Senior Quant Developer, Front Office Quant Team (VP/Director) recruitment
Additional experience modelling implementing: inflation term structures; Curve building term structure modeling using e.g. Cairns, Nelsson, Vasichek, pricing models for all the bond types and their derivatives will very useful but not essential.RESPONSIBILITIES:Provide a consistent IT framework for quick model building and deploymentMaintain the C++ analytics library (all asset classes) with production level code.Advise on best practice in the design and implementation of C++ models.Manage a build system;Utilise TeamCityBuild automationESSENTIAL EXPERIENCE:5 years+ experience working in either Read more […]
FID, Experienced C++ and C# Programmer, VP, London recruitment
DEPARTMENT OVERVIEW Quantitative Strategies is responsible for modeling, trading analytics, and risk management across the Fixed Income division. Quant Strats consists of four functional groups: Trading Quant Strats, Risk Strats, Core Strats and Sales Quant Strats. Primary business lines supported include Interest Rate Products (Rates), Global Foreign Exchange (GFX), Global Credit Products (GCP), Structured Products, Emerging Markets (EMG) and Commodities. Quant Strats has a presence in Hong Kong, London, New York, Singapore, Sao Paulo, Tokyo and Zurich and is embarking on building out a substantive Read more […]
Exotic Quant Analytics – FO or Risk aligned recruitment
Interested to speak with any quants with exposure to the following models:HestonStochastic volatilityLocal volatility Other equity / commodities or FX exotic pricersThe role will offer the chance to do the following:Really understand the pricing modelWork at Top Tier IB with £3billion + profits in Q1 and Q2 of 2012Intellectually challenging in terms of complex products, models, risks and problemsWork with entire business – trading desk, quant research, quant development, IPV, FO risk, and financeThis role will be AVP level and will pay between £65,000 – 75,000 before bonus. If you are interested, Read more […]
Compliance Advisor – RepoClear recruitment
OverviewLead the advisory relationship with the Fixed Income business providing analysis and advice to the business, in particular with respect to the regulatory requirements for clearing, and EMIR. The candidate will join a dynamic team of compliance professionals responsible for providing advisory support and general Compliance oversight to the fixed income business. The Compliance and Public Affairs Group works closely with other internal and external stakeholders, serving as a valuable partner ensuring an ability to comply with, influence and respond to increasingly complex international regulation, Read more […]
Risk Developer Forexclear recruitment
Overview Reporting to the Risk Manager, FX, and the role will be to support the day-to-day risk management function and to lead implementation and development of risk management solutions. The role will involve gathering the key requirements for the risk management function, including processes, reporting and monitoring requirements and developing the appropriate tools. ResponsibilitiesDevelopment• Ensure best practice, market standards and analytical rigour are applied at all times. • Ensure understanding of detailed calculations, including the assumptions inherent within margin algorithms Read more […]
Front Office Quant recruitment
6 – 12 month contract for a Front Office Quant at a Tier 1 bank, with possibility of going perm. You will write analytics for a cost of funding project, requiring some very advanced model development.You will work in a strong team, with a good manager. The work will stretch your quantitative skills, and give you the opportunity to learn.
Quant Analyst – CVA Model Validation recruitment
Quantitative Analyst – Cross Asset urgently required to work in the front office on the CVA Desk.You possess a minimum of 4 years modelling experience with typical asset Classes like Credit Derivatives, Commodities, Equities Interest Rates IR, FX etc., ideally you will have CVA pricing expertise aswell.You will be testing CVA models to ensure they meet new Basel III regulatory requirements.You need to have strong C++ or C# coding skills combined with excellent Exchange Traded Derivatives knowledge and means testing experience.You will work opposite the Model Validation Risk Control Teams, in Read more […]
Senior Quantitative Analyst – Fixed Income (Credit or Rates) Exotics/Structured Products recruitment
My client is building a Library of Pricing Models that will be used to price any structured products in the market. The team already has specialist Quants in FX, Equity, Hybrid, Commodities; and are now seeking a Credit or Interest Rates specialist to join them. You will be joining this high profile team to Implement the next generation of models using the latest techniques and approaches, a genuine team player, positive and problem solving attitude are essential.You must have:4 years + experience of implementing pricing models in either Credit or Interest Rates for the desk. Either as a Quant Read more […]
ABS Desk Quantitative Analyst recruitment
This position is for a Desk Quant focussing primarily in ABS products. Being part of a global multi-asset Quant Team the new recruit is expected to contribute to business streams.In particular the candidate is expected to play a crucial role in the development of quantitative services for both internal and external bank use.The role requires an individual capable learning to navigate a broad technical set, not limited to pricing and structuring.The ability to be a team player is essential as well as being able to move seamlessly between front office and Quants. Thus the candidate must be an approachable Read more […]
Junior Emerging Markets Quant – FX / Credit Hybrids focussed – Front Office EM Quant Team – Tier 1 Investment Bank – Emerging Markets Quant – Close to Traders – £75k – £100k + Bonus + Package. recruitment
Previous EM experience is not required, but previous front office quant experience is essential. This team is responsible for partnering with the profitable and growing Emerging Markets Business to research and develop new mathematical pricing and risk models. This is a great opportunity to be part of a fast moving journey and have the opportunity to be involved in challenging modelling from the very beginning. As the EM desk is cross asset it will give you an opportunity to build up a broad business knowledge working closely with many different trading desks.This role will involve both long term Read more […]