Click on a requirement listed below to view details in full:
Click on a requirement listed below to view details in full:
The global Quant Research group at this Tier-1 Investment Bank is seeking an experienced Quantitative Analyst for the Credit trading desk to develop and implement Flow Credit models for its global fixed income trading group. With a minimum of 3-6 years in quant finance, IT development, trading environments, this is a great opportunity to work with traders & quantitative peers
This leading Systematic Investment Firm deploys systematic, computer-driven trading strategies across multiple liquid asset classes, including Equities, Futures and FX. They apply rigorous research into market anomalies utilizing unparalleled access to available data sources. They now seek a Research Analyst to manage all aspects of the research process, inc. methodology selection, data collection, prototyping, backtesting, performance monitoring
This leading Systematic Investment Firm executes highly automated trading strategies across multiple liquid asset classes including Equities, Futures & FX. Their environment attracts the very best systematic PMs, Researchers, Programmers and Traders and they now seek a Quantitative Software Developer to build out both their live trading and simulation systems.
This leading Systematic Investment Firm executes highly automated trading strategies across multiple liquid asset classes including Equities, Futures & FX. Their environment attracts the very best systematic PMs, Researchers, Programmers and Traders and they now seek a Quantitative Developer to support a key portfolio management team focused on futures and FX.
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 trading desk. You will work on risk engine & internal model changes and the delivery of FRTB quantitative/ analytics whilst developing strong relationships with trading
This top-tier investment banking group seeks to hire a Quant Analyst to join their Fixed Income XVA trading business in London. With a background in XVA or Interest Rates preferred, you will support the Fixed Income / XVA trading desk, work on trading tools, as well as design and develop new features for the engine. This is an excellent opportunity
Our client, a leading global investment bank, is looking to expand its front office quant strat team with the hire of junior quant to focus on derivatives (rates. equity or other) in London. Working on the trading floor, part of a global team, very closely aligned with revenue generation, you will maintain and develop cutting edge trading and multi-asset risk platforms. Experience with derivatives pricing
The Front Office Quant Research Team at this top-tier bank are looking for a highly talented e-Rates Quant, to develop Interest Rate models for e-Trading & e-Market Making in London or New York. You'll need great knowledge of Liner Interest Rate products & maths (in particular Euro Swaps, etc.) together with C# or Java.
An excellent Front Office Quant Analyst opportunity for an experienced quant/modeller has arisen within a leading Investment Bank in London. You will work with the trading desk deliver analytics for pricing and risk, covering IR, FX & Credit Options & Flow. This is an excellent opportunity to increase your quant modelling skills, broaden your product knowledge.
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, FCC/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
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
Our client, a leading Investment Bank, seeks to hire an experienced quant analyst in London to lead the benchmark rate reforming project within the front office quant team. Ideally looking for modelling quants with a background in Flow Rates (Curves), XVA, or two or more asset classes. You will work on new model development, as well as solving several open
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, to work alongside traders & develop pricing models & hedging analytics for the major curves Dollar, Euro, Sterling, with strong C++, Python or similar skills.
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
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.
You will be joining the Strats team to support the development and implementation of a new strategic intraday and end-of-day pricing, eTrading, risk and P&L
This is one of the best performing hedge funds in London, running global macro strategies across the major asset classes including, interest rates, FX, equities, as well as EM credit and commodities. They now seek an experienced Quant with good IT skills to be responsible for development of pricing models, trading tools, risk management tools, and relative value opportunity identification
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
This top-tier Investment Bank’s Securitisation Group provides securitisation and repackaging for the distribution & risk hedging of their £multi-billion global Trade Finance business. Along with de-risking, the desk provides funding and capital relief solutions & risk mitigation products together with custom-made Securitisations for structured trade and export finance.
They now seek an experienced Securitisation specialist to work with capital markets investors
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 Test Lead to report to the head of electronic trading and strats. This front office role is business aligned and in it you will help
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.
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.
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
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.
This is an excellent opportunity for an experienced developer familiar with OO design and common patterns to take up a front office position within quantitative, low-latency market making strategies. Strong knowledge in C# or C++ is essential. Excellent Hong Kong based opportunity for the right hands-on candidate.
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