Quant Analyst Jobs

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Performance & Reporting Quant (Snr Assoc), Loans, Credit, London

London
Ref: PRQ-0612
Up to £150k Total + Benefits

This large Credit Asset Manager, manages $50bn in Credit, Loans, Real Estate, etc., seeks to hire a Performance & Reporting Quant to join their new Portfolio Analytics team based in London, responsible for analytics & reporting with an initial emphasis on their Liquid Loans business.  You’ll assist in the implementation of new platforms, processes, & utilize your strong analytical &

Quant Analyst, XVA-CCR (Assoc, AVP), London

London
QAXC-3010
Total to £150k

This leading Investment Bank seeks to hire a Quant Analyst to join their Collateral & Credit Quant Research team to produce innovative models and solutions for XVA, CCR & SIMM Libraries whilst also supporting the XVA trading desk.  The team use cutting-edge modelling and implementation techniques to ensure the bank can cope with the increasing list of regulatory measures (XVAVaR, SACCR, FRTB-CVA …)

Front Office CVA Quant Analyst (VP, Director), London

London
FOCVA-2804
Total to £250k + Superb Benefits

My client, a Leading Investment Bank, seeks to recruit an experienced Front Office Quant Analyst for a role supporting their global CVA trading business in London. This is an excellent opportunity for an experienced front office quant with a 5 to 10 yrs experience to work on challenging quantitative projects and work very closely with the business!

SKILLS & EXPERIENCE:

  • Minimum of 5


Snr Quant Analyst, eFX & Commodities Market Making Strategies (Director), Singapore/Sydney/HK

Singapore or Hong Kong or Sydney
QAMM-1106
Total Circa $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 & Commodities electronic trading 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.

Snr Quant Researcher, Systematic Investment Strategies & Data (VP, Dir), UAE

Unites Arab Emirates
SQRSI-1110
Superb Tax Free Package

This large Asset Manager, based in the Emirates, has a strong commitment to leveraging market innovations in technology and data to deliver high-quality returns.  They now seek a Snr Quant Researcher, to play a pivotal role in their peer review and testing team. Leveraging your expertise in systematic investing, signal construction, long/short portfolio management, machine learning, financial econometrics, or derivatives

Snr Market Data SME, Systematic Equities (VP, Dir), UAE

Unites Arab Emirates
SMDS-1110
Superb Tax Free Package

This large Asset Manager, based in the Emirates, has a strong commitment to leveraging market innovations in technology and data to deliver high-quality returns.  They now seek a Senior Market Data Specialist to assist with managing and improving their global data sets for their low-frequency global equities investing and be part of a dynamic, collaborative investment team. 

KEY RESPONSIBILITIES;

Snr Data Quant Developer (VP, Dir), UAE

Unites Arab Emirates
DQS-1110
Superb Tax Free Package

This large Asset Manager, based in the Emirates, has strong commitment to leveraging market innovations in technology and data to deliver high-quality returns.  They now seek a senior Data Quant Developer for their Data Curation team who conduct: symbology mapping, dataset creation for financial markets investing & trading.

You will need very strong, hands-on experience of developing of Data applications! (No specific platform, just general stitching Data

Snr Quant Researcher/PM, Systematic Equities (Snr VP, Dir), UAE

Unites Arab Emirates
UAE-1209
Superb Tax Free Package

This large Asset Manager, based in the Emirates, has strong commitment to leveraging market innovations in technology and data to deliver high-quality returns. They now seek an additional exceptional Senior Quant Researcher/PM to develop, analyze & implement statistical models for their low-frequency equities investing and be part of a dynamic, collaborative investment team.

RESPONSIBILITIES:

  • Explore and identify statistical patterns

Market Risk Models Quant, (VP, Snr VP), London

London
MRQ-1007
Up to £250k Total Comp

This global investment bank, seeks to hire a VP level Quant Analyst to focus on optimisation of their Front Office VAR models and work closely with (as part of) the Front Office Quant group to provide modelling support for Interest Rate Vol & Curves modelling and associated VaR & Market Risk. models.  This is an excellent leadership opportunity to work on cutting edge models in a

Snr XVA-CCR Quant Analyst (VP), London

London
CCR-1811
Total to £240k + Benefits + Hybrid working

This global Investment Bank operates across the world’s most dynamic markets and has a great reputation both as a caring employer and for its state-of-the-art technology.  It is now seeking to hire a Senior Quant Analyst for the development of Counterpart Credit Risk (CCR) Models based in its London, Paris or Singapore hubs.

