Senior Exotic Modelling Quant with strong C++ – Front Office Quant Team – Director Level – Rates / Credit / FX – Base £140k – £180k recruitment
Our client is open to applicants with an exotics background from a Rates / Credit or FX Front Office Quant Team.The successful individual will be a senior member of the Rates Exotic Quant team and be responsible for improving the quantitative models from both a mathematical and technical perspective. Requirements: 8+ years in a front office exotic quant team.Strong business knowledgeMathematical backgroundStrong C++ coding capabilities.Experience of delivering large projects within a front office quant team e.g. new pricing engines / risk systems.For more information, to apply or to recommend Read more […]
Entry-level Quant – Tier 1 Bank – PhD Top University – 50-80k recruitment
Entry-level Quant – Tier 1 Bank – PhD Top University – 50-80k A global Investment Bank is seeking an entry-level Quant for a front-office role on their Interest Rate Derivative desk in London. The role will encompass the full spectrum of front-office Quant work: theoretical modelling and algorithm development, short-term/quick-fix coding implementation and desk support to the traders.This role is for an entry-level Quant – a recent PhD graduate or somebody with some experience outside the industry. It is essential that all applicants have completed and had their PhD awarded. Your PhD and first Read more […]
Flow Rates Quant Analyst/Quant Developer – Flow Desk – Tier 1 Investment Bank recruitment
My client is seeking an experienced Quant Analyst/Quant Developer to join a Flow rates desk. You must have experience working with Flow Interest Rate products, Curve construction and be keen to join a dynamic and fast paced environment.Responsibilities:Working with and supporting the Flow Interest Rates trading desk on a day-day basis.Working with the Front Office to advance the analytics availableManagement of a cross-desk support team working with several Fixed Income Flow trading desksDevelopment of new yield curve, bond, inflation product analyticsSupport of the existing Fixed Income Rates Read more […]
Mid Level Quantitative Researcher- Medium Frequency Fund- London-£ Very Competitive recruitment
Role:- This is an important hire as they are searching for a quantitative researcher with exceptional technical abilities who can research and develop ways to improve their current core strategies and create new quantitative trading algorithms to complement and diversify the firm’s main strategies. The job will involve developing methods to make existing systems more efficient, profitable and robust and researching and developing new trading strategies. Requirements:- You must have a strong background in the asset management industry with extensive trading/ strategy knowledge and Read more […]
entry level algo quantitative research position – London recruitment
The Algo quant will be responsible for :Intraday trading strategies automation, Exposure to various successful trading models across commodities, FX and equitiesOptimizing and maintaining existing trading algorithms Working closely with the senior trader to research micro-pattern and identify new trading pattern Supporting the senior trader on day – to – day trading operation.Requirements:Solid Java / C++ coding skills. Internship experience is highly preferable Strong numerical skills Must be PhD degree holder in data related subjects ( eg. signal process, machine learning, applied math etc.) Read more […]
Leading Buy Side Firm are looking for a Quantitative Analyst – recruitment
The role focuses on the design, development and maintenance of their risk management models, tactical applications and analytics library alongside new product research and other quantitative tasks on an ad-hoc or project basis. The role also covers the model validation of an OTC clearing platform (Murex) native risk analytics and pricing models.Candidates require at least a Masters degree in a quantitative discipline (preferably with a strong mathematics focus) hands-on experience developing quantitative models and a specialist knowledge of either IR/FX products alongside other asset classes. Advanced Read more […]
Credit Derivatives Quantitative Analyst recruitment
Job Specification: Credit Derivatives Quantitative Analyst Date Open: 17 April 2012 Contact: jobs@opengamma.com Job Location: 185 Park Street, London, SE1 9BL OpenGamma is the author and sponsor of the OpenGamma Platform, the first Open Source platform for quantitative finance. Used by investment banks, hedge funds, and others, this revolutionary technology allows firms to focus on their proprietary approaches to the market, without having to recreate the same technology as other firms. We’ve put together a team that spans some of the best-of-the-best across financial services (Vega Asset Management, Read more […]
Senior High Freq Quant – Systematic Trading team – Top EQ Fund recruitment
My client is a top international Hedge Fund who are looking to add a bring in a Senior Quantitative Analyst to their London-based High Frequency Quant Research team. The successful candidate will work closely with the senior PMs on developing, implementing and improving trading strategies for High Frequency Systematic EquitiesDuties and Responsibilities – Conduct research and statistical analyses of equity securities- Develop core algorithms and models leading directly to trading decisions- Lead the research and development of trading framework and strategies- Maintain and improve existing trading Read more […]
Quant Analyst – Rates / FX / Hybrids / Fixed Income – Leading Global Investment Bank – London & Hong Kong recruitment
Working in the Front Office, the role constitutes an opportunity to work within a dynamic and stimulating environment, facing off to Senior Traders. The roles revolve around modelling and pricing activities within Foreign Exchange, Interest Rate or Hybrids markets. Quantitative Analytics is lucrative career providing you with opportunity to travel, quickly progress through the ranks and to utilise your academic skills. Required skills: – PhD or DEA or Masters in Maths/Physics/Computer Science/Statistics or related subjects – Excellent Numerical Skills – Show keen interest in the Read more […]
Ultra High Frequency Firm Hiring Quant Analysts- Equities- London- £Competitive recruitment
Role:- Your role will involve the quantitative research, software development, production analyses and improvement of quantitative trading strategies. You will be expected to clean and process data, work on financial and mathematical theory as well as perform modelling, evaluation and simulations. Requirements:- Extensive Knowledge of computer science: algorithms, data structures and techniques. A strong grasp of C++. PhD/MS in Computer Science, Math, Operations Research, Statistics, Physics or similar field. Ideally 2 plus years of working within equities statistical arbitrage. Read more […]