Quant Development Jobs

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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

Front Office CVA Quant Analyst (AVP-VP), London

London
FOCVA-2804
Total to £225k + 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 4 to 8 yrs experience to work on challenging quantitative projects and work very closely with the business!

SKILLS & EXPERIENCE:

  • Minimum of 4


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

Linear Rates Quant, Macro Hedge Fund, London

London, Mayfair
LRQ-1304
Total to £240K + Benefits

This leading global trading an investment firm with offices in London, New York and Singapore, has an excellent reputation and track record in the application of global macro hedge fund strategies.

The Quant team develop the internal analytics platform used by PMs & Researchers, providing essential data for risk managers & product control. They deliver derivative pricing & risk analytics as well

Rates Quant, Large Hedge Fund & FinTech (VP), 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,

Flow Credit Quant Analyst, Large Hedge Fund & FinTech, London

London
FCQA-0401
Total to £260k + Benefits

This leading Asset Management firm has over 350 staff and offices in London, Hong Kong, and New York.  Their Quant team develop the core Quant analytics library (in C++) and provide tools for client funds and their PMs. Their platform is considered an industry leader in trading analytics, risk analysis and operational robustness, delivering pricing, scenario, risk and P&L for

Model Validation Quant, Interest Rate Models, (VP) London or Singapore

London or Singapore
VALIR-3003
To £180k Total + Benefits + 30 days vacation

Our client, a Global Investment Bank, seeks to recruit an experienced Quant Analyst, from any asset class, with strong C++ programming skills.  Reporting to the Head of IR and Inflation Model Validation and based in Based in London (preferred) or Singapore, you will work on the validation of derivatives pricing models and assessment of the associated model risk. This is

Head, Front Office Credit Flow & Equity CCR Modelling (ED), London

London
CCRED-0102
Total circa £330k + Benefits

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.  They now urgently seek an ED level senior Quant to join their front office Global Quant team to be responsible for Credit & Equity CCR Analytics.

The global team is responsible for their cross-asset

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

Front Office Quant Developer (Haskell), AVP, London

London
HASK-0501
Total (Base + Bonus) to £150K + Benefits

This leading Investment Bank seeks to expand its highly successful Front Office Core Strats team with the hire of an exceptional functional programmer. This is an opportunity to work with other functional programming gurus on cutting edge projects from GUIs, reporting tools, and server-side development in a truly dynamic front office trading environment! The scope ranges from small applications to

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

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

This global investment bank, seeks to hire several Quant Analyst to join their new 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 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 Rates Quant (VP), London, Dubai, Singapore & Paris

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

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

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

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