a leading Investment Bank, seeks to hire an experienced quant analyst to join its expanding global rates business in London. Ideally looking for quants with a background of Interest Rate benchmark reforming (Libor reform/Discontinuation of Libor), or from the XVA space, you will work on new model development, as well as solving several open questions in the quant

Quant QA, Lending Remediation (VP)

NEW
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

FO Strat Project Manager - Fixed Income (VP)

NEW
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

Quantitative Desk Strategist (VP), London

NEW
London
QDS-0802
To £200K + Package

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

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

NEW
London
QDGCT-0111
To £200K + 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

Front Office Quant Developer, Python, (VP, Dir)

NEW
London
QDVP-1608
Package to £200k +

Excellent opportunity for an experienced Quant Developer with UI programming at this top-tier investment bank to work on a market leading Front Office analytic pricing and risk management system used by their traders in the Front Office, interfacing with the Mid & Back Office. You'll need strong Python, C++ and Interfaces experience.

This Front Office Strats team are developing the intraday

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

Snr Model Risk Audit VP, AI, Data Analytics

London
SMRAM-2610
To £100K + 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

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

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

​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

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,

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

Senior Quant Analyst, IR/FX/XVA (VP-Dir)

Sydney
IRXVA-0409
AUD Highly Competitive Salary Package

Our client, a leading Investment Bank is looking for an experienced Quant Analyst for its Sydney business. With a background in Interest Rates or FX (XVA a nice-to-have), you will be responsible for derivative pricing, risk and independent valuations across the business. You will also help maintain the in-house global pricing library, as well as supporting a number of tools.

KEY

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

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

Singapore
QAS-0908
SGD 200k-240k 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

Senior Exotic Interest Rate Market Risk Manager (VP)

London
EIRR-0208
£££ Excellent Base, Good 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

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

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

FX & XVA Quant Analyst – Model Risk

London or Singapore
FXVA-1806
£££ Highly Competitive Salary Package

Our client, a leading Investment Bank, seeks to recruit a talented Quant Analyst to join its model risk department to cover XVA and FX. Based in either London or Singapore, you will work on the validation of derivatives pricing models and assessment of the associated model risk. This is an excellent opportunity to work on cutting edge models in a

C++ Quant Strategist / Developer – Equities

London
QSE-3005
Circa £100k 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

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

Luxembourg (very low tax)
MVCR-2603
To €120K + Bonus + Benefits & Relocation

This top-tier Investment Bank seeks a senior Model Validation Quant to independently validate models and model appropriateness and help provide a structured process for independent review, testing, and approval.

They seek someone with good communication skills, able to liaise with audit & regulators and other risk quants across the bank. We seek expertise across Credit Risk models (PD, LGD) and Counterparty

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

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

London
FOQD-1903
Up to £130k base plus Bonus

This leading US investment bank is looking to expand its Front Office global Fixed Income business with the hire of an experienced cross products Desk Strat/Developer for London.

Working on the trading floor, being closely aligned with revenue generation, you will partner with traders, salespeople and fellow strats to expand the internal data visualization suite and build cutting edge tools &

Market Risk Manager, Interest Rate Derivatives, London

London
MRIR-1503
£££ Excellent Base, Good Bonus, Benefits

Viewed as one of the leading financial institutions in the world, this top-tier US Investment Bank seeks to expand its Market Risk division with the hire of a junior yet dynamic Front Office Market Risk Analyst.

You will need 1 to 5 years’ experience managing risk for Interest Rate derivatives portfolios (Flow and/or Structured) across fixed income & currency markets /

Front Office Developer - eRates (Ass-VP)

Hong Kong
FOSD-3101
HKD Competitive Base, plus Front Office Bonus & Benefits

An excellent Front Office Technologist opportunity has arisen in a leading Investment Bank in Hong Kong. With a background in multithreaded and low latency Java and C# development, you will help build out the Fixed Income automated trading and intelligent analytics platforms at he bank. You should have good knowledge of Bonds and IR Swaps, and either electronic trading or

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

London
QARFX-0501
Up to £200K Total

This truly global top-tier investment bank trades and structures a range of products across FX, Rates, Credit, Structured Finance & Equity-linked products. They now seek a very talented Quant Analyst for their Global Quant Analytics group. Sitting in the Front Office with the traders, you will work on the modeling of Rates, Credit and FX Derivative and Cash products.

KEY RESPONSIBILITIES:

  • Build

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

London
SFIQ-2010
Up to £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

Lead Machine Learning Data Scientist (ED)

London
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

Front Office XVA Quant Analyst (VP)

London
FOXV-0709
Up to £120k base + Front Office bonus

A world leading Financial Services Group seeks to hire an experienced Quant Analyst to join their growing XVA trading business in London. You will be charged with engineering the improvement, extension and testing for models and pricing engines including XVA models. You will also support the trading and risk management desk.

KEY RESPONSIBILITIES:

  • Involved in the architecture design of the XVA system
  • Contribute

Snr Front Office Quant, European Power & Gas

London
POWER-1505
Up to £150k base + Front Office Bonus

This leading US investment bank is looking to expand its new European Power and Gas business, part of their respected Commodities Division, a market leader across a broad range of commodities markets, with expertise in areas including client risk management, financing solutions and investor products Sales & Trading.

