Click on a requirement listed below to view details in full:

Electronic Execution Quant Analysts (VP & AVP)

NEW
Hong Kong
QAEHK-2109
HKD 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 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,

Quant Analyst / Developer (Python with C# or C++) Leading Hedge Fund

NEW
London
QDHF-2308
Package to £150k + 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 analytics models & risk library is written in C# and runs on Linux/Python. You will need strong Python with expertise in either C# or Java or C++. Also, a strong understanding of

Senior Quant Analyst, IR/FX/XVA (VP-Dir)

NEW
Sydney
IRXVA-0409
AUD Highly Competitive Salary Package

Our client, a leading Investment Bank is looking for an experienced Quant Analyst for its Sydney business. With a background in Interest Rates or FX (XVA a nice-to-have), you will be responsible for derivative pricing, risk and independent valuations across the business. You will also help maintain the in-house global pricing library, as well as supporting a number of tools.

KEY

Interest Rate Derivatives Quant (VP, Dir)

NEW
London, New York & Toronto
IRDQ-2408
Excellent Package including guarantee

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++ programming or similar skills.

KEY RESPONSIBILITIES:

  • Developing

Front Office Quant Developer, Python (VP)

NEW
London
QDVP-1608
Package to £200k

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 used by their traders in the Front Office, interfacing with the Mid & Back Office.

You will be joining the Front Office Strats team to support the development of the strategic intraday and end-of-day

Director, Head of Modelling – SIMM

NEW
London
SIMM-2108
£££ Highly Competitive Salary Package

Our client, a large Global Investment Bank, is building a new modelling team, specifically to oversee the development and implementation of the ISDA SIMM (Standardised Initial Margin Model). They are looking to hire a senior Quant (Director) to run the team, as well as a VP and Associate to report to the Director. Very keen to hear from suitable

Snr Flow Interest Rates Quant Analyst (VP-Dir)

NEW
London
FRQA-1008
Highly Competitive Base, plus Front Office Bonus & Benefits

Our client, a leading Investment Bank, seeks to hire an experienced quant analyst to join its expanding flow business in London. You will model and price flow rates products, build front office tools and applications and develop the rates analytics library. You will also be involved with providing quantitative solutions to the wider firm to reflect future business needs.

KEY RESPONSIBILITIES:

  • Senior

Senior Quant Library Architect (Director & VP)

NEW
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 senior Software Engineer / Library Architect to work closely with quants and the business to redesign and develop a robust and scaleable multi-asset derivatives valuation model library for the derivatives business globally. This is a highly visible role with a

Head of Quant / Software Development – Cross Asset (Dir)

NEW
Singapore
DQD-0908
SGD 300k-360k Base, Plus Front Office Bonus & Benefits

A fantastic Lead Quant Developer opportunity has arisen within an Investment Bank in Singapore. You will be charged with leading the a team of UI and Server Side Developers in Singapore, focusing on front office trading application and implementing pricing and risk analytics (cross asset) for the desk. This is an excellent opportunity to take on a lead role, manage

Front Office Quant Analyst – Rates & Cross Asset (VP)

NEW
Singapore
QAS-0908
SGD 200k-240k Base, Plus Front Office Bonus & Benefits

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.

KEY RESPONSIBILITIES:

  • Implement cross asset pricing

Senior Exotic Interest Rate Market Risk Manager (VP)

NEW
London
EIRR-0208
£££ Excellent Base, Good Bonus, Benefits

A fantastic Market Risk opportunity has arisen within a leading European Investment Bank in London. Reporting to the CRO for London, you will work closely with the Exotic Interest Rate trading desk, to manage their market risk. This is an excellent opportunity for an experienced exotics rates market risk or trading professional to take the next step in their career.

