SPG, Synthetics, Risk, Middle Office, SWAPS, Settlements, Products, Equities, Hedge, Hedging, Trading, Associate, Analyst, Equity, Derivatives, Reconciliations, Trade Bookings, Banking, Investment, Banking, London. I am looking for an Analyst/Associate with strong skills in Synthetics, Swaps, SPG, Settlements, Equities, Hedges and Synthetic Products to work for a World leading investment bank located in London on a … external stakeholders to provide market leading business enablement and risk and control services. Synthetics Risk Middle Office provides front to back post-execution support to equity based derivative activity in Europe. The Middle Office team has critical focus on front office day to day risk and trading surveillance, new issuances, client queries, corporate actions processing and strategic … enhancements SKILLS & EXPERIENCE 2 - 5 years’ experience working in a Trade Processing team supporting an Equities business Ability to demonstrate an understanding of a range of EquityDerivative products, as well as Cash Securities and Listed Derivatives Strong Teamwork skills – for working with both internal departments in EMEA and globally Track record in the development of client More ❯
SPG, Synthetics, Risk, Middle Office, SWAPS, Settlements, Products, Equities, Hedge, Hedging, Trading, Associate, Analyst, Equity, Derivatives, Reconciliations, Trade Bookings, Banking, Investment, Banking, London. I am looking for an Analyst/Associate with strong skills in Synthetics, Swaps, SPG, Settlements, Equities, Hedges and Synthetic Products to work for a World leading investment bank located in London on a … external stakeholders to provide market leading business enablement and risk and control services. Synthetics Risk Middle Office provides front to back post-execution support to equity based derivative activity in Europe. The Middle Office team has critical focus on front office day to day risk and trading surveillance, new issuances, client queries, corporate actions processing and strategic … enhancements SKILLS & EXPERIENCE 2 - 5 years’ experience working in a Trade Processing team supporting an Equities business Ability to demonstrate an understanding of a range of EquityDerivative products, as well as Cash Securities and Listed Derivatives Strong Teamwork skills – for working with both internal departments in EMEA and globally Track record in the development of client More ❯
SPG, Synthetics, Risk, Middle Office, SWAPS, Settlements, Products, Equities, Hedge, Hedging, Trading, Associate, Analyst, Equity, Derivatives, Reconciliations, Trade Bookings, Banking, Investment, Banking, London. I am looking for an Analyst/Associate with strong skills in Synthetics, Swaps, SPG, Settlements, Equities, Hedges and Synthetic Products to work for a World leading investment bank located in London on a … external stakeholders to provide market leading business enablement and risk and control services. Synthetics Risk Middle Office provides front to back post-execution support to equity based derivative activity in Europe. The Middle Office team has critical focus on front office day to day risk and trading surveillance, new issuances, client queries, corporate actions processing and strategic … enhancements SKILLS & EXPERIENCE 2 - 5 years’ experience working in a Trade Processing team supporting an Equities business Ability to demonstrate an understanding of a range of EquityDerivative products, as well as Cash Securities and Listed Derivatives Strong Teamwork skills – for working with both internal departments in EMEA and globally Track record in the development of client More ❯
london (city of london), south east england, united kingdom
Strategic Staffing Solutions
SPG, Synthetics, Risk, Middle Office, SWAPS, Settlements, Products, Equities, Hedge, Hedging, Trading, Associate, Analyst, Equity, Derivatives, Reconciliations, Trade Bookings, Banking, Investment, Banking, London. I am looking for an Analyst/Associate with strong skills in Synthetics, Swaps, SPG, Settlements, Equities, Hedges and Synthetic Products to work for a World leading investment bank located in London on a … external stakeholders to provide market leading business enablement and risk and control services. Synthetics Risk Middle Office provides front to back post-execution support to equity based derivative activity in Europe. The Middle Office team has critical focus on front office day to day risk and trading surveillance, new issuances, client queries, corporate actions processing and strategic … enhancements SKILLS & EXPERIENCE 2 - 5 years’ experience working in a Trade Processing team supporting an Equities business Ability to demonstrate an understanding of a range of EquityDerivative products, as well as Cash Securities and Listed Derivatives Strong Teamwork skills – for working with both internal departments in EMEA and globally Track record in the development of client More ❯
