Data Science & Machine Learning Jobs

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Front Office CVA Quant Analyst (AVP-VP), London

Total to £225k + Superb Benefits

My client, a Leading Investment Bank, seeks to recruit an experienced Front Office Quant Analyst for a role supporting their global CVA trading business in London. This is an excellent opportunity for an experienced front office quant with a 4 to 8 yrs experience to work on challenging quantitative projects and work very closely with the business!


  • Minimum of 4

Long-dated FX & Hybrids Quant (VP), London

£££ Excellent + Bonus + Benefits

This global investment bank, seeks to hire a VP Quant Analyst to join a small Front Office team supporting exotic FX & Rates trading (with some Equity). You will be involved in multi-asset modelling & pricing of Exotic Derivatives and Hybrids and building Front Office tools & applications and developing the quant model library in C++ & C#.  This is

Linear Rates Quant, Macro Hedge Fund, London

London, Mayfair
Total to £240K + Benefits

This leading global trading an investment firm with offices in London, New York and Singapore, has an excellent reputation and track record in the application of global macro hedge fund strategies.

The Quant team develop the internal analytics platform used by PMs & Researchers, providing essential data for risk managers & product control. They deliver derivative pricing & risk analytics as well

Rates Quant, Large Hedge Fund & FinTech (VP), London

Total to £260K + Benefits

This leading Asset Management Service firm has over 350 staff and offices in London, Hong Kong, and New York. Their Quant team develop and enhance the core Rates 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,

Model Validation Quant, Interest Rate Models, (VP) London or Singapore

London or Singapore
To £180k Total + Benefits + 30 days vacation

Our client, a Global Investment Bank, seeks to recruit an experienced Quant Analyst, from any asset class, with strong C++ programming skills.  Reporting to the Head of IR and Inflation Model Validation and based in Based in London (preferred) or Singapore, you will work on the validation of derivatives pricing models and assessment of the associated model risk. This is

Front Office Quant Developer (Haskell), AVP, London

Total (Base + Bonus) to £150K + Benefits

This leading Investment Bank seeks to expand its highly successful Front Office Core Strats team with the hire of an exceptional functional programmer. This is an opportunity to work with other functional programming gurus on cutting edge projects from GUIs, reporting tools, and server-side development in a truly dynamic front office trading environment! The scope ranges from small applications to

Pricing Models & Risk Engine Quants, (VP), Paris & London

Paris & London
Up to €220k Total + Benefits & Pension

This global investment bank, seeks to hire several Quant Analyst to join their new Front Office team supporting FX & Equity Hybrids and Rates trading.  Depending upon your skills, you will be involved either in modelling & pricing of derivatives and tools (Equity/FX) or improving the Risk Systems and Risk Metrics (C++ & C#) or IBOR, SIMM modelling.  Areas where we require your quantitative expertise are

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

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

Risk Quant Dev (VP, Dir), Large Hedge Fund (London & NYC)

London & New York
Total to £225K + Benefits

This leading Macro Hedge Fund has over 300 staff and offices in London, Hong Kong, and New York.  Reporting to the Head of Quant Risk, they now seek a skilled Quant Developer to work on core market risk projects such as calculation of Sensitivities, Stress Scenarios and VaR. You’ll work closely with the Risk Management team to define & implement

Snr Quant, Rates/FX Options Strategies, Large Hedge Fund (Director), NYC

New York
Seven Figure Package

This famous hedge fund is a leading global market maker across fixed income and equity markets. This quant team work with the PMs on Relative Value strategies across Rates, FX & Equity Indices.  Reporting to the Head of Quant Strategy Research, you’ll work directly with the PMs on strategy development of Option-based quant strategies to assist their P&L.  Experience gained