KEY

Quant Analyst, FX & IRD - New York

NEW
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

Lead Quant Analyst – Electronic Execution

New York
LQAE-1607
$$$ 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 established Asian business already in place, our client is now looking to replicate things in New York. They want to hire a Lead Quant Analyst to help lead and grow this business within equity markets. This role

VP, eRates Quant Developer - Server Side Java / C# WPF

London
ERQD-1207
£££ Highly Competitive Salary Package

An excellent Front Office Quant Development opportunity has arisen in a leading Investment Bank in London. With a background in multithreaded and low latency Java and C# development, you will help build out a new Fixed Income automated trading platform. You will need a strong knowledge of FI Bonds and IR Swaps (pricing & risk), with either electronic trading or

Front Office Fixed Income Java Developer, VP

London
FIJD-1307
To £160k + Front Office Bonus

The Global Markets Debt Strats group is a Front Office team responsible for delivery of risk and P&L platforms and applications for the Rates, Credit and Emerging Markets trading businesses globally.
Across both areas, the team are responsible for delivering innovative solutions to business requirements, ensuring that these solutions are accurate, performant, robust, reliable and scalable.
Key initiatives include the implementation of

Front Office Hybrids / IRD Quant Analyst (AVP-VP)

London
HQA-1307
£80-130k base, plus Front Office Bonus

Our client, a leading Investment Bank, seeks to hire an experienced quant analyst to join its expanding exotics business in London. You will model and price hybrid and exotic rates products globally, produce and deliver trading tools, as well as as new payoff implementation. Keen to hear from quants working on hybrids, long-dated FX, or structured rates products.

KEY RESPONSIBILITIES:

  • Implement models,

Senior FX Options Quant Analyst

Paris
SFXP-0907
Highly Competitive Salary Package

Our client, a tier one investment bank is keen to recruit a senior front office quant to working within their FXO business in Paris. Ideally looking for 5-15yrs quant analytics experience in FX, Equity or Commodities, you will join as a senior quant in the team, working on model implementation, desk support, as well as mentoring juniors. This is an

Lead Quant Analyst – Model Validation

Asia or London
LMVQ-2106
Highly Competitive Salary Package!

Our client, a Global Investment Bank, seeks to recruit an experienced Quant Analyst, from any asset class, with strong C++ programming skills, to lead a small team. Based in Asia (preferred) or London, you will work on the validation of derivatives pricing models and assessment of the associated model risk. This is an excellent opportunity and a chance to step

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

Market Risk Manager (AVP, VP)

London
MRAVP-0507
£££ Excellent Base, Good Bonus, Benefits

Viewed as one of the leading financial institutions in the world, this top-tier US Investment Bank seeks to expand its Market Risk division with the hire of a junior yet dynamic Front Office Market Risk Analyst.

You will need 1 to 6 years+ experience managing risk for large derivatives portfolios across fixed income & currency markets / CDS trading and be

VP, Front Office Quant Developer (C#)

London
ITQ-1806
£80-140k base, plus Front Office Bonus and Benefits

A leading Financial Services Group in London seeks to hire an experienced IT professional (perm hire) to develop and maintain sales trading workflow systems. These global systems manage all communications between sales and trading for full lifecycle (pre-trade to post-trade). This also involves indications, pricing enquiries, regulation reporting, credit checks, STP to booking systems and automated trading.

FX & XVA Quant Analyst – Model Risk

London or Singapore
FXVA-1806
£££ Highly Competitive Salary Package

Our client, a leading Investment Bank, seeks to recruit a talented Quant Analyst to join its model risk department to cover XVA and FX. Based in either London or Singapore, you will work on the validation of derivatives pricing models and assessment of the associated model risk. This is an excellent opportunity to work on cutting edge models in a

XVA Quant Analyst (Ass-VP)

London
QAX-0506
£80-110k base, plus Front Office Bonus and Benefits

A world leading Financial Services Group seeks to hire a junior Quant Analyst to join their growing XVA trading business in London. With a background in XVA or Interest Rates preferred, you will support the XVA trading desk, work on trading tools, as well as design and develop new features for the engine. This is an excellent opportunity to join

Risk Manager, Structured Finance, Securitised Products Group (AVP/VP)

London
CRMSF-0407
££ Excellent Base, Good Bonus, Benefits

This leading investment bank seeks a Structured Credit Risk Specialist to join the Credit team which supports the Global Mortgages and Securitised Products group in providing risk approval for Structured Finance transactions, new products, collateral terms, and acts as subject matter experts for counterparty credit officers.

