Quant Development Jobs

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Front Office Rates Quant (VP), London & Dubai

London
FORQ-0112
Total to £250k (Base to £200k) + Benefits + 30 days holiday

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 Interest Rate Products trading.  Based in London, Dubai or Singapore, you will work with highly talented Quants and gain deep exposure to the asset class in a friendly and

Quant Analyst, Equity Structured Products (VP), New York

New York
QESP-2411
Total to $400k + Benefits

This top-tier Investment Bank seeks to a recruit a Structured Products Quant for their Equity Derivatives group in New York. Based on the trading floor, you will work closely with traders modelling new products and delivering innovative ideas for complex exotic equity derivatives & hybrids.  You’ll need great maths, good communications skills and effective C++ to implementing your models into their

Snr CCR Quant Analyst (VP), London, Paris & Dubai

London, Paris & Dubai
CCR-1811
Total to £250k (Base to £200k) + Benefits + Hybrid working + 30 days holiday

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

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

London
PRQ-0611
Up to £250k 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 and be responsible for analytics and reporting across the Firm, but with a strong focus in the

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

Lead Data & Business Analyst (VP), Large Credit Hedge Fund, London

London
DL-0911
Up to £250k Total + Benefits

This truly outstanding alternative asset manager has nearly $80 billion across a range of Structured Credit, CLOs, Loans, High Yield, etc., They seek a Data & Business Analyst to report to the UK Head of Portfolio Analytics and drive the design, development, implementation of data, platforms, processes, & reporting across the Firm.

In addition to your strong data architecture/coding expertise you’ll

Exotic Interest Rates Desk Quant (VP, Dir) Singapore

Singapore
EIRQ-1107
To $500k SGD

This leading investment bank is an Asian powerhouse and has a great opportunity for a talented Rates Quant to join their front office team in Singapore as they seek to add a VP or Dir level individual to support the non-linear exotics and structured notes trading desk.  This is an outstanding opportunity to join a global front-office team, closely aligned with revenue generation.  Applications

Front Office FX Quant Analyst (VP), London

London
SFXQ-0504
Total to £300k (Base to £200k) + Benefits + Hybrid working + 30 days holiday

Our client, a leading global lobal Investment Bank, with operations across the most dynamic financial markets and a great reputation for state of the art technology, is looking to hire an experienced FX Quant Analyst to cover FX derivatives pricing globally. Based in dynamic London, this is an excellent opportunity to work with high-quality quant colleagues and traders and gain

Quantitative Analyst, Performance & Reporting (VP), Structured Credit, London

London
PRQ-0809
Up to £250k Total + Benefits

This Credit Asset Manager, manages >$45bn across a range of Structured Credit, CLOs, other Credit Strategies, now seeks to hire an experienced Performance & Reporting Quant to help implement a new Performance Reporting platform for Structured Credit. CLO trading, including Performance Attribution projects, and FX PnL allocation. Opportunity also to build a team!

KEY RESPONSIBILITIES

Quant Analyst, Credit Derivatives, (VP), New York

New York
QACR-2810
Total to $400k + Benefits

Our client, a leading global Investment Bank, trades across the world’s most dynamic markets with a reputation for state of the art technology, seeks to hire an experienced Credit Derivatives Quant to focus upon model development for Flow & Structured credit products globally. Their Quant team offers a full suite of fixed income, currencies, equities and capital markets solutions.  Based

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

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 Quant (AVP), New York

New York
FOFR-0408
To $250k Base plus Front Office bonus, Hybrid Working

This is an amazing Front Office opportunity to join a Global Investment Bank as it looks to expand its New York  based front office Quant team.  For a talented FX or Rates Quant (either from FO or Model Val), this is a superb opportunity to join a global front-office team, closely aligned with revenue generation. 

KEY RESPONSIBILITIES:


Quant Analyst, Credit Derivatives, Large Hedge Fund (VP), London

London
QACD-0107
Total to £250k + Benefits

This leading Asset Management Service firm has over 300 staff and offices in London, Hong Kong, and New York.  Their Quant team develop models, analytics 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 and the ability to structure and overlay

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,

Senior Quant Developer, Crypto/Digital Assets, Large Hedge Fund, (VP, Dir), London

London
CCQD-1406
To £280k Total + Benefits

This leading Hedge Fund & FinTech has over 400 staff and offices in London, New York & Hong Kong.  Their Digital platform offers rich portfolio management solutions for crypto-focused portfolios spanning spot, derivatives and DeFi products. The suite of tools offered include pricing, risk management, ledger-level accounting and live monitoring of collateral obligations.

The development group is around C# developers, organised into feature

Equity Derivatives Quant Developer, Large Hedge Fund, (VP), NYC

New York
EDQD-0404
Total circa $350k + Benefits

This leading Macro Hedge Fund has over 300 staff and offices in London, Hong Kong, and New York.  Their platform covers Equity, FX, Rates, Credit, Commodity & Crypto products and they provide live risk and P&L, pre-trade pricing and scenario analysis.

The development group is around 30 C# developers, organised into feature teams, with each containing a mix of front and back-end

Flow & Structured Credit Derivatives Quant (VP), NYC

New York
QACR-2810
Total to $400k

Our client, a very strong Global Investment Bank, operating across the world’s most dynamic markets and a great reputation for state of the art technology, is now looking to hire an experienced Credit Derivatives Quant Analyst to focus upon model development for credit derivative pricing models globally. Their Quant team offers a full suite of fixed income, currencies, commodities, equities

Snr Quant Analyst (FX Options/Rates/Cross Asset) Large Hedge Fund, (VP/Dir), NYC

New York
QAFX-1309
Total to $450k Total + Benefits

This leading Asset Management Service firm has over 300 staff and offices in London, Hong Kong, and New York.  Their Quant team develop models, analytics 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 and the ability to structure and overlay

Snr Quant Analyst, Credit Derivatives, Large Hedge Fund, (VP, Dir) NYC

New York
QACR-0107
$$$ Excellent package

This leading Asset Management Service firm has over 300 staff and offices in London, Hong Kong, and New York.  Their Quant team develop models, analytics 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 and the ability to structure and overlay

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 Quant Dev, Rates Curves (VP), Singapore

Singapore
QDC-1410
Total to $300k SGD + Benefits

Our client, a leading Investment Bank is building a new, real-time pricing & risk system and now seeks a talented Quant Dev for its Rates Curves trading group in Singapore. You’ll work with both Traders and the Quant team to build and maintain the Desk Tools for Rates Curves which support FICC trading for the bank.

You’ll need a thorough understanding

Head of Data & Business Analyst, Large Credit Hedge Fund, London

London
DL-0911
£££ Excellent + But-Side Bonus

This truly outstanding alternative asset manager has nearly $80 billion across a range of Structured Credit, CLOs, Loans, High Yield, etc., They seek a Data & Business Analyst to report to the UK Head of Portfolio Analytics and drive the design, development, implementation of data, platforms, processes, & reporting across the Firm.

In addition to your strong data architecture/coding expertise you’ll