Quant Analyst Jobs

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Electronic Execution Quant Analysts (VP & AVP)

Hong Kong
QAEHK-2109
HKD Highly Competitive Salary Package

This is an excellent opportunity to join a Global Investment Bank as it looks to expand its global Electronic Execution business. With an established Asian business already in place, our client is looking to hire two Quant Analysts (VP and Associate) to help grow this business within equity markets. This role will cover all quant activities equity execution in Asia,

Quant Analyst / Developer (Python with C# or C++) Leading Hedge Fund

London
QDHF-2308
Package to £150k + Benefits

This leading European Hedge Fund's Quant Research Group seeks a Quant Analytics Developer to build models, tools, frameworks, libraries & applications for trading/risk systems. The core analytics models & risk library is written in C# and runs on Linux/Python. You will need strong Python with expertise in either C# or Java or C++. Also, a strong understanding of

Senior Quant Analyst, IR/FX/XVA (VP-Dir)

Sydney
IRXVA-0409
AUD Highly Competitive Salary Package

Our client, a leading Investment Bank is looking for an experienced Quant Analyst for its Sydney business. With a background in Interest Rates or FX (XVA a nice-to-have), you will be responsible for derivative pricing, risk and independent valuations across the business. You will also help maintain the in-house global pricing library, as well as supporting a number of tools.

KEY

Interest Rate Derivatives Quant (VP, Dir)

London, New York & Toronto
IRDQ-2408
Excellent Package including guarantee

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++ programming or similar skills.

KEY RESPONSIBILITIES:

  • Developing

Director, Head of Modelling – SIMM

London
SIMM-2108
£££ Highly Competitive Salary Package

Our client, a large Global Investment Bank, is building a new modelling team, specifically to oversee the development and implementation of the ISDA SIMM (Standardised Initial Margin Model). They are looking to hire a senior Quant (Director) to run the team, as well as a VP and Associate to report to the Director. Very keen to hear from suitable

Snr Flow Interest Rates Quant Analyst (VP-Dir)

London
FRQA-1008
Highly Competitive Base, plus Front Office Bonus & Benefits

Our client, a leading Investment Bank, seeks to hire an experienced quant analyst to join its expanding flow business in London. You will model and price flow rates products, build front office tools and applications and develop the rates analytics library. You will also be involved with providing quantitative solutions to the wider firm to reflect future business needs.

KEY RESPONSIBILITIES:

  • Senior

Senior Quant Library Architect (Director & VP)

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 senior Software Engineer / Library Architect to work closely with quants and the business to redesign and develop a robust and scaleable multi-asset derivatives valuation model library for the derivatives business globally. This is a highly visible role with a

Front Office Quant Analyst – Rates & Cross Asset (VP)

Singapore
QAS-0908
SGD 200k-240k Base, Plus Front Office Bonus & Benefits

A fantastic Front Office Quant Analyst opportunity has arisen within a leading Investment Bank in Singapore. You will work with the trading desk deliver analytics (C++) for pricing and risk, covering all asset classes. This is an excellent opportunity to increase your quant modelling skills, broaden your product knowledge, whilst working in a low tax country.

KEY RESPONSIBILITIES:

  • Implement cross asset pricing

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

Lead Quant Analyst – Electronic Execution

New York
LQAE-1607
$$$ Highly Competitive Salary Package

This is an excellent opportunity to join a Global Investment Bank as it looks to expand its global Electronic Execution business. With an established Asian business already in place, our client is now looking to replicate things in New York. They want to hire a Lead Quant Analyst to help lead and grow this business within equity markets. This role

Front Office Hybrids / IRD Quant Analyst (AVP-VP)

London
HQA-1307
£80-130k base, plus Front Office Bonus

Our client, a leading Investment Bank, seeks to hire an experienced quant analyst to join its expanding exotics business in London. You will model and price hybrid and exotic rates products globally, produce and deliver trading tools, as well as as new payoff implementation. Keen to hear from quants working on hybrids, long-dated FX, or structured rates products.