You should have an excellent understanding of securitisation products in all asset classes and capital

C++ Quant Strategist / Developer – Equities

London
QSE-3005
Circa £100k 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 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

eFX Algorithmic Trading Quant - Market Making

London
QEFX-1804
£££ Highly Competitive Salary Package!

An excellent opportunity to join a leading European Bank as it looks to expand its FX Electronic Trading business with the hire of an algo execution specialist. You will help construct FX pricing for all client eChannels and assist in the R&D of models/algorithms for automated risk management and client algorithmic execution.

KEY RESPONSIBILITIES:

  • Microstructure analysis of market data and statistical analysis

XVA Quant Analyst – Model Risk

London or Singapore
XVMV-1204
£££ Highly Competitive Salary Package

Our client, a leading Investment Bank in Singapore, seeks to recruit an experienced Quant Analyst to join its model risk department to cover XVA. Based in either Singapore or London, you will get to work on cutting edge models in a highly quantitative global environment.

KEY RESPONSIBILITIES:

  • Review the Front Office pricing models for XVA calculations
  • Develop benchmark implementations and alternative models in

Model Validation, Credit Risk, CCR & FIxed Income Models (VP, Dir), Luxembourg

Luxembourg (very low tax)
MVCR-2603
To €120K + Bonus + Benefits & Relocation

This top-tier Investment Bank seeks a senior Model Validation Quant to independently validate models and model appropriateness and help provide a structured process for independent review, testing, and approval.

They seek someone with good communication skills, able to liaise with audit & regulators and other risk quants across the bank. We seek expertise across Credit Risk models (PD, LGD) and Counterparty

Snr Quant Researcher / Quant PM, Systematic Equity (VP/Dir)

London
QRPM-1903
Excellent Package + Substantial Bonus

A market leading Systematic Hedge Fund seeks to expand its team with the hire of an experienced Quant Researcher or Quant PM with experience in researching and/or trading market-neutral (or L/S) equities.

Joining a team of 6 Researchers, you will be responsible for quant research & portfolio management on a successful $1.5 billion AuM fund. This is a truly excellent

Snr Front Office Quant Developer, Cross Products Desk Strat role (VP)

London
FOQD-1903
Up to £130k base plus Bonus

This leading US investment bank is looking to expand its Front Office global Fixed Income business with the hire of an experienced cross products Desk Strat/Developer for London.

Working on the trading floor, being closely aligned with revenue generation, you will partner with traders, salespeople and fellow strats to expand the internal data visualization suite and build cutting edge tools &

Market Risk Manager, Interest Rate Derivatives, London

London
MRIR-1503
£££ Excellent Base, Good Bonus, Benefits

Viewed as one of the leading financial institutions in the world, this top-tier US Investment Bank seeks to expand its Market Risk division with the hire of a junior yet dynamic Front Office Market Risk Analyst.

You will need 1 to 5 years’ experience managing risk for Interest Rate derivatives portfolios (Flow and/or Structured) across fixed income & currency markets /

Snr Model Validation Quant Analyst - IR / FX / XVA (VP-Dir)

Singapore
MVQA-0603
SGD Highly Competitive Salary Package

Our client, a Global Investment Bank, seeks to recruit an experienced Quant Analyst, with strong C++ programming skills, for a permanent role in Singapore. You will get to work on Structured Derivative products, across multiple asset classes and XVA models. This is an excellent opportunity to work in a low-tax country and be exposed to highly quantitative models across the

Quantitative Desk Strategist (VP), London

London
QDS-0802
To £200K + Package

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

Front Office Developer - eRates (Ass-VP)

