KDB / Q development – Algo Trading – Senior Developer – Quant / Quant Dev recruitment
You will join an elite team that is committed to advancing its’ position within the FX space through investment in technology and the development of latency-sensitive algorithmic trading capabilities.Ideally you will be the team’s technical authority on Kdb/q and will be working with these developers to design Real Time systematic FX algo-trading systems including:Liquidity aggregationPrice discoverySmart order routingAlpha generationRisk management and anonymous market makingTo be considered for this role you will have below skills and experience:Extensiveexperience with KDB/Q development on Read more […]
Quant – Rates or FX or Inflation Front Office Model Validation Team recruitment
My client is a large prestigious global investment bank with mandate to add 1 x senior quant into the Cross Asset Model Validation team.The team is responsible for the independant development of models to benchmark against the pricing models developed in the front office, mainly across FX, Rates and Inflation desks, although there is some exposure to Credit, Equity and Commodity pricing models too. Additioanally there is opportunity to be involved in model research, model risk and trade approval.In order to qualify for this position, you must have:3-4 years minimum industry experience in a quantitative Read more […]
Equities Valuations/Quant – NYC recruitment
The successful candidate will report to the global head of model control.Responsibilities Include: Equities model review, complex transaction review, and technical product advisory Utilizing models and valuation methodologies to develop a corresponding mark review testing methodology Interacting with Market Risk, Trading Strategists, Product Controllers, and Senior Management Requirements: 5-10 years exp working equities exp masters degree Read more […]
Quant – Risk & Controls recruitment
I am currently recruiting for a global and successful investment banking group, who are looking to expand in one of their more quantitative areas. This new and exciting AVP position will provide oversight and close interaction with the quant team, to advise on key risks and controls they face as a business. The successful candidate will be expected to build relations with senior stakeholders in the quant team, which will see a large learning curve on areas such as model validation, model development, C++, Matlab, VBA, and gain exposure to a wide variety of complex asset classes. Salary up to £60k, Read more […]
Quant, Derivatives Valuation, New York recruitment
This role will give you the opportunity to review appropriateness of model inputs, model limitations, and assess the need for model valuation adjustments. You will review and improve upon existing methodologies and escalate findings to senior management, traders, risk, etc.Requirements include:-A master’s degree at a minimum-2-8 years in a valuations role-Specific experience in equity interest rate, credit and commodity derivative valuation -excellent written and oral communication skills-Strong computer programming skills including C++, Matlab, JAVA, and Excel, ACCESS VBA required- Strong computational Read more […]
Front Office FX Quantitative Analyst/Quant – Leading Investment Bank – London recruitment
The candidate will gain experience which will propel his/her career making this individual one of the most attractive and hireable in the market. This role is fast becoming one of the most sought after positions amongst front-office Quant’s, and only those with exceptional talent will succeed.Responsibilities include but are not limited to;Conducting daily derivative analysis and pricing models for front office tradingResearching and understanding model risk and implementation of strategiesDeveloping your own models, to be used by most senior tradersThe ideal candidate will come from the following Read more […]
Financial Engineer, Quant, Java/C++, Banking, London recruitment
Financial Engineer, Quant, Java/C++, Banking, LondonThis Financial Engineer role is working for a fast growing, privately-held company providing cutting edge solutions to the Banking industry. The company are looking for candidates with a strong mathematical background to utilise their skills to the financial modelling of inflation and rates derivatives markets in a cross asset team. It is a Front Office facing role which will involve the development and implementation of complex financial models to be used by traders.The Financial Engineer must have the following key skills:- Excellent programming Read more […]
Quant/Consultant risques matières premières agricoles recruitment
Agritel : Dans l’environnement en pleine croissance des commodities, Agritel est leader du conseil dans la gestion du risque de prix dans les filières agricoles et agro-alimentaires. Evoluant principalement dans les métiers des grains et des oléagineux, Agritel accompagne chaque maillon de la filière confronté à une volatilité des prix croissante (agriculteurs, coopératives, négoces, industries agro-alimentaires de première et seconde transformation, distribution) à travers 3 champs d’activité : • Analyse et information de marché • Formation sur la gestion du risque Read more […]
*Urgent* – Quant / Quantitative Developer C++ / C#– 12 CONTRACT – Commodities / Energy Trading House London 3+ yrs experience. recruitment
Key Responsibilities• Improving the design of the IT infrastructure and enhancing the existing C++ library. • Model development and production • Working alongside Trading Desks, Risk Control and IT; enhancing procedures and performance • Researching new architectures and identifying potential improvements Required skills • High end development experience using C++ and C# • Strong experience in Windows/Excel integration technologies – VBA, XLA, XLL, Com and .net • Knowledge of scripting languages (Python, Ruby etc) • Experience with the development and design of Read more […]
Bespoke Systematic FICC Trading Hedge Fund – Quant / Quantitative Researcher 0-2yrs exp- OO Programming – London recruitment
The role will initially start as a hybrid role as a Quant Developer/Quant Researcher role and progress into focussing on Quantitative Research and Analysis after the initial period. My client is keen on those with an excellent academic history in quantitative subjects; First Class degrees, Masters/PhDs, awards and As at A-Level. The successful candidate will have 6 months to 2 years’ experience in finance or as a programmer/developer and want to progress into Quant Research/Analysis. This is a brilliant opportunity to work in a successful, growing and stable Hedge Fund and learn from some Read more […]