IT & Quant Development Jobs

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Delta-1 Synthetics Strat for QIS (Snr Assoc & VP)

London
DSS-1502
Excellent Package & Front Office Bonus

This tier-1 Investment Banks award winning QIS (Quantitative Investment Strategies) business has an excellent opportunity for a Delta-1 Synthetics Strat to work with the Structuring team to formulate & develop Pricing / Risk models for Delta-1 Equity products. You will build analytical reports which provide better insight on desk PnL/Risk drivers and provide solutions related to trading workflow

Front Office Rates Quant (Snr Assoc & VP)

London
QARFX-0501
To £110k base, plus Front Office bonus

The Quantitative Analytics group at this top-tier investment bank supports the front office businesses in trading & structuring a range of rates & Libor products. They now seek a talented Quant to support Curve & Term-structure modelling for Rates derivatives pricing and Libor migration.

KEY RESPONSIBILITIES:

  • Build & implement pricing models for Rates-linked Derivative 
  • Document & testing new and existing models
  • Support the

Lead Front Office Divisional Strat (VP-Dir)

London
LDS-0602
Truly Excellent Package plus Front Office Bonus

The Front Office Divisional Strats group at this top-tier Investment Bank works across various functions including Risk & Finance, Sales & Trading, and technology implementing solutions globally. They now seek a Lead Strat for Observability as applied to Levelling, Day 1 reserves and processes such as back-testing for IPV, capture and analysis of traded prices/quotes. The solution should

Algo Trading Model Validation Quant Analyst

London
MVALGO-3001
Circa £85k base, plus bonus and benefits

A fantastic opportunity to join a respected European Investment Bank as it seeks to support its Algo Trading desks in London. Reporting to the deputy Head of the Model Validation team in London, you will be responsible for the validation of the Algorithmic trading within the model validation team.

KEY RESPONSIBILITIES:

  • Validation of Algorithmic Trading developed by the Front Office.
  • Responsible for the

Snr Equities Execution Algos Developer

London
ATD-1401
£££ Highly Competitive Salary Package

This leading Investment Bank seeks so hire an Algo Execution Developer to enhance its Equities trading platform in London.
You will build equity algorithmic execution strategies and the framework that supports algo execution trading in the EU markets.  But not just writing code: depending on your skills, you may be involved in client visits, calibrating existing execution models, and exploring new

Interest Rate Curves Derivatives Quant (VP)

London
IRDQ-2408
Base to £140k + plus Front Office Bonus

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 (VP), 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

Snr Quant Dev, FRTB Portfolio Risk Analytics (VP, Dir)

London
QDFRTB-1412
Excellent Package including 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 -


Senior Commodity Derivatives Quant (VP-Director)

London
CQA-2201
Excellent base + up to 100% bonus

Our client, a leading global Investment Bank trade commodities in London, New York & Paris, seek to recruit a senior Commodity Quant to join its front office business.  In this highly quantitative role, you will specialise in the development of derivatives & structured products for their Commodities Desk in London but also used by traders in Paris & New York.

Front Office Quant Developer, Equity Derivatives (AVP, VP)

London
QSE-3005
Circa £110k 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 an experienced C++ professional in London. Working on the trading floor, part of a global team, very closely aligned with revenue generation (Quantitative Index Strategy desk), you will maintain and develop cutting edge trading and multi asset risk management

Front Office Python Developer, Strat Dev Team (AVP)

London
CPD-0312
Circa £90k base, plus front office bonus & benefits

Our client, a Global IB in London, is expanding its Quant Strat business, with the hire of a talented Front Office Developer. Working across derivative pricing and risk, automated trading and execution, and data-driven decision-making, you will help build the core technologies that deliver robust and elegant solutions to key business problems.

They seek someone passionate about technology, with strong software engineering

Front Office Structuring Strat for QIS (VP)

London
FOSS-1212
Excellent Package & Front Office Bonus

This tier-1 Investment Banks award winning QIS (Quantitative Investment Strategies) business has an excellent opportunity for a Structuring Strat to work with the  Structuring team to provide fast and efficient tools to generate and backtest new strategy ideas for their clients.

You will need expertise in quantitative analytics, modelling, pricing and risk management with a deep understanding of

Snr Quant / Quant Developer, Credit Trading (VP, Dir)

London
QDGCT-0111
To £250K + Package

Fantastic opportunity for an experienced Quant Developer to join a top-tier investment bank and work on a market leading Front Office analytic pricing and risk management system interfacing with both the Mid & Back Office. You will be joining the Front Office Strats team to development their strategic pricing, eTrading, risk and P&L platform for the Credit Trading business which

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

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

FO Strat Project Manager - Fixed Income (VP)

London
FOPM-0711
Up to £130k base + Front Office Bonus

This leading US investment bank is looking for a Project Manager to work with its Fixed Income Sales desks to gather detailed requirements and drive through highly technical Sales Technology projects.

Working on the trading floor, part of the Front Office Strats team and closely aligned with revenue generation, you will lead change initiatives within a program of Fixed Income Sales

Snr Equity Derivatives Quant Analyst (Director)

London
SEDQA-1608
Superb Package including Front Office Bonus

Fantastic opportunity for an experienced Equities Quant Analyst to join a top-tier investment bank and work on the modeling of derivative and equity-linked cash and products.

The bank combines world-class research with trading and structuring expertise to clients across a wide range of markets, products and regions. The Pricing & P&L Library supports the trading and risk management of Cash and