Hong Kong
FOSD-3101
HKD Competitive Base, plus Front Office Bonus & Benefits

An excellent Front Office Technologist opportunity has arisen in a leading Investment Bank in Hong Kong. With a background in multithreaded and low latency Java and C# development, you will help build out the Fixed Income automated trading and intelligent analytics platforms at he bank. You should have good knowledge of Bonds and IR Swaps, and either electronic trading or

Front Office Quant Strat, Rates, FX & Hybrids (AVP / VP)

London
QARFX-0501
Up to £200K Total

This truly global top-tier investment bank trades and structures a range of products across FX, Rates, Credit, Structured Finance & Equity-linked products. They now seek a very talented Quant Analyst for their Global Quant Analytics group. Sitting in the Front Office with the traders, you will work on the modeling of Rates, Credit and FX Derivative and Cash products.

KEY RESPONSIBILITIES:

  • Build

Fixed Income & Credit Hybrids Quant, (VP & Dir)

London
SFIQ-2010
Up to £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

Lead Machine Learning Data Scientist (ED)

London
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

Front Office XVA Quant Analyst (VP)

London
FOXV-0709
Up to £120k base + Front Office bonus

A world leading Financial Services Group seeks to hire an experienced Quant Analyst to join their growing XVA trading business in London. You will be charged with engineering the improvement, extension and testing for models and pricing engines including XVA models. You will also support the trading and risk management desk.

KEY RESPONSIBILITIES:

  • Involved in the architecture design of the XVA system
  • Contribute

Commodity Derivatives Quant Analyst (VP-SVP)

Singapore
CQA-1409
Circa SGD 220k base + Front Office Bonus

Our client, a leading Investment Bank in Singapore, seeks to recruit a highly skilled Commodity Quant to join its front office business. In this highly quantitative role, you will specialise in the development of structured products for their Commodities Desk. This client is open to look at quants from a background of Commodities, FX or Equity.

KEY RESPONSIBILITIES:

  • Improve existing and implement

Model Risk Audit Manager, Risk Models (AVP)

Birmingham, Edinburgh, London
SMRAM-0604
To £90K + Bonus + Excellent Benefits

Global Model Risk Internal Audit at this top-tier Investment Bank has an opportunity in London for a Market Risk Models specialist skilled in Market Risk Models & Model Governance to assess model robustness and performance across business lines. You will undertake audits of all aspects of risk management & models, to provide independent assurance over the Group’s internal Risk Control

Snr Front Office Quant, European Power & Gas

London
POWER-1505
Up to £150k base + Front Office Bonus

This leading US investment bank is looking to expand its new European Power and Gas business, part of their respected Commodities Division, a market leader across a broad range of commodities markets, with expertise in areas including client risk management, financing solutions and investor products Sales & Trading.

They seek an experienced Quant with strong technology skills to work on

Lead Quant Analyst – Electronic Execution

London or New York
LQAE-0501
$$$ 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 London and New York. They want to hire a senior Quant Analyst to help lead and grow this business within equity

Senior Bond Trading Analyst Developer, Java (VP)

London
BTSD-2311
Up to £110k base + Front Office bonus

A world leading Financial Services Group seeks to hire an experienced VP level candidate with strong analysis & development skills to develop their Rates & Credit Trading eCommerce platform and to grow into a management role. Fixed Income knowledge would be ideal as would knowledge around credits, pricing, bonds. They seek Full Stack Java skills and the ability to

Market & Liquidity Risk Director, Treasury Market Risk (Dir/ED)

London
MLRD-1111
To £250K Total Comp.

