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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.
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 electronic trading and strats. This front office role is business aligned and in it you will help management
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.
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
KEY SKILLS & EXPERIENCE:
We seek an Enterprise-Wide Risk Manager for a leading Banking Group. Part of Balance Sheet Management, the ERM team ensure a holistic view of all risk types across the bank and work closely with the 2nd LoD risk, Group Treasury and other business areas. You will be involved in enterprise-wide stress testing exercises and driving the analysis of the bank’s risk
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 develop automated trading
strategies across Equity, FX and Commodities. This is an excellent opportunity
to be a part of a global team, closely aligned with revenue generation.
ESSENTIAL SKILLS & EXPERIENCE:
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
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
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
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.
This leading banking group’s Public-Private Partnership (PPP) advisory team provides consulting advice to public authorities & governments considering complex PPP projects across more than 30 countries in EMEA. They now seek an experienced PPP Specialist to join a team of experts assisting the public sector in structuring and procuring individual PPPs, as well as developing PPP governance frameworks and national
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
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.
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
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
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.
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
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.
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
Our client, a leading global investment bank, is looking to hire a skilled Software Engineer with strong Python to work in their front office engineering team. Within this team, you will play a leading role in building index calculation products for the cross-asset risk business, working closely with quant analytics to deliver highly complex technical solutions in Python. This is
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-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
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
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.
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.
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
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
Fantastic opportunity for an experienced Equities Quant Analyst to join a top-tier investment bank and work on the modeling of equity linked cash and derivative products working closely with trading and structuring teams.
The bank combines world-class research with trading and structuring expertise to clients across a wide range of markets, products and regions. The Pricing & P&L Library supports the
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
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
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
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
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
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 equity markets.
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 EM derivatives trading businesses.
They seek a Server-side Quant Dev & a UI Developer. Key initiatives include the implementation of a new intraday and end-of-day pricing platform along with the maintenance of the intraday risk and P&L