Click on a requirement listed below to view details in full:
Click on a requirement listed below to view details in full:
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
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.
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 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
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 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
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.
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
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.
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.
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
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
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
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.
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
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.
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
A fantastic Market Risk opportunity has arisen within the market risk team at a leading European Investment Bank in London. The role is responsible for XVA (valuation adjustments for derivatives portfolios) on the trading floor and, as the team is quite small, the role will be fairly quite broad with good opportunity to make your mark.
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
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,
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
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
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
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 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
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
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 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
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
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.
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
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