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MSc/ PhD – Quantitative Sales Analyst Prime Brokerage Desk – Tier One Investment Bank
JOB DESCRIPTION A Tier One Investment Bank in London is looking to bring on-board a junior/ entry level quantitative sales analyst for their multi-asset quant desk in London. Said candidate will be focusing on selling the prime-services business from a quantitative perspective to both external clients whilst relaying complicated information to senior management. This is an exceptional opportunity for a newly qualified quant to break into an exciting and fast-paced client facing environment whilst making the most of their quantitative, mathematical backgrounds. Location: London, UK The role: Read more […]
PhD/ Masters. Quantitative Derivatives Pricing Analyst
JOB DESCRIPTION A tier One Investment Bank in London is looking to bring onboard a number of exceptional PhD or Master’s level Quant’s within their front office equity analytics division. Candidates with less than 3 years experience are of particular preference. This is an exceptional opportunity for any junior/entry level quants with impressive academia that are looking to break into the quantitative sphere. Location: London, UK The role: Detailed review of front office pricing models Developing and implementing exotic equity derivatives pricing models Chance to work on a variety of complex Read more […]
Masters/PhD. Computer Science Quantitative Analysts/ Developers, C++, C##, Java
JOB DESCRIPTION A tier One Investment Bank in London is looking to bring onboard a number of exceptional PhD or Master’s level comp-sci Quant’s within their front office analytics division. Candidates with less than 3 years experience are of particular preference. This is an exceptional opportunity for any junior/entry level quants with impressive academia that are looking to break into the quantitative sphere. A strong degree within Computer Science, Physics, Electrical Engineering and Computer Engineering are of particular interest. Location: London, UK The role: Detailed review of front Read more […]
CREDIT RISK ANALYTICS MANAGER
CREDIT RISK STRESS TESTING ON BANK-WIDE PORTFOLIOHong KongA leading financial institution in Asia is searching for an experienced Credit Risk Analytics Manager to join the team to manage the credit risk for the portfolio for the bank.As a Credit Risk Analytics Manager, you will conduct stress testing on the bank-wide portfolio to ensure any potential impacts to the overall profitability of the bank and capital adequacy under various stress scenarios. You will support the development of internal IRB risk parameters and provide support for analytic matters. You will develop, validate, and monitor Read more […]
Senior Commodities Quantitative Pricing Analyst – VP/ Director – Leading Investment Bank
JOB DESCRIPTION A leading Investment Bank in London is keen to hire an experienced commodities quant to join their award winning London desk. Ideal candidates will have around 4-7 years direct experience within the commodities sphere, both physical derivative products. This is an exceptional opportunity to take a significant stride within the commodity market join arguably the strongest desk on the streetLocation: London, UKThe role:Detailed review of front office pricing modelsGlobally collegial team providing an unparalleled platform to work on a wealth of productsDeveloping and implementing Read more […]
Quantitative Research – Energy Quantitative Analyst – Associate
Energy Quantitative Research position for Global Commodities – Associate – Based in LondonJob Summary:This is a model and systems development position aligned with the Energy businesses within JPMorgan Global Commodities. The candidate will develop models, implement products, and support the trading desk with model, risk management and applications support in the areas ranging from physical power to oil derivatives.Core Responsibilities:Develop models and implement them in Python and C software for pricing and risk managing commodity derivatives Develop pricing and calibration tools Implement new Read more […]
Quantitative Research – Metals Quantitative Analyst – Associate
Metals Quantitative Research position for Global Commodities – Associate – Based in LondonJob Summary:This is a model and systems development position aligned with the Precious Metals and Base Metals businesses within JPMorgan Global Commodities. The candidate will develop models, implement products, and support the trading desk with model, risk management and applications support in the areas ranging from physical metals to exotic derivatives.Core Responsibilities: Develop models and implement them in Python and C software for pricing and risk managing commodity derivatives Develop pricing and Read more […]
Senior Fixed Income Quantitative Pricing Analyst – Global Investment Bank
JOB DESCRIPTIONA leading Tier One Investment Bank in New York is looking to bring onboard an experienced quant analyst for their Fixed Income/ Interest Rates Quant team. Ideally, the senior candidate will have a minimum of 5 years direct Fixed Income/ Interest Rates experience across a broad spectrum of products. Reporting directly to the Head of Americas for Rates, said candidate will step into leadership of the quant team on occasion.Location: New York, USA The role:Detailed review of front office pricing modelsDeveloping and implementing derivatives pricing modelsActing as the focal liaison Read more […]
Masters/PhD. Computer Science Quantitative Analysts/ Developers, C++, C##, Java
JOB DESCRIPTIONA tier One Investment Bank in London is looking to bring onboard a number of exceptional PhD or Master’s level comp-sci Quant’s within their front office analytics division. Candidates with less than 3 years experience are of particular preference. This is an exceptional opportunity for any junior/entry level quants with impressive academia that are looking to break into the quantitative sphere. A strong degree within Computer Science, Physics, Electrical Engineering and Computer Engineering are of particular interest.Location: London, UKThe role:Detailed review of front office Read more […]
MD – Quantitative ALM (PhD-Statistics) – Model Risk Management
A major global financial services organization is seeking a MD level-Quantitative Risk Manager with 10 years experience building and implementing Insurance Company/Actuarial Modeling systems to join their Risk Management team. Using your experience in risk methodology and analytics, participate in high profile Asset/Liability Risk Capital projection projects [Solvency II] by collaborating with senior managers across business lines. Must have strong quantitative modeling skills and the ability to synthesize complex analytics [liability cash flows, accounting and risk metrics] to project future asset/liability Read more […]