This global investment bank, seeks to hire several Quant Analyst to join their new Front Office team supporting FX & Equity Hybrids and Rates trading.  Depending upon your skills, you will be involved either in modelling & pricing of derivatives and tools (Equity/FX) or improving the Risk Systems and Risk Metrics (C++ & C#) or IBOR, SIMM modelling.  Areas where we require your quantitative expertise are

This global Investment Bank operates across the world’s most dynamic markets and has a great reputation both as a caring employer and for its state-of-the-art technology.  It is now seeking to hire a Senior Quant Analyst for the development of Counterpart Credit Risk (CCR) Models based in its London, Paris or Singapore hubs.

The team is responsible for a new Cross-asset

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 an experienced Quant Analyst to cover Interest Rate Products trading.  Based in London, Dubai or Singapore, you will work with highly talented Quants and gain deep exposure to the asset class in a friendly and

This top-tier investment bank seeks to hire a Quant Analyst to join their front office quant team in Paris. With a background in any of the above product areas, you will support the Global Markets platform, which offers a multi-product approach across all asset classes. Their goal is to provide quality investment and risk management solutions to asset managers, pension

This global investment bank, seeks to hire a VP Quant Analyst to join a small Front Office team supporting exotic FX & Rates trading (with some Equity). You will be involved in multi-asset modelling & pricing of Exotic Derivatives and Hybrids and building Front Office tools & applications and developing the quant model library in C++ & C#.  This is

This top-tier investment banking group seeks to hire a Quant Analyst to join their front office quant group in Paris London. With a background in Fixed Income or Credit areas, you will support the trading desks, work on trading tools, In addition to applying existing models, and help identify and develop Machine Learning techniques applied to derivatives pricing, P&L and

This leading Macro Hedge Fund has over 300 staff and offices in London, Hong Kong, and New York.  Reporting to the Head of Quant Risk, they now seek a skilled Quant Developer to work on core market risk projects such as calculation of Sensitivities, Stress Scenarios and VaR. You’ll work closely with the Risk Management team to define & implement

This global Investment Bank operates across the world’s most dynamic markets and has a great reputation both as a caring employer and for its state-of-the-art technology.  They now urgently seek an ED level senior Quant to join their front office Global Quant team to be responsible for Credit & Equity CCR Analytics.

The global team is responsible for their cross-asset

This leading Asset Management firm & FinTech has over 350 staff and offices in London, Hong Kong, and New York.  Their Quant team develop the core Quant analytics library (in C++) and provide tools for client funds and their PMs. Their platform is considered an industry leader in trading analytics, risk analysis and operational robustness, delivering pricing, scenario, risk and P&L

This leading Asset Management firm has over 350 staff and offices in London, Hong Kong, and New York.  Their Quant team develop the core Quant analytics library (in C++) and provide tools for client funds and their PMs. Their platform is considered an industry leader in trading analytics, risk analysis and operational robustness, delivering pricing, scenario, risk and P&L for

Our client, a leading global lobal Investment Bank, with operations across the most dynamic financial markets and a great reputation for state of the art technology, is looking to hire an experienced FX Quant Analyst to cover FX derivatives pricing globally. Based in dynamic London, this is an excellent opportunity to work with high-quality quant colleagues and traders and gain

This leading Asset Management Service firm has over 300 staff and offices in London, Hong Kong, and New York.  Their Quant team develop and enhance the core Quant analytics library (written in C++) and provide front office tools for traders/PMs. Their platform is considered an industry leader in trading analytics, risk analysis and operational robustness, delivering pricing, scenario, risk and

Our client, a leading global Investment Bank, trades across the world’s most dynamic markets with a reputation for state of the art technology, seeks to hire an experienced Credit Derivatives Quant to focus upon model development for Flow & Structured credit products globally. Their Quant team offers a full suite of fixed income, currencies, equities and capital markets solutions.  Based

This top-tier Investment Bank seeks to a recruit a Structured Products Quant for their Equity Derivatives group in New York. Based on the trading floor, you will work closely with traders modelling new products and delivering innovative ideas for complex exotic equity derivatives & hybrids.  You’ll need great maths, good communications skills and effective C++ to implementing your models into their

This leading Asset Management firm & FinTech has over 350 staff and offices in London, Hong Kong, and New York.  Their Quant team develop the core Quant analytics library (in C++, C#) and provide tools for client funds and client PMs. Their platform is considered an industry leader in trading analytics, risk analysis and operational robustness, delivering pricing, scenario, risk

This famous hedge fund is a leading global market maker across fixed income and equity markets. This quant team work with the PMs on Relative Value strategies across Rates, FX & Equity Indices.  Reporting to the Head of Quant Strategy Research, you’ll work directly with the PMs on strategy development of Option-based quant strategies to assist their P&L.  Experience gained