Electronic & Algo Trading Jobs
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Click on a requirement listed below to view details in full:
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
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
The global Quant Research group at this Tier-1 Investment Bank is seeking an experienced Quantitative Analyst for the Credit trading desk to develop and implement Flow Credit models for its global fixed income trading group. With a minimum of 3-6 years in quant finance, IT development, trading environments, this is a great opportunity to work with traders & quantitative peers
The global Quant Research group at this Tier-1 Investment Bank is seeking an experienced Quantitative Analyst for the Credit trading desk to develop and implement Flow & Structured Credit models for its global fixed income trading group. With a strong background & experience in quantitative finance, IT development, trading environments, and product knowledge, this is a great opportunity to work with traders &
Our client, a leading Investment Bank, seeks to extend their new strategic, real-time pricing & risk system and seeks to hire a tech-savvy Quant Dev for its main Asia hub in Singapore.
The team not only sit with the traders but also work in close partnership with the Quantitative Researchers and other application teams to build and maintain the desk
This Global Investment Bank seeks to recruit an Interest Rate Quant to join its Model Validation team in London. Covering the global business, you will review derivative pricing models used by front office and provide assistance on all model related issues. This is an excellent opportunity to join a growing firm working on state of the art models!
KEY RESPONSIBILITIES:
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 a Rates Quant Analyst to cover pricing globally across flow, vanilla & exotics products. Based in low tax Singapore, this is an excellent opportunity to work with highly talented people whilst
The Front Office Quant Research Team at this top-tier bank are looking for a highly talented e-Rates Quant, to develop Interest Rate models for e-Trading & e-Market Making in London or New York. You'll need great knowledge of Liner Interest Rate products & maths (in particular Euro Swaps, etc.) together with C# or Java.
KEY RESPONSIBILITIES:
This leading Systematic Investment Firm executes highly automated trading strategies across multiple liquid asset classes including Equities, Futures & FX. Their environment attracts the very best systematic PMs, Researchers, Programmers and Traders and they now seek a Quantitative Software Developer to build out their live systematic trading and simulation system.
KEY RESPONSIBILITIES:
This leading Systematic Investment Firm executes highly automated trading strategies across multiple liquid asset classes including Equities, Futures & FX. Their environment attracts the very best systematic PMs, Researchers, Programmers and Traders and they now seek a Quantitative Developer to support a key portfolio management team focused on futures and FX.
KEY RESPONSIBILITIES:
KEY RESPONSIBILITIES:
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, to work alongside traders & develop pricing models & hedging analytics for the major curves Dollar, Euro, Sterling, with strong C++, Python or similar skills.
KEY RESPONSIBILITIES:
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
This is an excellent opportunity for an experienced developer familiar with OO design and common patterns to take up a front office position within quantitative, low-latency market making strategies. Strong knowledge in C# or C++ is essential. Excellent Hong Kong based opportunity for the right hands-on candidate.
KEY RESPONSIBILITIES:
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