IT & Quant Development Jobs

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

Snr Quant Analyst, eFX Market Making (Director), London

London (or Sydney/Singapore)
QAMM-1106
£££ Highly Competitive Salary Package

This is an excellent opportunity to join this Global Investment Bank’s high performing, Quant Strategy team. To work on automated market-making strategies for their eFX business. This is a front-office revenue-generation role in real-time Market Making and you'll work with their global franchise.

Their respected Global Quant Strategy team work on data, models, & algorithms with applications across derivative valuation and risk, automated trading, and

Lead CCR Quant Analyst / Modeler, (VP, Dir), London

London
LQAM-1106
Total package to £250k

Our client, a very strong Global Investment Bank, operating across the world’s most dynamic markets and a great reputation for state-of-the-art technology, is now looking to hire a Quantitative Analyst to lead the development of Counterpart Credit Risk (CCR) Models. Their Quant team is responsible for development of the cross asset derivatives library and for Credit Regulatory Analytics & Capital

Snr Quant Analyst – XVA, CCR (VP), Sydney

Sydney, Australia
SQA-2805
AUD 200k Base + Bonus + Super

The global Quant Research team at this global investment bank applies specialist methods from mathematics, science and engineering to generate revenue. They work on data, models, and algos for derivative valuation and risk, automated trading, and data-driven decision-making.

They now seek a Senior Quant to research and implement financial models for product valuation, risk analysis and trading and provide quantitative expertise

Front Office Rates Inflation Quant (VP), London

London or Singapore
QINF-0705
To £200K Total, London

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 the vibrant City of London, this is an excellent opportunity to work with

Snr Commodities Quant (Metals) (VP/Dir), London

London
COMM-2105
Total comp to £250K + Benefits

A large Global Investment Bank is looking to expand its global Commodities business with the hire of a Quant Analyst in London.

Working on the trading floor with the Precious and Base Metal Desks, you will expand our derivative products offering by implementing new pricing models for valuation, risk analysis, automated trading and execution, and data-driven decision-making. You

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

Hong Kong or Sydney
QSIA-1304
£££ 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

Snr Quant Analyst, Exotic FX, Large Hedge Fund, (VP/Dir) Hong Kong or LDN

London
QAFX-1103
Total up to £300K + Benefits

This leading Asset Management Service firm has over 200 staff and offices in London, Hong Kong, and New York.  Their Quant team develop and enhance the core 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, risk and

Front Office Equity Derivatives Quant (VP), London

London
FOED-2603
To £200k Total, City of London

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 Equity Derivatives pricing models across for vanilla & exotics products. Based in the vibrant City of London, this is an excellent opportunity to work with highly talented

Snr Front Office FX Quant Analyst (SVP), Singapore

Singapore
SFXQ-0504
Up to SGD $350k Total package.

Our client, a very strong Global Investment Bank, with operations across some of the most dynamic markets and a great reputation for state of the art technology, is looking to hire an experienced FX Quant Analyst to cover FX derivatives pricing globally. Based in low tax Singapore, this is an excellent opportunity to work with highly talented people and gain

FX Options e-Trading Quant (VP), London

London
FOET-1304
£££ 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

Snr Commodities Quant (VP, Dir), Large Hedge Fund, London & Hong Kong

London
QAC-1904
Total comp £250K + Benefits

This leading Asset Manager firm has over 200 staff and offices in London, Hong Kong, and New York.  Their Quant team develop the core Quant analytics library (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, risk and P&L for their portfolios

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

Paris
QAML-1702
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

Snr Quant Analyst, Fixed Income Asset Management, (VP/Dir) LDN and NYC

London or New York
SQAFI-1512
Total comp £300K + Benefits

This leading Asset Management Service firm has over 200 staff and offices in London, Hong Kong, and New York.  Their Quant team develop and enhance the core Fixed Income 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, risk

Snr Quant Analyst, Credit Derivatives, Large Hedge Fund, (VP/Dir) LDN & NYC

London
QACR-2303
Total up to £300K + Benefits

This leading Asset Management Service firm has over 200 staff and offices in London, Hong Kong, and New York.  Their Quant team develop and enhance the core 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, risk and

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

London
QDJA-2303
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

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

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

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 Quant Strat, FRTB Portfolio Risk Analytics (VP), London

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 Equity Vol Quant (VP), Large Hedge Fund, LDN and Hong Kong

London
QACE-0402
Total comp £250K + Benefits

This leading Asset Manager firm has over 200 staff and offices in London, Hong Kong, and New York.  Their Quant team develop the core Quant analytics library (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, risk and P&L for their portfolios

Front Office FX Options Quant (VP), Hong Kong

Hong Kong
FOFXQ-1301
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

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