The Liquidity & Treasury Market Risk team at this top-tier global investment bank controls the bank’s liquidity framework and set the liquidity risk appetite for the bank. They seek a senior Treasury professional to be responsible for the oversight of liquidity risk and the validation of the bank’s liquidity management framework and underlying models. Liquidity Risk reports directly to

Equity Derivatives Quant Analyst (AVP-VP)

London
EDQVP-0208
£80-125k base, plus Front Office Bonus

A world leading Financial Services Group seeks to hire an Equity Derivatives Quant in London to join its growing front office analytics business. You will collaborate on the modelling and pricing of Equity products (flow and exotics products), deliver tools and provide support to trading desks. Although mainly focussed on Equity, you will also gain exposure to other asset classes.

KEY

Rates Structured Notes Quant Analyst, (Dir)

New York, London or Toronto
RSNQ-3008
Up to $500K total

The global Quant Research group at this leading Investment Bank develops models to price and hedge derivatives & hybrid products. We seek an experienced Exotic Rates Quant (VP or Dir), to work with talented traders & quants in developing a range of Exotic Rates products including: Accreting Notional Bermudans, Callable Zero-coupon Bonds, CMS spreads, Range accruals, etc.

KEY RESPONSIBILITIES:

  • Develop, implement and

Interest Rates Quant Analyst – Structured Products / Flow / eTrading

Singapore
IRQS-1104
SGD Excellent Salary Package

Our client, an establish Global 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, Electronic Trading or Structured Products) to cover pricing globally. Based in low tax Singapore, this is an excellent opportunity to work with highly talented

Private Client Wealth Advisor

London
PCWA-0211
££ Strong Base + Equity & High Performance Bonuses

Our client runs a 50 strong group, with 1 billion AUM and clients wealth invested mainly via third party funds as bespoke and model portfolios. This is a strong team, a collegiate environment, and there are openings at partner and employed level ('partner-elect')

They seek experienced Private Wealth Advisors, confident in their client following and are keen to meet both

Model Validation Quant for Rates & Inflation

London
MVRFX-2305
Excellent Salary & Bonus at this Top-tier Institution

The Model Validation team at this top-tier investment bank validates and implements into libraries Rates & Long-dated FX Derivatives models in close coordination with Front Office trading.

They seek someone with very good communication skills, able liaise with stakeholders across the bank. Derivatives include: Rates, Inflation (nice to have) & some long dated FX.

KEY RESPONSIBILITIES:

  • Independently review models for

Market Risk Methodologies Quant (VP & AVP)

City of London
RMQ-1604
Excellent Salary & Bonus at this Top-tier Institution

The Risk Methodology team at this top-tier investment bank is responsible for development of MR models such as, VaR, Stressed VaR, RNIV, Comprehensive Risk Measure & Econ Capital. This role covers requirements identification, model performance assessment and implementation into production, including documentation.

The successful candidate will take ownership of individual methodology development items from upfront analysis phase and model description to

(Director) Market Risk Manager, XVA Trading

London
XVAMR-2006
£££ Excellent Base, Good Bonus, Benefits

This top-tier US Investment Bank seeks to expand its Market Risk division with the hire of a director level Market Risk Manager for XVA Trading. The CPM (Counterparty Portfolio Mgnt) desk is responsible for hedging derivatives valuation adjustments, such as CVA & FVA.

You will manage all significant exposures and perform qualitative & quantitative analysis of all material

Fixed Income High Frequency Algorithmic Trading

London
FIAT-2706
Excellent package to reflect importance of this role

Top-tier investment bank seeks an experienced, senior Algorithmic Trader to drive Algo Trading projects in London NY & Tokyo, coding yourself and owning market risk where appropriate to help build their High Frequency Algorithmic Trading Business.

You will have extensive experience in trading strategy/model development for low-latent execution, ideally with strong fixed income trading experience across Rates, Bonds Swaps eTrading &

Front Office Java Analyst Developer - Cloud Architecture Trading Platform

London
FOJD-2103
To £150k Package

A world leading Financial Services Group seeks to hire a talented JAVA Analyst Developer for the bank's eCommerce trading platform.

Utilising Cloud architectures, you will help develop their new trading platform and play a key role at the forefront of exciting new technologies!

