Quantitative Analyst

4 weeks ago


London, Greater London, United Kingdom Top-Tier Global Investment Bank Full time
Quantitative Analyst - Risk Engine Development

Top-Tier Global Investment Bank seeks a skilled Quantitative Analyst to join their Front Office team supporting FX & Equity Hybrids and Rates trading.

The successful candidate will be responsible for developing and implementing valuation models, tools & pricers into the quant library, including structured FX/IR, FX/Equity models and tools development.

Key responsibilities include:

  • Implementing valuation models, tools & pricers into the quant library
  • Improving Risk systems and tools (C#) and the Risk engines code base
  • Developing models, pricing tools and their system integration with a focus on Equity and FX asset classes
  • Providing modelling support for FRTB/SIMM/VaR systems and quant solutions for the computation of those regulatory metrics

Requirements:

  • Advanced development skills (C++ or C#) from the implementation and support of models
  • Implementation of valuation models, tools & pricers into a Quant library or Risk engine
  • PhD or Masters educated in a scientific field

5 years experience in one or more of the following areas:

  • IBOR Benchmark reform, e.g. RFR cap/floor pricing or CMS Fallback
  • Development of models, pricing tools and their system integration with a focus on Equity and FX asset classes
  • Providing modelling support for FRTB/SIMM/VaR systems and quant solutions for the computation of those regulatory metrics

Experience & Skills per role:

  • Strong knowledge of Interest Rate models
  • Proven ability to provide support to the trading desk and risk management
  • Experience in calibration of Stoch & Local Vol models

Vice President - Pricing Models and Risk Management

Top-Tier Global Investment Bank is seeking a seasoned Vice President to lead their Pricing Models and Risk Management team.

The successful candidate will be responsible for developing and implementing valuation models, tools & pricers into the quant library, including structured FX/IR, FX/Equity models and tools development.

Key responsibilities include:

  • Leading the development and implementation of valuation models, tools & pricers into the quant library
  • Improving Risk systems and tools (C#) and the Risk engines code base
  • Developing models, pricing tools and their system integration with a focus on Equity and FX asset classes
  • Providing modelling support for FRTB/SIMM/VaR systems and quant solutions for the computation of those regulatory metrics

Requirements:

  • Advanced development skills (C++ or C#) from the implementation and support of models
  • Implementation of valuation models, tools & pricers into a Quant library or Risk engine
  • PhD or Masters educated in a scientific field

5 years experience in one or more of the following areas:

  • IBOR Benchmark reform, e.g. RFR cap/floor pricing or CMS Fallback
  • Development of models, pricing tools and their system integration with a focus on Equity and FX asset classes
  • Providing modelling support for FRTB/SIMM/VaR systems and quant solutions for the computation of those regulatory metrics

Experience & Skills per role:

  • Strong knowledge of Interest Rate models
  • Proven ability to provide support to the trading desk and risk management
  • Experience in calibration of Stoch & Local Vol models


  • Quantitative Analyst

    4 weeks ago


    London, Greater London, United Kingdom Hunter Bond Full time £70,000 - £275,000

    Job Title: Quantitative AnalystAt Hunter Bond, we are seeking a talented Quantitative Analyst to join our team of experts in building high-performance trading platforms. As a Quantitative Analyst, you will work closely with our team to design and develop cutting-edge trading solutions that drive business growth.Key Responsibilities:* Collaborate with our...

  • Quantitative Analyst

    3 weeks ago


    London, Greater London, United Kingdom BlueCrest Capital Management Full time

    Job Title: Quantitative AnalystJob OverviewWe are seeking a skilled Quantitative Analyst to join our team at BlueCrest Capital Management. As a Quantitative Analyst, you will be responsible for maintaining and enhancing our quant analytics libraries, as well as collaborating with our commodities traders to meet their pricing, risk, and market analysis tool...

  • Quantitative Analyst

    4 weeks ago


    London, Greater London, United Kingdom caia - Jobboard Full time

    Join Our Team as a Quantitative AnalystWe're seeking a highly skilled Quantitative Analyst to join our team at Goldman Sachs. As a Quantitative Analyst, you'll work closely with our sales and trading desks to develop and implement quantitative models that drive business growth.Key Responsibilities:Develop and maintain complex mathematical models to analyze...

  • Quantitative Analyst

    3 weeks ago


    London, Greater London, United Kingdom Cititec Talent Full time

    Quantitative AnalystCititec Talent is seeking a skilled Quantitative Analyst to join our team. As a Quantitative Analyst, you will play a critical role in the development, implementation, and continuous improvement of our risk management systems, with a particular focus on Value-at-Risk (VaR) engines.Key Responsibilities:Develop and enhance VaR engines to...

  • Quantitative Analyst

    4 weeks ago


    London, Greater London, United Kingdom Acord (association For Cooperative Operations Research And Development) Full time

    Quantitative AnalystCitigroup Inc. is seeking a highly skilled Quantitative Analyst to join our Markets Quantitative Analysis team. As a Quantitative Analyst, you will be responsible for creating, implementing, and supporting analytics for Markets Front Office CCR RWA across multiple asset classes. You will leverage a wide variety of mathematical and...

  • Quantitative Analyst

    1 month ago


    London, Greater London, United Kingdom Vertus Partners Full time

    Quantitative AnalystVertus Partners is seeking a skilled Quantitative Analyst to join our Research-Aligned Quantitative Analytics team. As a Quantitative Analyst, you will work closely with our Cross-Asset Researchers to develop solutions used directly in PnL generation. Your core responsibilities will include sourcing and implementing new datasets for the...

