Quant Analyst Jobs

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Delta-1 Synthetics Strat for QIS (Snr Assoc & VP)

London
DSS-1502
Excellent Package & Front Office Bonus

This tier-1 Investment Banks award winning QIS (Quantitative Investment Strategies) business has an excellent opportunity for a Delta-1 Synthetics Strat to work with the Structuring team to formulate & develop Pricing / Risk models for Delta-1 Equity products. You will build analytical reports which provide better insight on desk PnL/Risk drivers and provide solutions related to trading workflow

Front Office Rates Quant (Snr Assoc & VP)

London
QARFX-0501
To £110k 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

Lead Front Office Divisional Strat (VP-Dir)

London
LDS-0602
Truly Excellent Package plus Front Office Bonus

The Front Office Divisional Strats group at this top-tier Investment Bank works across various functions including Risk & Finance, Sales & Trading, and technology implementing solutions globally. They now seek a Lead Strat for Observability as applied to Levelling, Day 1 reserves and processes such as back-testing for IPV, capture and analysis of traded prices/quotes. The solution should

Snr Equities Execution Algos Developer

London
ATD-1401
£££ Highly Competitive Salary Package

This leading Investment Bank seeks so hire an Algo Execution Developer to enhance its Equities trading platform in London.
You will build equity algorithmic execution strategies and the framework that supports algo execution trading in the EU markets.  But not just writing code: depending on your skills, you may be involved in client visits, calibrating existing execution models, and exploring new

Interest Rate Curves Derivatives Quant (VP)

London
IRDQ-2408
Base to £140k + plus Front Office Bonus

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++, Python or similar skills.

KEY RESPONSIBILITIES:

  • Developing pricing

Snr Quant Dev, FRTB Portfolio Risk Analytics (VP, Dir)

London
QDFRTB-1412
Excellent Package including 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 -


Senior Commodity Derivatives Quant (VP-Director)

London
CQA-2201
Excellent base + up to 100% bonus

Our client, a leading global Investment Bank trade commodities in London, New York & Paris, seek to recruit a senior Commodity Quant to join its front office business.  In this highly quantitative role, you will specialise in the development of derivatives & structured products for their Commodities Desk in London but also used by traders in Paris & New York.

Front Office Quant Developer, Equity Derivatives (AVP, VP)

London
QSE-3005
Circa £110k 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 an experienced C++ professional in London. Working on the trading floor, part of a global team, very closely aligned with revenue generation (Quantitative Index Strategy desk), you will maintain and develop cutting edge trading and multi asset risk management

Front Office Python Developer, Strat Dev Team (AVP)

London
CPD-0312
Circa £90k base, plus front office bonus & benefits

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

Front Office Structuring Strat for QIS (VP)

London
FOSS-1212
Excellent Package & Front Office Bonus

This tier-1 Investment Banks award winning QIS (Quantitative Investment Strategies) business has an excellent opportunity for a Structuring Strat to work with the  Structuring team to provide fast and efficient tools to generate and backtest new strategy ideas for their clients.

You will need expertise in quantitative analytics, modelling, pricing and risk management with a deep understanding of

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

Singapore
QAS-0908
SGD 220k-250k 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

Snr Quant / Quant Developer, Credit Trading (VP, Dir)

London
QDGCT-0111
To £250K + Package

Fantastic opportunity for an experienced Quant Developer to join a top-tier investment bank and work on a market leading Front Office analytic pricing and risk management system interfacing with both the Mid & Back Office. You will be joining the Front Office Strats team to development their strategic pricing, eTrading, risk and P&L platform for the Credit Trading business which

​Lead Cross-Asset Structured Quant Analyst, FX/IR Hybrids (VP-Director)

London
CAQ-1211
£££ Highly Competitive Salary Package

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

VP-SVP, Front Office Rates Quant Analyst (LIBOR Decommission / Reform)

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 in the front office quant team. Ideally looking for modelling quants with a background Flow Rates (Curves), XVA, or two or more asset classes. You will work on new model development, as well as solving several open questions in

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,

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

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 Quant Analyst – Equity Derivatives (AVP-VP)

London
QAE-2609
£90-140k base, plus Front Office Bonus

Our client, a leading Investment Bank seeks to hire an experienced quant analyst to join its expanding Equity Derivatives business in London. You will be model and price equity products (flow & exotic) globally, deliver tools and provide support to trading desks, as well work on new payoff implementation and various other projects. Keen to hear from quants in Equity

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 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

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

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

FO Strat Project Manager - Fixed Income (VP)

London
FOPM-0711
Up to £130k base + Front Office Bonus

This leading US investment bank is looking for a Project Manager to work with its Fixed Income Sales desks to gather detailed requirements and drive through highly technical Sales Technology projects.

Working on the trading floor, part of the Front Office Strats team and closely aligned with revenue generation, you will lead change initiatives within a program of Fixed Income Sales

Snr Equity Derivatives Quant Analyst (Director)

London
SEDQA-1608
Superb Package including Front Office Bonus

Fantastic opportunity for an experienced Equities Quant Analyst to join a top-tier investment bank and work on the modeling of derivative and equity-linked cash and products.

The bank combines world-class research with trading and structuring expertise to clients across a wide range of markets, products and regions. The Pricing & P&L Library supports the trading and risk management of Cash and

Snr Model Risk Audit (VP, Dir) AI, Data Analytics

London
SMRAM-2610
To £130K + 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, 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