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This is an excellent opportunity to join this Global investment bank as their expanding Prime Brokerage/Prime Finance business undergoes a transformation thru increased automation and increased flows. They now seek to Quant Analyst to build tools for the application of algorithms for the Prime Brokerage & Repo/securities lending business to analyze pricing, PV, PnL and add Risk metrics into pricing
This top-tier Investment Bank is a leading player in the Electronic Trading business. They now seek an e-Trading Quant to deliver to work on the automation of pricing and electronic trading of Interest Rate Swaps. You will focus on automated pricing, trading and hedging for Interest Rate Swaps both in the customer (dealer to dealer) and dealer (dealer to client)
The platform engineering team at this top-tier investment bank, supports the development and infrastructure of their Analytics Library development which is used across the bank for trading and the risk management of cash and derivatives in all asset classes.
The global Quant Research group at this leading Investment Bank develops models and algos for pricing, hedging, trading and automatic trading of derivatives products. They now seek an experienced Interest Rates Quant, to lead the build-out of the Interest-Rate and FX curve framework used for trading, valuation and risk management across the entire bank, and collaborate with stakeholders across
This is an excellent opportunity to join a Global Investment Bank as it looks to expand its Singapore based front office Quant team. For a talented Rates Quant (either in FO or Model Val) this is an outstanding opportunity to join a global front-office team, closely aligned with revenue generation. Applications are welcomed both local and abroad.
This leading (top five in the world) global Investment Bank seeks to hire a VP Quant Developer for their Front Office Markets group which supports the development of models, pricing tools and system integration of all models used in the firm, on all asset classes. This role is to support the trading and risk functions of several different desks via
A world leading Investment Bank seeks to hire a senior Quant Analyst to join the XVA trading business in London. With a very strong background in XVA or Interest Rates, you will support the XVA trading desk, work on trading tools, as well as design and develop new features for the XVA engine and deputise for the global head of
This Global Investment Bank seeks to recruit an Interest Rate Quant to join its Model Validation team in London. Covering the global business, you will review derivative pricing models used by front office and provide assistance on all model related issues. This is an excellent opportunity to join a growing firm working on state of the art models!
The global Quant Research group at this top-tier Investment Bank works across London, New York, Paris and Hong Kong, developing models & methods for trading in order to price and hedge exotic derivatives & cross-asset products.
In London, the team supports the local Non-linear & vanilla trading desks developing & implementing models for Rates, FX, Credit, & Equity and
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
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 & Structured Credit models for its global fixed income trading group. With a strong background & experience in quantitative finance, IT development, trading environments, and product knowledge, this is a great opportunity to work with traders &
The platform engineering team at this top-tier investment bank, provides best-in-class applications and libraries for risk analysis and live pricing tools as well as e-Trading flow analytics. We now seek a Quant Developer to build out the global analytics library infrastructure and work with Quant Research on integration issues. Great opportunity to join a front office strat team at this
The Model Risk team at this large global investment banking group actively manages model risk in line with the bank's risk appetite and performs independent model validation to the model development process and encompasses model governance, control and model performance monitoring.
They now seek a bright, hands-on quant with strong modelling experience to conduct validations of in-house Risk Models used
Our client, a leading Investment Bank, seeks to extend their new strategic, real-time pricing & risk system and seeks to hire a tech-savvy Quant Dev for its main Asia hub in Singapore.
The team not only sit with the traders but also work in close partnership with the Quantitative Researchers and other application teams to build and maintain the desk
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 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 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 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
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.
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
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 their live systematic trading and simulation system.
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
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 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
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.
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
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.
Our client, a leading Investment Bank, seeks to recruit a senior (VP) Quant Analyst to join its model risk department to play a lead role across Credit & XVA. Based in London, you will work on the validation of derivatives pricing models and assessment of all associated model risk. This is an excellent leadership opportunity to work on cutting
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
Our client, a leading Investment Bank, with operations in all the most dynamic markets and a good reputation for state of the art technology, now seeks to hire a Rates Quant Analyst to cover pricing globally across flow, vanilla & exotics products. Based in low tax Singapore, this is an excellent opportunity to work with highly talented people whilst