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Securitisation Structurer (VP), London

NEW
London
SSTF-0108
Key role with an Excellent Package and Bonus

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

Front Office Rates Quant – Flow & Exotics (VP), Singapore

NEW
Singapore
IRQS-2407
To $240K SGD + Excellent Bonus

Our client, a leading Investment Bank, with operations across some of the most dynamic markets and a great reputation for state of the art technology, is looking to hire an experienced Rates Quant Analyst (Flow & Exotics) to cover pricing globally.  Based in low tax Singapore, this is an excellent opportunity to work with highly talented people and gain exposure to

Quant Developer (C#) Leading Hedge Fund

NEW
London
QDHF-2308
Package to £160k + Benefits

This leading European Hedge Fund's Quant Research Group seeks a Quant Analytics Developer to build models, tools, frameworks, libraries & applications for trading/risk systems. The core model & risk library is in C# and runs on Linux/Python and you will also need Python with excellent C#  (Java or C++ also considered) .  A strong understanding of financial instruments, options & pricing

Senior Quant, Credit & XVA Model Validation, (VP), London

NEW
London
XVMV-2806
£££ Highly Competitive Salary Package

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 edge models in

Front Office Quant Developer – Equities e-Trading, C# (AVP/VP), London

NEW
London
QSET-2506
£££ 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 implement automated trading strategies for Equity, FX/Commodities e-Trading. This is an excellent opportunity to be a part of a global team, closely aligned with revenue generation.

ESSENTIAL SKILLS & EXPERIENCE:

  • 2-6+ years of experience in a

Lead E-Trading Test Quant/Strat (VP)

NEW
London
ETRS-1905
££ Excellent Base + 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 E-Trading Conduct Risk & Control. This Front Office role is business aligned and you will help management assess

Data Quant Strat, Cross-Asset Index Strategies Desk (kdb, Python), Director

NEW
London
DQS-2606
£££ Highly Competitive Salary Package

Our client, a leading global investment bank, is looking to expand its front office quant strat team with the hire of an experienced high frequency data (tick data) specialist Strat in London. 

Working on the trading floor, closely aligned with revenue generation (Quantitative Index Strategy desk), you will leverage your market data expertise and strong engineering skills to help lead

Front Office Quant Strat/Dev, Derivatives Pricing

NEW
London
QSE-3005
Circa £120k 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  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

Snr Front Office Developer, Automated Market Making, Hong Kong

NEW
Hong Kong
FODMM-3005
HKD Highly Competitive Salary Package

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.

KEY RESPONSIBILITIES:

  • Work closely with Traders designing software solutions for

Front Office Quant Strat/Dev, Agriculture Trading

NEW
London
QSEA-1006
Circa £120k 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 a junior quant to focus on Agriculture derivatives trading within our Commodities Markets group in London .  The Quant Strategy team applies mathematics, science and engineering to generate revenue and works on derivative valuation and risk, automated trading and execution, and data-driven decision-making.

Front Office Rates Quant (VP, Dir), Singapore & London

NEW
Singapore & London
QARFX-0501
£££ Excellent Base 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 Developer, CBs & Equities Trading Platform (VP)

NEW
London
QDCB-0706
Package to £200k

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

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

Quant Analyst, Relative Value Hedge Fund, London

London
QARV-3005
Excellent Package + Substantial Bonus

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

Front Office Quant Developer, Market Data / Rates Curves Trading Platform (VP-ED)

London
QDMD-0706
Key role with an Excellent 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. 

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

Snr Quant Developer - Cross Asset (VP), Singapore

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

Interest Rate Curves Desk Strat (AVP & VP)

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

Quantitative E-Trading Test Engineer (VP)

London
QETE-0807
£££ Excellent Package including 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.  The group builds applications that deliver quantitatively led pricing and trading solutions for the Rates & Credit business.

They now seek an electronic trading Test Engineer to design, write, automate and

Snr Quant, Commodities Electronic Execution/Trading, NYC

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 Electronic Execution Quant Analyst, HK

Hong Kong
QAEHK-2109
Base up to 3m 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

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

Lead Java Strat Developer, FI e-Trading, (VP or Director )

London
LJSD-0407
Packages to £250k (D), £200k (VP) + Benefits

This top-tier Investment Bank’s front office Strats group now seek a Senior Java Software Engineer for their Fixed Income Engineering team for the Rates & Credit e-Trading business.  This is a great opportunity to influence the early stages of a new e-Trading stack build and apply modern development practices to create a high quality e-Trading system.

KEY RESPONSIBILITIES:

  • Leading development of

Electronic Trading Business Manager (Director)

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:

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 -


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

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

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

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