KEY RESPONSIBILITIES:

  • Implement models,

Senior FX Options Quant Analyst

Paris
SFXP-0907
Highly Competitive Salary Package

Our client, a tier one investment bank is keen to recruit a senior front office quant to working within their FXO business in Paris. Ideally looking for 5-15yrs quant analytics experience in FX, Equity or Commodities, you will join as a senior quant in the team, working on model implementation, desk support, as well as mentoring juniors. This is an

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

Data Scientist, AI Lab

London, NYC, Paris, Frankfurt, Singapore
DSAIL-0108
Excellent Base + Front Office Bonus

This top-tier investment bank is seeking talented data scientists for their AI Lab, a multi-disciplinary team of over 200 quant researchers, computer scientists, statisticians & engineers all with best in class expertise. If you are experienced in applying advanced machine learning methods to risk and trading platforms across areas such as equity derivatives, FX, commodities, rates and credit markets

FX & XVA Quant Analyst – Model Risk

London or Singapore
FXVA-1806
£££ Highly Competitive Salary Package

Our client, a leading Investment Bank, seeks to recruit a talented Quant Analyst to join its model risk department to cover XVA and FX. Based in either London or Singapore, you will work on the validation of derivatives pricing models and assessment of the associated model risk. This is an excellent opportunity to work on cutting edge models in a

XVA Quant Analyst (Ass-VP)

London
QAX-0506
£80-110k base, plus Front Office Bonus and Benefits

A world leading Financial Services Group seeks to hire a junior Quant Analyst 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 engine. This is an excellent opportunity to join

eFX Algorithmic Trading Quant - Market Making

London
QEFX-1804
£££ Highly Competitive Salary Package!

An excellent opportunity to join a leading European Bank as it looks to expand its FX Electronic Trading business with the hire of an algo execution specialist. You will help construct FX pricing for all client eChannels and assist in the R&D of models/algorithms for automated risk management and client algorithmic execution.

KEY RESPONSIBILITIES:

  • Microstructure analysis of market data and statistical analysis

XVA Quant Analyst – Model Risk

London or Singapore
XVMV-1204
£££ Highly Competitive Salary Package

Our client, a leading Investment Bank in Singapore, seeks to recruit an experienced Quant Analyst to join its model risk department to cover XVA. Based in either Singapore or London, you will get to work on cutting edge models in a highly quantitative global environment.

KEY RESPONSIBILITIES:

  • Review the Front Office pricing models for XVA calculations
  • Develop benchmark implementations and alternative models in

Model Validation, Credit Risk, CCR & FIxed Income Models (VP, Dir), Luxembourg

Luxembourg (very low tax)
MVCR-2603
To €120K + Bonus + Benefits & Relocation

This top-tier Investment Bank seeks a senior Model Validation Quant to independently validate models and model appropriateness and help provide a structured process for independent review, testing, and approval.

They seek someone with good communication skills, able to liaise with audit & regulators and other risk quants across the bank. We seek expertise across Credit Risk models (PD, LGD) and Counterparty

Snr Model Validation Quant Analyst - IR / FX / XVA (VP-Dir)

Singapore
MVQA-0603
SGD Highly Competitive Salary Package

Our client, a Global Investment Bank, seeks to recruit an experienced Quant Analyst, with strong C++ programming skills, for a permanent role in Singapore. You will get to work on Structured Derivative products, across multiple asset classes and XVA models. This is an excellent opportunity to work in a low-tax country and be exposed to highly quantitative models across the

Front Office XVA Quant Analyst (VP)

London
FOXV-0709
Up to £120k base + Front Office bonus

A world leading Financial Services Group seeks to hire an experienced Quant Analyst to join their growing XVA trading business in London. You will be charged with engineering the improvement, extension and testing for models and pricing engines including XVA models. You will also support the trading and risk management desk.

KEY RESPONSIBILITIES:

  • Involved in the architecture design of the XVA system
  • Contribute

Commodity Derivatives Quant Analyst (VP-SVP)

Singapore
CQA-1409
Circa SGD 220k base + Front Office Bonus

Our client, a leading Investment Bank in Singapore, seeks to recruit a highly skilled Commodity Quant to join its front office business. In this highly quantitative role, you will specialise in the development of structured products for their Commodities Desk. This client is open to look at quants from a background of Commodities, FX or Equity.

KEY RESPONSIBILITIES:

  • Improve existing and implement

Model Risk Audit Manager, Risk Models (AVP)

Birmingham, Edinburgh, London
SMRAM-0604
To £90K + Bonus + Excellent Benefits

Global Model Risk Internal Audit at this top-tier Investment Bank has an opportunity in London for a Market Risk Models specialist skilled in Market Risk Models & Model Governance to assess model robustness and performance across business lines. You will undertake audits of all aspects of risk management & models, to provide independent assurance over the Group’s internal Risk Control

Lead Quant Analyst – Electronic Execution

London or New York
LQAE-0501
$$$ Highly Competitive Salary Package

This is an excellent opportunity to join a Global Investment Bank as it looks to expand its global Electronic Execution business. With an establish business in Asia already in place, our client is now looking to replicate things in London and New York. They want to hire a senior Quant Analyst to help lead and grow this business within equity