They seek an experienced Quant with strong technology skills to work on

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

Senior Bond Trading Analyst Developer, Java (VP)

London
BTSD-2311
Up to £110k base + Front Office bonus

A world leading Financial Services Group seeks to hire an experienced VP level candidate with strong analysis & development skills to develop their Rates & Credit Trading eCommerce platform and to grow into a management role. Fixed Income knowledge would be ideal as would knowledge around credits, pricing, bonds. They seek Full Stack Java skills and the ability to

Rates Structured Notes Quant Analyst, (Dir)

New York, London or Toronto
RSNQ-3008
Up to $500K total

The global Quant Research group at this leading Investment Bank develops models to price and hedge derivatives & hybrid products. We seek an experienced Exotic Rates Quant (VP or Dir), to work with talented traders & quants in developing a range of Exotic Rates products including: Accreting Notional Bermudans, Callable Zero-coupon Bonds, CMS spreads, Range accruals, etc.

KEY RESPONSIBILITIES:

  • Develop, implement and

Private Client Wealth Advisor

London
PCWA-0211
££ Strong Base + Equity & High Performance Bonuses

Our client runs a 50 strong group, with 1 billion AUM and clients wealth invested mainly via third party funds as bespoke and model portfolios. This is a strong team, a collegiate environment, and there are openings at partner and employed level ('partner-elect')

They seek experienced Private Wealth Advisors, confident in their client following and are keen to meet both

Model Validation Quant for Rates & Inflation

London
MVRFX-2305
Excellent Salary & Bonus at this Top-tier Institution

The Model Validation team at this top-tier investment bank validates and implements into libraries Rates & Long-dated FX Derivatives models in close coordination with Front Office trading.

They seek someone with very good communication skills, able liaise with stakeholders across the bank. Derivatives include: Rates, Inflation (nice to have) & some long dated FX.

KEY RESPONSIBILITIES:

  • Independently review models for

Market Risk Methodologies Quant (VP & AVP)

City of London
RMQ-1604
Excellent Salary & Bonus at this Top-tier Institution

The Risk Methodology team at this top-tier investment bank is responsible for development of MR models such as, VaR, Stressed VaR, RNIV, Comprehensive Risk Measure & Econ Capital. This role covers requirements identification, model performance assessment and implementation into production, including documentation.

The successful candidate will take ownership of individual methodology development items from upfront analysis phase and model description to

(Director) Market Risk Manager, XVA Trading

London
XVAMR-2006
£££ Excellent Base, Good Bonus, Benefits

This top-tier US Investment Bank seeks to expand its Market Risk division with the hire of a director level Market Risk Manager for XVA Trading. The CPM (Counterparty Portfolio Mgnt) desk is responsible for hedging derivatives valuation adjustments, such as CVA & FVA.

You will manage all significant exposures and perform qualitative & quantitative analysis of all material

Fixed Income High Frequency Algorithmic Trading

London
FIAT-2706
Excellent package to reflect importance of this role

Top-tier investment bank seeks an experienced, senior Algorithmic Trader to drive Algo Trading projects in London NY & Tokyo, coding yourself and owning market risk where appropriate to help build their High Frequency Algorithmic Trading Business.

You will have extensive experience in trading strategy/model development for low-latent execution, ideally with strong fixed income trading experience across Rates, Bonds Swaps eTrading &

Front Office Java Analyst Developer - Cloud Architecture Trading Platform

London
FOJD-2103
To £150k Package

A world leading Financial Services Group seeks to hire a talented JAVA Analyst Developer for the bank's eCommerce trading platform.

Utilising Cloud architectures, you will help develop their new trading platform and play a key role at the forefront of exciting new technologies!

KEY RESPONSIBILITIES:

  • Develop software for a front-office production environment utilising Java
    and Cloud technologies
  • Integration with e-commerce trading platforms
  • Utilise knowledge & experience

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

London
MPMR-0501
££ Excellent Base, Good Bonus, Benefits

Viewed as one of the leading financial institutions in the world, this top-tier US Investment Bank seeks to expand its Market Risk division with the hire of a Front Office Market Risk Manager for London. You will need 1 to 5 years’ experience managing risk for large derivatives portfolios for the Mortgage trading desks.

ESSENTIAL SKILLS & EXPERIENCE:

  • 2 to 5 years’

Market Risk Analyst (AVP, VP)

London
MRAVP-0507
£££ Excellent Base, Good Bonus

Viewed as one of the leading financial institutions in the world, this top-tier US Investment Bank seeks to expand its Market Risk division with the hire of a junior yet dynamic Front Office Market Risk Analyst.

You will need 1 to 5 years’ experience managing risk for large derivatives portfolios across fixed income & currency markets / CDS trading and be

Snr High Frequency Trading Quant (Dir-MD)

London
HFTQ-1804
£££ Highly Competitive Package!

A start up trading firm in London seeks to recruit a highly skilled quant / trader to help set up and run a High Frequency Trading business. You will be involved with building the infrastructure and personnel side. You must have an excellent PnL track record in this space.

(Equities, Equity derivatives, Index derivatives, Futures, Fixed income, Fixed income derivatives, Rates.

Snr Quant Researcher / Quant PM, Asian Equities

SIngapore
QPMAE-2311
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 Asian (APxJ or Japan) market-neutral (or L/S) equities. Joining a team of 6 Researchers, you will be responsible for portfolio management and research on a successful $1.5 billion AuM fund.

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

London
SMRAM-0604
To £100K + 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