Quant Analyst Jobs

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Snr Quant Analyst, Credit Derivatives, Large Hedge Fund (VP/Dir), London

London
DOCM-0105
Up to £300k total + Benefits

This truly outstanding multi-strategy Hedge Fund manages nearly $50 billion across a range of Credit and Real Estate strategies for its institutional & private clients, employing disciplined portfolio construction & rigorous research techniques. They now seek to recruit an experienced quant modeller to build quantitative risk models and for statistical analyses.  You’ll also need great communication skill to explain technical

Risk Manager, Multi-Strat Credit Hedge Fund (VP/Dir), London

London
RMHF-1304
Up to £275k Total + benefits

This truly outstanding multi-strategy Hedge Fund manages nearly $50 billion across a range of Credit strategies for its institutional & private clients. Reporting to Head of Portfolio Risk & Analytics, they seek to a risk manager to provide risk reporting and analytics for their opportunistic credit and multi-strategy portfolios.

KEY RESPONSIBILITIES:

  • As a

Snr Quant, Rates/FX Options Strategies, Large Hedge Fund (Director), NYC

New York
FIRV-2203
Seven Figure Package

This famous hedge fund is a leading global market maker across fixed income and equity markets. This quant team work with the PMs on Relative Value strategies across Rates, FX & Equity Indices.  Reporting to the Head of Quant Strategy Research, you’ll work directly with the PMs on strategy development of Option-based quant strategies to assist their P&L.  Experience gained

Snr Quant Developer, Execution Algos, London

London
ALGO-2103
Up to £260k Total

An excellent opportunity for an experienced Algo Execution Quant Dev to join this leading European Bank as it looks to expand its FX Electronic Trading business to its clients who include: Corporates, Real Money Managers, & Hedge Funds. 

Working closely with the eFX Algo Quant team, you will be build & maintain primarily Java services which include market connectivity, pricing,

Front Office Flow Credit Quant, (VP), London

London
FCQ-2403
Up to £250k total + 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 Credit models for its global fixed income trading group. With a minimum of 3-8 years in quant finance, Quant development, trading environments, this is a great opportunity to work with traders & quantitative

Quant Analyst, Flow Credit Derivatives, Large Hedge Fund Group (VP), New York

New York
QACR-2110
Total to $400k + Benefits

This leading Asset Management Service firm has over 300 staff and offices in London, Hong Kong, and New York.  Their Quant team develop models, analytics 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 and the ability to structure and overlay

Front Office Commodities Quant (Metals, Energy) (VP/Dir), London

London
COMM-2105
Total comp to £300K + Benefits

A large Global Investment Bank is looking to expand its global Commodities business with the hire of an experienced 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

Risk Quant Dev (VP, Dir), Large Hedge Fund (London & NYC)

London & New York
RQD-2110
Total to £225K + Benefits

This leading Macro Hedge Fund has over 300 staff and offices in London, Hong Kong, and New York.  Reporting to the Head of Quant Risk, they now seek a skilled Quant Developer to work on core market risk projects such as calculation of Sensitivities, Stress Scenarios and VaR. You’ll work closely with the Risk Management team to define & implement

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, Crypto Currencies, Large Hedge Fund, (VP / Dir), London

London
CRYPT-1201
Total to £250k + Benefits

This leading Asset Management Service firm has over 300 staff and offices in London, Hong Kong, and New York.  Their Quant team develop models, analytics provide front office tools for traders/PMs. Their platform is considered an industry leader in trading analytics delivering pricing, scenario, risk and P&L for their portfolios and the ability to structure and overlay new positions. This is an

Snr Quant Analyst, Crypto Currencies, Large Hedge Fund, (VP / Dir), New York

New York
CRYPT-1201
Total to $450k + Benefits

This leading Asset Management Service firm has over 300 staff and offices in London, Hong Kong, and New York.  Their Quant team develop models, analytics provide front office tools for traders/PMs. Their platform is considered an industry leader in trading analytics delivering pricing, scenario, risk and P&L for their portfolios and the ability to structure and overlay new positions. This

Snr Equity Derivatives Quant (VP, Dir), Large Hedge Fund, New York

New York
QACE-1111
Total to $400K + Benefits

This leading Asset Manager firm has over 300 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

FRTB Quant Developer (VP), London

London
FRTB-0112
Circa to £150k Base + Front Office Bonus + Benefits

A fantastic FRTB Quant Developer opportunity has arisen within a Leading Investment Bank in London. As part of the Pricing Team, you will contribute to the development and support of numerical engines, tools and systems. You will work on large-scale computations required for the calculation of capital requirements for the bank (FRTB-SA, FRTB-IMA, Stress testing, others). Excellent opportunity to join

Snr Quant Analyst, FX Options, Large Hedge Fund, (VP / Director), NYC

New York
QAFX-1309
$$$ Excellent Base, Buy-side Bonus, Benefits

This leading Asset Management Service firm has over 300 staff and offices in London, Hong Kong, and New York.  Their Quant team develop models, analytics 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 and the ability to structure and overlay

Front Office Rates Inflation Quant (VP), London

London or Singapore
QINF-0705
To £260K 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 Quant Analyst, eFX Market Making Strategies (Director), Singapore/Sydney

Sydney or Singapore
QAMM-1106
Total to $600k SGD + Benefits

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 where you will 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 data-driven decision-making. (Please indicate

Lead Machine Learning Data Scientist (Director)

London & New York
SMLDS-0103
££ Excellent with substantial bonus

This top-tier investment bank uses ML techniques to build advanced applications for its trading & risk business across the business lines, transforming their data into business opportunities.

Sitting in the front office, this ED level role will lead the development of new machine learning methods to discover insights across risk, trading, CRM, & pricing models. ML techniques include neural nets algorithms

Front Office Quant Dev, Rates Curves (AVP / VP), Singapore

Singapore
QDC-1410
Total to $300k SGD + Benefits

Our client, a leading Investment Bank is building a new, real-time pricing & risk system and now seeks a talented Quant Dev for its Rates Curves trading group in Singapore. You’ll work with both Traders and the Quant team to build and maintain the Desk Tools for Rates Curves which support FICC trading for the bank.

You’ll need a thorough understanding