  • Quantitative Analyst

    1 month ago


    London, Greater London, United Kingdom Qube Research & Technologies Limited Full time

    Unlock Your Potential as a Quantitative Analyst at Qube Research & Technologies LimitedQube Research & Technologies Limited is a global leader in quantitative and systematic investment management. We're seeking a highly skilled Quantitative Analyst to join our team and contribute to our mission of delivering high-quality returns for our investors.Your Key...

  • Quantitative Analyst

    4 weeks ago


    London, Greater London, United Kingdom Cititec Talent Full time

    About the RoleCititec Talent is seeking a skilled Quantitative Analyst to join our team in the commodities space. As a Quantitative Analyst, you will work closely with traders, risk managers, and other stakeholders to develop and enhance quantitative models and tools.Key Responsibilities:Design, develop, and maintain quantitative models and analytics tools...


  • London, Greater London, United Kingdom Alexander Ash Consulting Full time

    Quantitative Developer/AnalystYou will work closely with quantitative analysts and researchers to implement quantitative research frameworks in Python, including integrating models, algorithms, analytics, and research tools. This role is ideal for someone with strong Python development skills and a deep understanding of software engineering principles, as...

  • Quantitative Analyst

    4 weeks ago


    London, Greater London, United Kingdom Vertus Partners Full time

    Quantitative Analyst - C++ - FXVertus Partners is seeking a talented Quantitative Analyst with strong knowledge of C++ to join their dynamic and agile team.You will be an expert in C++ and will design, implement and document algorithms to drive business success.As a key member of the team, you will play a critical role in developing and maintaining pricing...


  • London, Greater London, United Kingdom Selby Jennings Full time

    Quantitative Data AnalystWe are seeking a highly skilled Quantitative Data Analyst to join our Data Search & Analytics team. As a Quantitative Data Analyst, you will collaborate closely with researchers and trading desks to improve productivity and optimize the use of data across the firm's trading systems. Your strong technical background, intellectual...

  • Quantitative Analyst

    4 weeks ago


    London, Greater London, United Kingdom Vertus Partners Ltd Full time

    Job Title: Quantitative AnalystJob Description:We are seeking a skilled Quantitative Analyst to join our team at Vertus Partners Ltd. The successful candidate will be responsible for developing and integrating pricing models for our real-time data analytics platform.Key Responsibilities:Develop and integrate pricing modelsWork in a team environment with...

  • Quantitative Analyst

    4 weeks ago


    London, Greater London, United Kingdom Paragon Alpha - Hedge Fund Talent Business Full time

    Job OverviewParagon Alpha, a leading hedge fund talent business, is seeking a skilled Quantitative Analyst to join their team. The successful candidate will be responsible for automating data/research processes using Python, Pandas, and AWS.Key Responsibilities:Partner with Quantitative Researchers to develop sophisticated infrastructureWork with onboarding...


  • London, Greater London, United Kingdom Fourier Ltd Full time

    Quantitative Analyst Role at Fourier LtdWe are seeking a highly skilled Junior Quantitative Modelling Specialist to join our experienced team of Front Office, Fixed Income Quants as a Quantitative Analyst. The successful candidate will be responsible for the review and improvement of current risk and pricing models, with a focus on developing and...


  • London, Greater London, United Kingdom Referment Full time

    Job Title: Quantitative Credit AnalystJob Description:We are seeking a highly skilled Quantitative Credit Analyst to join our team at Referment. As a Quantitative Credit Analyst, you will be responsible for building models and tools to support our Credit division. You will work closely with our portfolio managers and traders to develop pricing models for...

  • Quantitative Analyst

    1 month ago


    London, Greater London, United Kingdom caia - Jobboard Full time

    Quantitative Analyst PositionWe are seeking a highly skilled Quantitative Analyst to join our team in London. As a Quantitative Analyst, you will be responsible for developing and implementing statistical and mathematical models to analyze and optimize financial data.Key Responsibilities:Design and implement statistical models to analyze and optimize...


  • London, Greater London, United Kingdom Quantitative Talent Ltd Full time

    Job Description:As a Senior Options Market Making Quantitative Analyst at Quantitative Talent Ltd, you will play a critical role in developing and deploying innovative algorithmic trading strategies focused on options market making in the Brazilian market.Your primary responsibilities will include designing, implementing, and integrating options market...


  • London, Greater London, United Kingdom Quantitative Talent Ltd Full time

    Quantitative Talent Ltd is a leading provider of quantitative trading solutions, and we are seeking a highly skilled Brazil Options Market Making Quantitative Trader to join our team in London. The successful candidate will design, implement, and integrate options market making models into our production environment, conduct in-depth analysis of options data...


  • London, Greater London, United Kingdom Vertus Partners Full time

    Job Title: Quantitative Data AnalystVertus Partners, a leading Hedge Fund at the forefront of Quantitative Finance, is seeking an experienced Quantitative Data Analyst to join its team.Key Responsibilities:Develop and maintain data pipelines to ensure the availability and integrity of market data.Design and implement tools for data analysis, visualization,...

  • Quantitative Analyst

    1 month ago


    London, Greater London, United Kingdom Rothesay Group Full time

    Role OverviewRothesay Group is seeking a skilled Quantitative Analyst to join its team. As a key member of the business unit, you will work closely with traders and structuring teams to analyze trades and asset origination opportunities for execution and ongoing measurement and management.The successful candidate will have advanced quantitative skills, with...