The team is responsible for a new Cross-asset

Snr Credit Quant (Flow & Structured), (VP), London

London
FCQA-1008
Total to £260k + Benefits

The global Quant Research group at this Tier-1 Investment Bank is seeking an enthusiastic Credit Quant to further develop their analytics for credit cash and derivative products and associated analysis tools to meet the needs of their Traders & Risk Managers.  This is a great opportunity to work with traders & quantitative peers in developing a range of Credit products in a

ECL Quant Analyst (VP), London

London
IFRS-1708
Total to £225k Total + Benefits

This leading Investment Bank seeks to hire an experienced Quant Dev (VP) to join their XVA group to  covers valuation adjustments, from user tools, through library development, to overnight and intra-day runs.  The valuation adjustments cover both the Trading Book, e.g. CVA, and Banking Book, in particular Expected Credit Loss (ECL).  This is an excellent opportunity to join a growing institution

Pricing Models & Risk Engine Quants, (VP), London

Paris & London
MREQ-0903
Up to £220k Total + Benefits & Pension

This global investment bank, seeks to hire several Quant Analyst to join their Front Office team supporting FX & Equity Hybrids and Rates trading.  Depending upon your skills, you will be involved either in modelling & pricing of derivatives and tools (Equity/FX) or improving the Risk Systems and Risk Metrics (C++ & C#) or IBOR, SIMM modelling.  Areas where we require your quantitative expertise are

Front Office Quant Strat, Capital, FRTB (VP), London

London
RCQD-1008
Total up to £250k + Benefits

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:

  • Development of a

Front Office Equity Derivatives Quant (VP or AVP), London

City of London
EQFO-1906
Up to £250k Total

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 Equity Derivatives pricing models across for vanilla & exotics products.  Based in the vibrant City of London, this is an excellent opportunity to work with highly

Front Office Quant Developer, Risk Engines (VP), London

London
QDRE-2807
Total to £230k + Benefits (Hybrid working)

Our client, a leading global Investment Bank, trades across the world’s most dynamic markets with a reputation for state-of-the-art technology.  They now seek an experienced Quant Dev to help develop their Front Office strategic risk engine and integrate end-of-day, intraday and pricing systems as they replace the legacy valuation engine across asset classes. Youi will also assist in the deployment

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 FX Options Quant (VP), London

London
FOFXQ-2505
Total up to £260k + Benefits

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 FX Options & Cross-Asset, hybrid products.

In London, the team supports the local Non-linear & vanilla trading desks developing & implementing models for FX, Equity, & Commodities and now have

Long-dated FX & Hybrids Quant (VP), London

London
LDFX-2002
£££ Excellent + Bonus + Benefits

This global investment bank, seeks to hire a VP Quant Analyst to join a small Front Office team supporting exotic FX & Rates trading (with some Equity). You will be involved in multi-asset modelling & pricing of Exotic Derivatives and Hybrids and building Front Office tools & applications and developing the quant model library in C++ & C#.  This is

Performance & Reporting Quant, (Snr Assoc), Large Credit Hedge Fund, London

London
PRQ-1404
Up to £150k Total + Benefits

This truly outstanding alternative asset manager has nearly $80 billion across a range of Private Credit/Direct lending, Bank Loans, Structured Credit, CLOs, etc., now seeks to hire an experienced to hire a Performance and Reporting Specialist, to join its newly formed Portfolio Analytics team. Reporting to the UK Head of Portfolio Analytics, you’ll assist in the implementation of new platforms, processes, and

Rates Quant, Large Hedge Fund & FinTech (VP / Director), London

London
RATES-2303
Total to £260K + Benefits

This leading Asset Management Service firm has over 350 staff and offices in London, Hong Kong, and New York. Their Quant team develop and enhance the core Rates 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,

Front Office Exotic Fixed Income Quant (VP), Paris

Paris
FOEQ-0109
To €250k Total + Benefits

This top-tier investment bank seeks to hire a Quant Analyst to join their front office quant team in Paris. With a background in any of the above product areas, you will support the Global Markets platform, which offers a multi-product approach across all asset classes. Their goal is to provide quality investment and risk management solutions to asset managers, pension

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 (VP), London

London
ALGO-2103
Up to £225k 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,

Snr XVA Quant Analyst (VP), London

London
SQAX-2507
Up to £240k Total + Benefits

This leading Investment Bank seeks to hire an experienced Quant Analyst (VP) to join their XVA trading business in London. With a quant background in either XVA, Interest Rates, or FX, you will support the XVA trading desk, work on trading tools, as well as design and develop new features for the global XVA Library. The team is based on the