Electronic & Algo Trading Jobs

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

Front Office FX Options Quant (VP), Hong Kong

Hong Kong
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

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

FX Options e-Trading Quant (VP), London

£££ 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

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

Hong Kong or Sydney
£££ 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

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

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

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

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

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

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 Developer, Rates Curves Trading Platform (VP-ED)

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

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