Emerging Markets Quantitative Analyst recruitment
The UBS Quant group is currently seeking a Quantitative analyst to focus on the EM space. This is an opportunity to work closely with traders in the development and application of models, analytics and trading tools. Quantitative Analysts are responsible for independently conducting and interpreting quantitative analysis/modelling.Research is primarily focused on creating, analysing and adapting mathematical models for pricing derivatives. Quantitative Analysts apply knowledgeof derivatives and risk processes/theories, and develop independent thinking. They may also participate in client meetings Read more […]
Senior Analyst (Fundamental Analysis) recruitment
EDF Energy is the UK’s largest low carbon electricity generator that operates a diversified generation portfolio of a power and gas assets portfolio that include nuclear, gas and coal power plants, as well as renewable energy. The Optimisation department is accountable for maximising the gross margin of this portfolio within the risk appetite of the Company. An exciting opportunity has arisen for a Senior Analyst to join our Fundamental Analysis team who provide insight into the key drivers onUK electricity prices including underlying fuel prices and the fundamentals of power market supply and Read more […]
Quant – Statistics/Machine Learning Expert recruitment
My client is looking for individuals possessing an excellent academic background (2:1 or better) in Statistics/Machine Learning from strong universities such as Cambridge, Oxford, Imperial, Durham, York and other internationally reputable schools. The role involves analysts seeking patterns in large, dirty and noisy data sets, using techniques such as time series analysis, probability theory and regression analysis.Numerical programming is an integral part of the role: experience in an object oriented language is very desirable. A successful candidate must marry proven quantitative skills with Read more […]
Quantitative Business Analyst / Programmer OTC Pricing recruitment
A global financial trading exchange have an urgent requirement for a Quantitative Business Analyst / Programmer to be responsible for developing pricing models to correctly value OTC products for a VaR ( Value at risk ) based margin calculations and scenario based stress testing of market, credit and liquidity risk. You will develop VaR based models for IR, FX, Equity and commodity OTC instruments in order to establish appropriate margins. As the Quantitative Business Analyst / Programmer you will also design and develop models to measure and manage liquidity risk, concentration risk and wrong Read more […]
Quantitative Analyst Core Library recruitment
The Core Quant team is responsible for the common analytics library used as a basis for the valuation of derivatives positions throughout the investment bank. The principal responsibility for the role will be to support and develop the languages used to represent exotic and structured derivatives in the rates business (utilising in-house languages). This will include providing support, language enhancements, performance improvement, and the addition of features for new markets and new instruments.In addition, the role would involve providing assistance with the general activities of the team – Read more […]
Asset Management Firm Hiring Quant Economists/ Econometricians- London – $ Very Competitive recruitment
Requirements:- Ideally you will have a PhD/ Masters in Economics/ Econometrics. They are also on the hunt for good candidates who have had a lot of exposure on the back-testing side who might have statistics, finance, maths, physics type backgrounds so long as they have done something applied and show an interest for example through their dissertation. Strong time series econometrics is seen as a plus. They are more interested in candidates who have been focused on data driven research as opposed to the methodology In depth R programming is required. Candidates with Internships/ Read more […]
Flow Rates Desk Rates Strategist (Assoc/VP Level) recruitment
The desk strategist will add value by providing the trading and sales desk with superior analytical skills. You will collaborate with the traders on risk analysis, risk reporting, and value added trading strategies. Responsibilities include: You would be responsible for the creation of models, trading strategy analytics, risk and valuation tools to be used by traders and fellow desk strats to better understand risk and help to identify market opportunities: Determine and create the valuation and risk management models that will feed the firm’s books and records for positions 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 […]
Quantitative Analyst – Cross Asset 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 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 a World Class Quant Analytical environment.Submit your CV now to secure an interview.Contact Read more […]
Head of Rates Exotic Quant Team – Tier 1 Investment Bank – Interest Rates Exotic Quant Lead – Fixed Income. Base £140k – £180k recruitment
This is a great opportunity for an experienced exotics quant to lead this elite group of modellers and quantitative developers in a very hands on role. We are searching for a senior individual who wishes to lead a team but stay very much hands on with the modelling and C++ coding. The ideal candidate will have previous rates exotic modelling experience however our client will consider front office quants with experience of other structured products – credit, fx, commodities or equities. This team is also responsible for the architecture of the rates exotic library and therefore we are searching Read more […]