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Electronic Trading Business Manager (Director)

NEW
London
ETBM-1905
Key role with truly Excellent Package plus Front Office bonus

This top-tier Investment Bank is a leading providers of Electronic Trading solutions globally. They now seek an experienced risk and controls manager to be their go-to person for all aspects of eTrading ops risks as mandated by the eTrading risk committee. The role is within first line of defence and offers excellent exposure to senior stakeholders across the firm.

KEY RESPONSIBILITIES:

Snr Electronic Trading Risk Strat (VP, Dir)

NEW
London
ETRS-1905
Key role with truly Excellent Package plus Front Office bonus

This top-tier Investment Bank is a leading providers of Electronic Trading solutions with a risk framework to manage operational risk of electronic trading across the business, IT and production.  They now seek an electronic trading Risk Strat to report to the head of electronic trading and strats. This front office role is business aligned and in it you will help management

Snr Quant, Commodities Electronic Execution/Trading, NYC

NEW
New York
CEEQ-1405
$$$ 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 New York. They now seek to hire a senior Quant Analyst to help lead and grow this business within Commodities markets.

KEY RESPONSIBILITIES:

  • Focus

Snr Quant Developer - Cross Asset (VP), Singapore

NEW
Singapore
QDCA-0905
SGD 200k-240k Base, Plus Front Office Bonus & Benefits

A fantastic Snr Quant Developer opportunity has arisen within an Investment Bank in Singapore. As part of the Front Office Quants and Analytics team, you will implement pricing and risk analytics (cross asset) for the desk!  Any understanding of XVA framework (CVA, FVA, etc.) & CCR will be greatly advantageous.  This is an excellent front office opportunity in a low

Equity Derivatives Quant Modeller (VP), New York

NEW
New York
EQM-2404
Package circa $300k

KEY RESPONSIBILITIES:

  • Maintain existing models, implement new models for pricing & risk of equity linked products.
  • Document & test models
  • Supporting the analytics library to strats, trading, GTO, Risk and Finance

KEY SKILLS & EXPERIENCE:

  • Education: PhD (preferred) in Maths, Physics or Finance
  • 4+ years of experience in the financial services industry working on pricing models.
  • Knowledge of equities derivatives modeling is a must.
  • Strong

Enterprise-wide Risk Manager & Balance Sheet Stress (VP), Copenhagen

NEW
Copenhagen
EWRM-1004
Exceptional package & relocation where appropriate

We seek an Enterprise-Wide Risk Manager for a leading Banking Group.  Part of Balance Sheet Management, the ERM team ensure a holistic view of all risk types across the bank and work closely with the 2nd LoD risk, Group Treasury and other business areas.  You will be involved in enterprise-wide stress testing exercises and driving the analysis of the bank’s risk

Quant Strat / Developer – Electronic Trading (C# & Python), Singapore

NEW
Singapore
QSET-0304
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 (C#) to 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 experience in a similar role (i.e. Front Office

Equity Derivatives Desk Strat (VP)

NEW
London
EDQA-2502
To £140k base, plus Front Office Bonus, plus Benefits

This top investment bank seeks a front office Strat to develop tools for pricing, calibration, market analysis, back testing, booking and workflow automation as part of a global Strat team within the Equity Derivatives trading business. These tools support the full spectrum of flow to exotic equity derivatives products so a strong working knowledge of derivatives pricing and key business

Senior Quantitative Balance Sheet Risk Manager

NEW
Copenhagen or Helsinki
BSRM-0503
Exceptional package & relocation where appropriate.

We seek a Senior Balance Sheet Risk / IRRBB Quantitative Risk Manager for a leading Banking Group. As part of the Balance Sheet Risk Management team one of your key tasks will be to combine data sources to for deep risk analysis for the overall risk profile of the Bank. You’ll need strong balance sheet risk experience to understand

Electronic Execution Quant Analyst, HK

NEW
Hong Kong
QAEHK-2109
Base up to 2m HKD + (50-150% Bonus on top)

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 talented Quant Analysts (AVP to Director) to help grow this business within equity markets. This role will cover all quant activities equity execution in

Interest Rate Curves Desk Strat (AVP & VP)

NEW
London
IRDQ-2408
Base to £120k + plus Front Office Bonus

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++, Python or similar skills.

KEY RESPONSIBILITIES:

  • Developing pricing

Senior PPP Advisory Specialist (VP), Luxembourg

NEW
Luxembourg (low tax)
PPPS-2603
Salary & Bonus, Superb Health Care, Free Schooling

This leading banking group’s Public-Private Partnership (PPP) advisory team provides consulting advice to public authorities & governments considering complex PPP projects across more than 30 countries in EMEA.  They now seek an experienced PPP Specialist to join a team of experts assisting the public sector in structuring and procuring individual PPPs, as well as developing PPP governance frameworks and national

Front Office Quant Developer, Equity Derivatives (AVP, VP)

London
QSE-3005
Circa £125k 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 Python Developer, Strat Dev Team

London
CPD-0312
£££ Excellent plus Front Office bonus & benefits package (on top)

Our client, a Global IB in London, is expanding its Quant Strat business, with the hire of a talented Front Office Developer. Working across derivative pricing and risk, automated trading and execution, and data-driven decision-making, you will help build the core technologies that deliver robust and elegant solutions to key business problems.

