Quant Analyst Jobs

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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

Senior Structured Credit Quant (Director), Hong Kong

Hong Kong
SSCQ-2409
Excellent Base & Front Office Bonus

The global Quant Research group at this Tier-1 Investment Bank is seeking a senior Quantitative Analyst for the Credit trading desk to develop and implement Structured Credit models for its Hong Kong office.

With a minimum of 5-10 years in quant finance, IT development, trading environments, this is a great opportunity work with traders & quantitative peers in developing a range

Flow & Structured Credit Quant, London

London
FSCQ-2409
To £250k total

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 &

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, e-Rates, e-Market Making, London

London
FOQAR-2309
Up to £150k 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

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 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

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 Rates Quant Analyst (LIBOR Decommission) VP/Director, NYC, Ldn

New York & London
LIBQ-1211
Highly Competitive Salary Package

Our client, a leading Investment Bank, seeks to hire an experienced quant analyst in London to lead the benchmark rate reforming project within the front office quant team. Ideally looking for modelling quants with a background in Flow Rates (Curves), XVA, or two or more asset classes. You will work on new model development, as well as solving several open

Front Office Rates Quant – Flow & Exotics (VP), Singapore

Singapore
IRQS-2407
To $240K SGD + Excellent Bonus

Our client, a leading 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 Rates Quant Analyst (Flow & Exotics) to cover pricing globally.  Based in low tax Singapore, this is an excellent opportunity to work with highly talented people and gain exposure to

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

Front Office Rates Quant (VP, Dir), Singapore & London

Singapore & London
QARFX-0501
£££ Excellent 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

Front Office Quant Developer, CBs & Equities Trading Platform (VP)

London
QDCB-0706
Package to £200k

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

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

Quant Analyst, Relative Value Hedge Fund, London

London
QARV-3005
Excellent Package + Substantial Bonus

This is one of the best performing hedge funds in London, running global macro strategies across the major asset classes including, interest rates, FX, equities, as well as EM credit and commodities.  They now seek an experienced Quant with good IT skills to be responsible for development of pricing models, trading tools, risk management tools, and relative value opportunity identification

Fixed Income & Credit Hybrids Quant, (VP & Dir)

London
SFIQ-2010
Circa £250K Total

The global Quant Research group at this leading Investment Bank develops models to price and hedge derivatives & hybrid products. We seek an experienced Quantitative Analyst for the Fixed Income / Structured Credit trading desk to develop and implement models for pricing & hedging and regulatory risk measures for fixed income trading.

With a minimum

Front Office Python Developer, Strat Dev Team

London
CPD-0312
£££ Excellent plus Front Office bonus & benefits package (on top)

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

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 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 -


Quant Analyst, FX & IRD - New York

New York
FXRQ-2507
$$$ Highly Competitive Salary Package!

Our client, a leading Global Investment Bank, seeks to recruit a quantitative analyst (ideally PhD educated with strong C++), to support their FX and IR Derivative trading businesses in New York. This is an outstanding opportunity to support global businesses and be closely aligned with revenue generation.

KEY RESPONSIBILITIES:

  • Research and implement financial models for derivative valuation and trading
  • Provide quantitative expertise to

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

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

Snr Model Risk Audit (VP, Dir), FCC, Basel, Market Risk, Data

London
SMRAM-2610
To £140K + Bonus + Excellent Benefits

Global Model Risk Internal Audit at this top-tier Investment Bank has an opportunity in London for a Credit Risk Models specialist skilled in [One of] Credit risk modelling, Basel models, FCC/Financial Crime Compliance models, Op Risk modelling, Data analytics/econometric modelling, Stress testing. You will undertake audits of all aspects of risk and models, to provide independent assurance over the