Quant Analyst Jobs

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Snr Quant Analyst, Exotic FX, Large Hedge Fund, (VP/Dir) New York

New York
QAFX-1309
Total circa $350K + Benefits

This leading Asset Management Service firm has over 250 staff and offices in New York, London, & Hong Kong.  Their Quant team develops and enhances the core Quant analytics library (written in C++) and provides 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

Cross-Asset Quant Analyst (FX Hybrids), AVP/VP London

London
CAQ-1208
Up to £130k Base + 50% Bonus

Our client, a leading Investment Bank, seeks to hire a junior Quant Analyst to join its expanding Front Office business in London. You will be involved in multi-asset modelling & pricing (e.g. FX/IR or FX/Equity Hybrid models), building Front Office tools & applications and developing the quant model library in C++ & C#. You will also provide quantitative solutions to

Front Office IMM Quant (VP), London

London
IMM-2807
Total to £200k + Benefits + 30 days holidays

Our client, a large Global Investment Bank, seeks an experienced Quant (4-7 yrs) to join their front office quant team to develop & implement methodologies to measure and optimize initial margin across all markets/asset classes, with a focus on the Prime Services business, and implement IMM models into the front office analytic library.  Based in the City, you’ll work with

Head of Corporate Credit Risk & Stress Models (Dir), London

London
CRSM-1705
£££ Highly Competitive Salary Package

This leading global banking group operates around the world offering Retail, Wholesale, Private Banking as well as Wealth Management & Corporate Banking. This key role is to lead the Wholesale Credit Risk models (IRB, IFRS9) and Pillar 2 Stress Testing team for Corporate, Institutional and Commercial banking and submit to the PRA for approval for regulatory capital calculation, and to

Snr 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

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 Quant Analyst, eFX Market Making (Director), London

London (or Sydney/Singapore)
QAMM-1106
Total to £300k + Benefits

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

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 FX Quant, (VP), London

London
SFXQ-0504
Total to £240K + Benefits

Our client, a dynamic global Investment Banking group, operates across all global capital markets and has a great reputation for state of the art technology.  They now seek an FX Quant Analyst (VP), from a good bank, to work with traders, structurers and other modellers to execute product development for FX models.  Based in exciting London, this is an excellent opportunity to work

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

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

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 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

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

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, Libraries Platform (VP/D), (XVA, IMM, FXO) London

London
QDLP-0704
Up to £250k Total + Benefits

The Risk Quant team at  this top-tier investment bank, provides models and best-in-class applications and libraries as well as live pricing tools and e-Trading analytics.  They now seek a Quant, Quant Dev to build out the global analytics library and provide modelling & deep implementation expertise across XVA, IMM, FXO models and library infrastructure.  Great opportunity to join a front office strat team at this top-tier investment

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

eFX Trader (VP, D), London

London
EFX-2307
To £350K Total + Benefits, 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 eFX Trader (5yrs+) for their eTrading team. This is a great team, very collaborative, where your ideas will be implemented and you’ll contribute directly to the p&l and to the growth

Snr Quant, Cross-Asset Derivatives Advisory (Snr Assoc, AVP), Dir) Singapore

Singapore
SQADA-1406
Total to $200k SGD + Benefits

Situated in the dynamic, low tax country of Singapore, this fast-growing Quant Advisory Firm seeks to recruit Quant Analysts to work in a respected team providing quant modelling expertise & advice for their banking and Insurance clients across APAC.  You’ll need strong capital markets experience, in any asset class, gained in either in a Model Val, FO Quant, or a

CCR Quant Analyst, London & Singapore

London
LQAM-1106
Base to £130K + 30% Bonus + Benefits

Our client, a global Investment Bank, operating across the world’s most dynamic markets is looking to hire a front office Quant Analyst to develop of Counterpart Credit Risk (CCR) Models. Their Quant team is responsible for development of the cross asset derivatives and is based in either low-tax Singapore or the vibrant City of London. You''ll work with highly talented Quants and gain deep