IT & Quant Development Jobs

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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 Cross-Asset Quant (AVP or VP), London

London
CAQ-0505
£££ Excellent Salary Package

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 exotic derivatives & cross-asset products.

In London, the team supports the local Non-linear & vanilla trading desks developing & implementing models for Rates, FX, Credit, & Equity and

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

Snr Platform Engineering Strat (Devops/SDLC), VP, London

London
SPES-0104
To £140k + Bonus + Benefits

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

Snr XVA Quant Analyst / Dev, London

London
QAX-0802
£160k base, plus Front Office Bonus & Benefits

A world leading Investment Bank seeks to hire a VP Quant Analyst Dev to join their growing XVA trading business in London. With a background in XVA or Interest Rates preferred, you will support the XVA trading desk, work on trading tools, as well as design and develop new features for the XVA engine. The team is based on the

Flow Credit Quant (VP), London

London
FCQ-1212
£££ Excellent + Package, Bonus

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

Flow & Structured Credit Quant, London

London
FSCQ-2409
Excellent package with substantial bonus & benefits

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 &

Snr Quant Dev, FICC eTrading (VP), Singapore

Singapore
QDFICC-1103
£££ Highly Competitive Salary Package

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

Interest Rate Model Validation Quant (AVP), London

London
IRMV-1203
Highly Competitive Salary Package

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:

Front Office Rates Quant, Singapore

Singapore
IRQS-2407
SGD Excellent Salary Package

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

Senior Quant Analyst Developer / Architect (Director)

London, NYC, or Toronto
SQLA-2012
£300k GBP / $460k USD

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

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

Fixed Income/XVA Quant Analyst (VP), London

London
FIXVA-0710
Excellent base plus Front Office Bonus & Benefits

This top-tier investment banking group seeks to hire a Quant Analyst to join their Fixed Income XVA trading business in London. With a background in XVA or Interest Rates preferred, you will support the Fixed Income / XVA trading desk, work on trading tools, as well as design and develop new features for the engine. This is an excellent opportunity

Front Office Quant/Dev, e-Rates, Java, London

London
FOQAR-2309
Up to £130k base + Front Office Bonus

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:

  • Develop & implement Interest Rate curve

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

Quant Developer, Systematic Trading, London

London
QDST-1012
£££ Competitive Salary Package

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:

  • Building trading system components for both live trading and simulation in a

Quant Developer, Systematic Trading, Singapore

SIngapore
SQD-1012
$$$ Competitive Salary Package

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:

  • Develop and support. The developer’s main responsibility is to

eFX Algorithmic Trading Quant (AVP/VP), London & New York

London & New York
QEFX-2309
Up to £150k base + Front Office Bonus

KEY RESPONSIBILITIES:

  • Microstructure analysis of market data and statistical analysis of client flows
  • Backtest and prototype quantitative price discovery models and short-term forecast models
  • Automate risk management research
  • Help create an eBook as a facilitator of new FX flows as well as for auto risk-management
  • Establish algorithms for clients to use; price algos based on their performance/productive use to clients
  • Prototype and backtest automated risk management

Snr Quant Developer - Cross Asset FRTB (VP), Singapore

Singapore
QDFRTB-1511
SGD 200k-240k Base, Plus Front Office Bonus & Benefits

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 trading desk. You will work on risk engine & internal model changes and the delivery of FRTB quantitative/ analytics whilst developing strong relationships with trading

Interest Rate Desk Quant (VP, Dir)

London
IRDQ-2408
£££ Highly Competitive Salary Package

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:

  • Developing pricing

Front Office Quant Developer, Market Data / 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

Snr Front Office Rates Quant – Options & Flow (Director, VP)

London
IRFX-2608
New York & London

An excellent Front Office Quant Analyst opportunity for an experienced quant/modeller has arisen within a leading Investment Bank in London. You will work with the trading desk deliver analytics for pricing and risk, covering IR, FX & Credit Options & Flow. This is an excellent opportunity to increase your quant modelling skills, broaden your product knowledge.

KEY RESPONSIBILITIES:

  • Implement cross asset pricing and risk

Front Office Quant Strat, Risk & Capital

City of London
RCQD-0403
Exceptional 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.  As an integral part of this Front Office team your focus will be on delivering cross-business functionality for Risk and Capital calculations.

KEY RESPONSIBILITIES:

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

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 Front Office Developer, Automated Market Making, Hong Kong

Hong Kong
FODMM-3005
HKD Highly Competitive Salary Package

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:

  • Work closely with Traders designing software solutions for

Senior Quant, SIMM Model Validation (VP), London

London
MVSIMM-0602
£££ Highly Competitive Salary Package (Total to £200k)

Our client, a leading Investment Bank, seeks to recruit a senior (VP) Quant Analyst to join its model risk department to play a lead role across Credit & XVA. Based in London, you will work on the validation of derivatives pricing models and assessment of all associated model risk. This is an excellent leadership opportunity to work on cutting