Manager, FX Quantitative Analytics recruitment
The role will lead the financial engineering team focused on developing pricing and risk analytics for the FX and Commodity derivatives markets. The role will require you to be able to simultaneously work with traders and other end users on specific issues while also moving the strategic agenda forward with regards to the strategic developments of the cross asset quant library from an FX and Commodity perspective.We are looking for someone with significant experience within FX Quant Analytics, including stoch vol modeling and 2nd generation exotics. Strong programming skills are required, as is Read more […]
Senior Quant – Model Validation recruitment
A very profitable global investment bank is expanding their Front Office Quantitative Analytics team and looking to make a number of technical hires in the model validation space. The team reviews and validates the pricing models for the Valuation and the Risk Management teams. They will also get to advise on improvements to the current process and will be heavily involved in accurate documentation for senior management. The successful individuals for the role will be educated to PhD level with practical experience of C++ and solid experience in implementation and derivatives modelling across Read more […]
Cross Asset Quantitative Analyst recruitment
My client is a start-up Financial Services company, which is currently looking to hire a senior Quantitative Analyst.My client offers a service to Institutional Investors (II) that helps run/monitor their portfolios. The II only gets information once a month from the fund manager on the exposure/returns etc, they also don’t interact with the Prime Brokerage, Fund Accountant, Broker etc or have a detailed picture of what is happening with their portfolio. The successful candidate will be responsible for: – Measuring risk and performance metrics across multi-asset portfolios Read more […]
Interest Rates Quant recruitment
The role will be based in their Interest Rates Financial Engineering team, developing pricing and risk analytics for the rates and inflation markets. They will work closely with traders and other end users as well as moving the internal strategic agenda forward, including a significant project to refactor and componentize their cross asset analytics library.We are looking for an experienced Quantitative Analyst who has experience in developing interest rates models that have progressed through to the trading platform, for example the BGM model. Preferably you will have a PHD and Exotic Interest Read more […]
Quant Analyst, Graduate Level, Pension Fund Industry, London recruitment
Quant Analyst to join a fast growing organic company who specialise in managing defined-benefit scheme Pension Fund Risk, Assets and Liabilities. London based West End. This is a great opportunity for graduates to enter the financial world and gain immediate exposure to a broad range of financial instruments Fixed Income products, Interest Rate products, Equities, OTC Derivatives and Real Estate. It is a highly quantitative, numerate and analytical role where you will be involved with modelling your clients asset portfolios in a sophisticated asset trading platform and carrying out asset Read more […]
Quant Analyst, Investment Bank, Front Office Rates & Credit desk recruitment
Vacancy: Quant Analyst to join a leading Investment Bank in Londons ever popular City. Your positioning within the business will be as Front Office as possible supporting the traders daily in terms of providing risk and pricing tools around the following financial instruments: Fixed Income, Credit and Commodities. This is a highly numerate and technical role, however no experience in Finance is required. My client is keen meet people outside of industry who think they might have the relevant skills and are thus calling upon people from the Gaming, Online Betting and Gambling and general Technological Read more […]
Senior Quant – Model Validation – Investment Bank recruitment
You must have experience of models across Fixed Income (Interest Rates, Inflation and/or Credit) or FX (Equity, commodities and EM also considered). Your background will ideally be:Senior Quant from a front office modelling or model validation team.Developing models for derivative products within a financial institution.Liaison with other business and control functions to ensure a coordinated, integrated approach is delivered to the trading desk, as requiredStrong analytical skills with a good judgement (market fluctuations, people).Exceptional academic background with a PhD or a Masters degree Read more […]
Fixed Income Quant -VP level. Flow / Options modelling £90-120k recruitment
Fixed Income Quant -VP level. Flow / Options modelling £90-120kA leading European Investment Bank is seeking a Quant Analyst with prior experience in a front-office Rates modelling team. This role sits within the Flow team, but will include extensive model development around options and funding. Applicants from Flow or Exotics rates backgrounds will be considered.This represents a unique chance to join an increasingly important Flow desk, but to maintain a strong quantitative focus often only found in now declining Exotics desks. It is also essential that all applicants regard themselves as expert Read more […]
Quant Developer, C++, Fixed Income Flow, Investment Bank, VP recruitment
Vacancy: Quant Developer in a Global Investment bank, boasting a strong reputation in the Fixed Income space. Tech: C++ into Windows and Linux. Base – ~100k baseThe role: You will be involved with all new projects planned for 2012 in the Fixed Income Flow space, related to bringing new products on board and pricing these. Other daily responsibilities will be around the C++ Quant Library used by the traders in terms of enhancing, refactoring, optimising etc. This is a fairly senior hire for someone with around 4-5 years experience as a quant developer who has expert C++. The level of business knowledge Read more […]
High Freq Quant needed for Systematic Trading team recruitment
My client is a top international Hedge Fund who are looking to add a Mid level Quantitative Analyst to their London-based High Frequency Quant Research team. The successful candidate will work closely with the Traders as well as the Senior researchers on developing, implementing and improving trading strategies for High Frequency Systematic Equities Duties and Responsibilities – Conduct research and statistical analyses of equity securities – Develop core algorithms and models leading directly to trading decisions – Assist in the research and development of trading framework and strategies – Maintain Read more […]