They seek someone passionate about technology, with strong software engineering

Front Office Rates Quant (VP)

London
QARFX-0501
££ Excellent Package plus Front Office bonus

The Quantitative Analytics group at this top-tier investment bank supports the front office businesses in trading & structuring a range of rates & Libor products. They now seek a talented Quant to support Curve & Term-structure modelling for Rates derivatives pricing and Libor migration.

KEY RESPONSIBILITIES:

  • Build & implement pricing models for Rates-linked Derivative 
  • Document & testing new and existing models
  • Support the

Front Office Quant Strat, Risk & Capital

City of London
RCQD-0403
Exceptional Package plus Front Office bonus

The Front Office Analytics Strat team at this Tier-1 Investment Bank is working to migrate all Global Markets businesses to the single strategic analytics platform and provides expertise in quant analytics, modeling, pricing and risk.  As an integral part of this Front Office team your focus will be on delivering cross-business functionality for Risk and Capital calculations.

KEY RESPONSIBILITIES:

Front Office Quant Strat, FRTB Portfolio Risk Analytics (VP-ED)

London
QDFRTB-1412
Key role with truly Excellent Package plus 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 -


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

Senior Commodity Derivatives Quant (VP-Director)

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

Our client, a leading global Investment Bank trade commodities in London, New York & Paris, seek 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 & New York.

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

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

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

​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

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

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

Front Office Software Engineer - QIS

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

Lead Market Risk Business Analyst (VP), Singapore

Singapore
MRBA-2802
To SGD 200K + Benefits

A fantastic role has arisen within a leading Investment Bank in Singapore.  As the Lead Market Risk Business Analyst, you will be part of the delivery team for Credit Trading Market Risk processes. You will be involved in the qualitative development of internal market risk models, defining risk factors, understanding model limitations, risk exposures, and the impacts of methodology changes.

This

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

Lead Front Office Divisional Strat (VP-Dir)

London
LDS-0602
Truly Excellent Package plus Front Office Bonus

The Front Office Divisional Strats group at this top-tier Investment Bank works across various functions including Risk & Finance, Sales & Trading, and technology implementing solutions globally. Responsible for cross-business issues such as model risk, trade capture, fair valuation, Day 1 P&L and Level 3 assets, product governance and trading and client controls.
They now seek a Lead Strat for Observability

FX & XVA Model Validation Quant Analyst

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

Algo Trading Model Validation Quant Analyst

London
MVALGO-3001
Circa £85k base, plus bonus and benefits

A fantastic opportunity to join a respected European Investment Bank as it seeks to support its Algo Trading desks in London. Reporting to the deputy Head of the Model Validation team in London, you will be responsible for the validation of the Algorithmic trading within the model validation team.

KEY RESPONSIBILITIES:

  • Validation of Algorithmic Trading developed by the Front Office.
  • Responsible for the

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

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

Snr Equities Execution Algorithmic Developer

London
ATD-1401
£££ Highly Competitive Salary Package

This leading Investment Bank seeks so hire an Algo Execution Developer to enhance its Equities trading platform in London.
You will build equity algorithmic execution strategies and the framework that supports algo execution trading in the EU markets.  But not just writing code: depending on your skills, you may be involved in client visits, calibrating existing execution models, and exploring new

Snr Equity Derivatives Quant Analyst (Director)

London
SEDQA-1608
Package circa £300k, London

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

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

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 Structuring Strat for QIS (VP)

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

Equities Delta-1 Synthetics Strat (AVP & VP)

London
DSS-1502
Excellent Package & Front Office Bonus

This tier-1 Investment Banks global Equity Trading business has an excellent opportunity for a Delta-1 Synthetics Strat to work with the Structuring team to formulate & develop Pricing / Risk models for Delta-1 Equity products. You will build analytical reports which provide better insight on desk PnL/Risk drivers and provide solutions related to trading workflow in terms of booking and

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 Market Risk Quant (VP)

London
SMRQ-2801
£££ Highly Competitive Salary Package including excellent bonus

Our client, a leading Investment Bank, seeks a senior quant for their Market Risk Analytics group in London. The group define the methodologies for market risk metrics (e.g. VaR, Expected Shortfall) and lead the market risk model infrastructure and regulatory compliance.

They seek a quant with strong market risk models experience to develop market risk models under FRTB and embrace the

Snr Electronic Execution Quant Analyst, Cash Equity

New York
SEEQ-0305
$$$ 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 New York. They now seek to hire a senior Quant Analyst to help lead and grow this business within equity markets.

KEY RESPONSIBILITIES:

  • Full

Front Office Fixed Income Quant Developer, VP

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