Risk - Market Risk Jobs

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Head of Trading, Cryptocurrency Brokerage (Dir, MD), Dublin

Dublin
HOT-1606
Up to €400k + Share Optons

This new Crypto Brokerage Exchange, backed by a major banking group, are bringing best market practices into the digital asset ecosystem.  They now seek a Head of Trading for their new Dublin-based Cryptocurrency Brokerage. With a good understanding of the Cryptoasset industry, you'll develop the trading & execution strategy and lead a high performance trading team in Ireland, providing matched

Front Office Equity Derivatives Quant (VP), London

London
FOED-2603
To £200k Total, City of 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 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 talented

Snr Front Office FX Quant Analyst (SVP), Singapore

Singapore
SFXQ-0504
Up to SGD $350k Total package.

Our client, a very strong Global Investment Bank, with operations across some of the most dynamic 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 low tax Singapore, this is an excellent opportunity to work with highly talented people and gain

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, 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

Quant Analyst, Market Risk Models (Java), VP, Large Hedge Fund, London

London
QDJA-2303
Total to £220k + Benefits

This leading Macro Hedge Fund has over 250 staff and offices in London, Hong Kong, and New York.  Reporting to the Head of Quantitative Risk Management, they now seek a Quantitative Analyst to work on core Market Risk models such as Sensitivities, Stress Scenarios and VaR.  You’ll work closely with the Risk Management team to define & implement solutions and also

Front Office Quant Strat, FRTB Portfolio Risk Analytics (VP), London

London
QDFRTB-1412
Key role with truly Excellent Package plus 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 -