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Front Office Equity Derivatives Quant (VP), London

NEW
Singapore
FOED-2603
To £200k Total, City of London

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 Equity Derivatives pricing models across for vanilla & exotics products. Based in the vibrant City of London, this is an excellent opportunity to work with highly talented

Front Office FX Options Quant (VP), Hong Kong

NEW
Hong Kong
FOFXQ-1301
HKD Excellent Salary Package (Low-tax Hong Kong)

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 models for FX, Credit, Rates & Equity and

Front Office Rates Inflation Quant (VP, SVP), Singapore

NEW
Singapore
QINF-0705
To $350 SGD Total, Singapore

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 Flow Inflation products including curve building for inflation swaps products, IBOR.  Based in low tax Singapore, this is an excellent opportunity to work with highly talented

Portfolio Risk Reporting Manager (VP), Large Hedge Fund, NYC

NEW
New York
PRRM-0403
Up to $300k USD total + benefits

This truly outstanding multi-strategy Hedge Fund manages nearly $50 billion across a range of Credit and Real Estate strategies for its institutional & private clients. Reporting to Head of Portfolio Risk and Analytics, they seek to recruit a quantitative risk manager to lead their portfolio reporting function and manage a small team responsible for production of the internal portfolio reporting

FX Options e-Trading Quant (VP), London

NEW
London
FOET-1304
£££ Excellent + front office bonus

The global Quant Research group at this Tier-1 Investment Bank is seeking a talented Quantitative Analyst for the FX Options e-Trading desk to develop and implement pricing tools for their FX Options and Hybrids trading.  With 2-5 years in quant finance, IT development, trading environments, this is a great opportunity to work with traders & quantitative peers in developing a

Snr Quant Analyst, Credit Derivatives, Large Hedge Fund, (VP/Dir) LDN & NYC

NEW
London
QACR-2303
Total up to £300K + Benefits

This leading Asset Management Service firm has over 200 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

PhD Quant Analyst, Real Estate Investment Management, London

NEW
London
QIA-2804
£££ Excellent + Substantial Bonuses

This world-leading Real Estate PE Investment Manager is seeking a Quantitative Analyst to join their team of financial analyst tasked with maintaining and expanding its diverse real estate investment platform. You would play a critical role in every financial aspect of the European real estate investment activity, focusing on industrial real estate across the UK, Germany, Poland.  This is a

Quant Strat, Index Arb, (Python & C#) (VP), HK & Sydney

NEW
Hong Kong or Sydney
QSIA-1304
£££ Highly Competitive Salary Package

Our client, a leading investment bank, seeks to expand its Index Arb Trading desk in Hong Kong with the hire of an experienced Quant Strat.  Working closely with the Index and Forward Trading desk, you will research and develop automated quant-trading strategies for index arbitrage and related delta-one activities across the APAC equities markets.  This is an excellent opportunity to be

Snr Front Office FX Quant Analyst (SVP), Singapore

NEW
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

Quant Analyst, Market Risk Models (Java), VP, Large Hedge Fund, London

NEW
London
QDJA-2303
Total to £220k + Benefits

This leading Macro Hedge Fund has over 250 staff and offices in London, Hong Kong, and New York.  Reporting to the Head of Quantitative Risk Management, they now seek a Quantitative Analyst to work on core Market Risk models such as Sensitivities, Stress Scenarios and VaR.  You’ll work closely with the Risk Management team to define & implement solutions and also

Macro Systematic Strategies Quant, Large Hedge Fund, London

NEW
London
MASS-1702
Up to £220k Total

This leading Asset Management Service firm has over 250 staff and offices in London, Hong Kong, and New York.  The quant team develop the core quant analytics library, portfolio management system, and front office tools for traders/PMs.

This role will involve quantitative research into market behaviour to assist portfolio managers’ investment decisions.  You will take well established and Relative Value

Snr Commodities Quant (VP, Dir), Large Hedge Fund, London & Hong Kong

NEW
London
QAC-1904
Total comp £250K + Benefits

This leading Asset Manager firm has over 200 staff and offices in London, Hong Kong, and New York.  Their Quant team develop the core Quant analytics library (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 P&L for their portfolios

Front Office Derivatives Quant Analyst with ML (VP), PARIS

Paris
QAML-1702
Total to €250K Euros + Benefits

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

Snr Quant Analyst, Exotic FX, Large Hedge Fund, (VP/Dir) LDN and Hong Kong

London
QAFX-1103
Total up to £300K + Benefits

This leading Asset Management Service firm has over 200 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

Snr Quant Analyst, Fixed Income Asset Management, (VP/Dir) LDN and NYC

London or New York
SQAFI-1512
Total comp £300K + Benefits

This leading Asset Management Service firm has over 200 staff and offices in London, Hong Kong, and New York.  Their Quant team develop and enhance the core Fixed Income 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

Snr Software Engineer (C#), FinTech/Hedge Fund, London

London
SSE-1812
Base circa £200K + Bonus + Benefits

Our client provides leading Hedge Funds, Asset Managers & Banks with portfolio management services including live risk and P&L, pre-trade pricing and scenario analysis.  With offices across London, Hong Kong, New York, they offer a browser-based portfolio management system driven by a significant AWS deployment leveraging the firm’s renowned quant analytics library with a cloud-based SaaS application suite.

The are now seeking a top-tier C# software engineer to

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

Front Office Quant Developer, Libraries Platform (VP), London

London
QDLP-0704
To £140k + Front Office Bonus

The platform engineering team at this top-tier investment bank, provides best-in-class applications and libraries for risk analysis and live pricing tools as well as e-Trading flow analytics. We now seek a Quant Developer to build out the global analytics library infrastructure and work with Quant Research on integration issues. Great opportunity to join a front office strat team at this

Front Office Quant Strat/Dev, Derivatives Pricing

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 Platform Engineering Strat (SDLC), VP, London

London
SPES-0104
Up to £200k Total

The platform engineering team at this top-tier investment bank, provides best-in-class applications and libraries for risk analysis and live pricing tools as well as e-Trading flow analytics for Rates, Credit & FX Trading.

They now seek a software developer to be responsible for the tooling that underpins multiple aspects of the Strats projects including delivering Software Development Life Cycle (SDLC) tools

Front Office Quant Developer, 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

Lead Interest Rates Curves Construction Quant, (Director), London

London
RCCQ-1509
Up to £300K total

The global Quant Research group at this leading Investment Bank develops models and algos for pricing, hedging, trading and automatic trading of derivatives products. They now seek an experienced Interest Rates Quant, to lead the build-out of the Interest-Rate and FX curve framework used for trading, valuation and risk management across the entire bank, and collaborate with stakeholders across

Front Office Quant Strat, FRTB Portfolio Risk Analytics (VP), London

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 Equity Vol Quant (VP), Large Hedge Fund, LDN and Hong Kong

London
QACE-0402
Total comp £250K + Benefits

This leading Asset Manager firm has over 200 staff and offices in London, Hong Kong, and New York.  Their Quant team develop the core Quant analytics library (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 P&L for their portfolios

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

Front Office Credit Derivatives Quant (VP), London

City of London
CDS-2704
Total to £200k

Our client, a very strong Global Investment Bank, operating across the world’s most dynamic markets and a great reputation for state of the art technology, is now looking to hire an experienced Credit Derivatives Quant Analyst to focus upon model development for credit derivative pricing models globally. Their Quant team offers a full suite of fixed income, currencies, commodities, equities