KEY RESPONSIBILITIES:

  • Develop software for a front-office production environment utilising Java
    and Cloud technologies
  • Integration with e-commerce trading platforms
  • Utilise knowledge & experience

Snr Cash Equities Algorithmic Trading Developer

London
ATD-1303
£££ Highly Competitive Salary Package

A leading Investment Bank in London is looking to hire Algo Developers to enhance its EU Equities trading platform. You will build the framework that supports Algos in the EU markets, as well enhance the existing suite. This role won’t just be constrained to only writing code: depending on skillset, you may be involved in client visits, calibrate existing models,

FX & Commodity Derivatives Quant Analyst (Associate-VP)

Singapore
CFXQ-1601
SGD Competitive Salary Package

Our client, a leading Investment Bank in Singapore, seeks to recruit a Quant Analyst to join its front office business. In this highly quantitative role, you will specialise in the development of structured products for their Commodities & FX desks. This client is open to look at quants from a background of Commodities, FX or Equity.

KEY RESPONSIBILITIES:

  • Improve existing and implement

Market Risk Analyst, Mortgage Trading (AVP, VP), London

London
MPMR-0501
££ Excellent Base, Good Bonus, Benefits

Viewed as one of the leading financial institutions in the world, this top-tier US Investment Bank seeks to expand its Market Risk division with the hire of a Front Office Market Risk Manager for London. You will need 1 to 5 years’ experience managing risk for large derivatives portfolios for the Mortgage trading desks.

ESSENTIAL SKILLS & EXPERIENCE:

  • 2 to 5 years’

Quant Analyst, Structured Rates, Credit, FX & Hybrids

Hong Kong
QAHYB-2504
HKD Excellent Salary Package

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 derivatives & hybrid products. In Hong Kong, the team supports the local Non-linear and linear trading desks developing, implementing and testing models across Credit, Rates, FX, Structured Rates

Snr Front Office FX Quant Analyst (SVP)

Singapore
SFXQ-0504
SGD Excellent Salary Package!

Our client, a very strong Global 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 FX Quant Analyst to cover FX derivatives pricing globally. Based in low tax Singapore, this is an excellent opportunity to work with highly talented people and gain

Snr C++ Quant Developer, eTrading (AD-ED)

London or Asia
FOQD-2001
£££ Highly Competitive Salary Package

Our client, a leading Investment Bank, seeks to expand its Global Front Office multi-asset Quant Development team with the hire of an exceptional C++ Developer in London or Asia. For this particular position, expertise covering eTrading is required. In this front office role, you will work directly with traders and the code you write will be deployed within hours, so

Market Risk Analyst (AVP, VP)

London
MRAVP-0507
£££ Excellent Base, Good Bonus

Viewed as one of the leading financial institutions in the world, this top-tier US Investment Bank seeks to expand its Market Risk division with the hire of a junior yet dynamic Front Office Market Risk Analyst.

You will need 1 to 5 years’ experience managing risk for large derivatives portfolios across fixed income & currency markets / CDS trading and be

Director, Liquidity & Non-Traded Market Risk Stress Testing

Copenhagen
MRMST-2505
€ Excellent + Benefits

You will take responsibility for Liquidity & Non-Traded Market Risk / IRRBB Stress Testing. We seek a Senior Risk Manager (Deputy Head) for banking book, Risk identification & Stress to manage & mitigate risks in line with appetite, ensuring that appropriate levels of capital are maintained. You should be experienced in the development & implementation of controls over Liquidity

Snr High Frequency Trading Quant (Dir-MD)

London
HFTQ-1804
£££ Highly Competitive Package!

A start up trading firm in London seeks to recruit a highly skilled quant / trader to help set up and run a High Frequency Trading business. You will be involved with building the infrastructure and personnel side. You must have an excellent PnL track record in this space.

(Equities, Equity derivatives, Index derivatives, Futures, Fixed income, Fixed income derivatives, Rates.