SPG, Synthetics, Risk, Middle Office, SWAPS, Settlements, Products, Equities, Hedge, Hedging, Trading, Associate, Analyst, Equity, Derivatives, Reconciliations, Trade Bookings, Banking, Investment, Banking, London. I am looking for an Analyst/Associate with strong skills in Synthetics, Swaps, SPG, Settlements, Equities, Hedges and Synthetic Products to work for a World leading investment bank located in London on a … external stakeholders to provide market leading business enablement and risk and control services. Synthetics Risk Middle Office provides front to back post-execution support to equity based derivative activity in Europe. The Middle Office team has critical focus on front office day to day risk and trading surveillance, new issuances, client queries, corporate actions processing and strategic … enhancements SKILLS & EXPERIENCE 2 - 5 years’ experience working in a Trade Processing team supporting an Equities business Ability to demonstrate an understanding of a range of EquityDerivative products, as well as Cash Securities and Listed Derivatives Strong Teamwork skills – for working with both internal departments in EMEA and globally Track record in the development of client More ❯
terrace and take in the spectacular views across London. Finally, your physical wellness is well-catered for with our onsite gym facilities and medical centre. The Team: The Equity Client Solutions Business, Finance Analysis team is comprised of 20 dedicated professionals, with associates based in both London and Chester. The primary function of the Equity Business … is to provide control & business advisory guidance. Key business partners are the Trading Desk, Global Valuation Group (GVG), Credit & Market risk, Regulatory Reporting and the RWA team. The Equity Business, Finance Management & Strategy team supports the Equity Trading Desk; this comprises Equity Client Solutions, Equity Execution Services, Equity Synthetics and … Qualified CFA or Accountant (ACA, ACCA, CIMA or equivalent Previous CFO Banking experience Good working knowledge of accounting concepts Good understanding of Product Control and IPV function Knowledge of Derivative Exotic products Proven Excel skills with the ability to build and use spreadsheets Demonstrable risk identification and management Bank of America Benefits of working at Bank of America: UK More ❯
Senior Java Quant Developer - EquityDerivatives United Kingdom Information Technology (IT), Quantitative Analysis, Sales and trading Investment Bank Job Reference # 319773BR City London Job Type Full Time Your role Do you want to play a key role in the front-office of an investment bank? Are you passionate about electronic trading technology? Do you have a background … responsive, more adaptable, and ultimately more innovative. We're looking for a senior Java developer to: • design, develop and support the US-centric variant of our EquityDerivative pricing and electronic trading platform, working alongside business users to translate complex business and regulatory requirements into innovative solutions. • apply a broad range of software engineering practices to ensure … share knowledge and expertise with colleagues, help with hiring, and contribute regularly to our engineering culture and internal communities. You'll be working in the Principal Algorithmic Trading EquityDerivatives crew in London. You will be part of a global development team, working closely with the front office to build out and support user-facing sales and trading More ❯
commitment to global placements. Job Description The Business Analyst (BA) will be part of a team responsible for developing innovative front-office applications supporting the e-Commerce of EquityDerivatives (EQD) and Fixed Income products. This department's Regulatory Sales Tools development team designs and develops applications integral to the sales desktop. Users are based in various divisions More ❯
international placements. Job Description The BA will be part of a team who is responsible for the development of innovative front-office applications supporting the e-Commerce of EquityDerivatives (EQD) and Fixed Income products. Within this department, the Regulatory Sales Tools development team is responsible for the design and development of a number of applications that are More ❯
criteria: Strong Python skills (for example 5+ years), including libraries like NumPy, Pandas, Polars. Experience in C++ and scripting (e.g., Bash) is a plus. Background in equities/equityderivatives trading. Problem-solving mindset, comfortable in a fast-paced, collaborative environment. Degree in Computer Science, Engineering, or related field (Master’s preferred). Why apply? Work with exceptional More ❯
of applications that provide critical information for traders across the Equities business. The applications you will be supporting are mostly database dependent applications and sits predominantly in the EquityDerivatives area. Responsibilities include: Work on stability enhancements to the Bank's Equities platform. Documenting any resolutions with the user as well as training them to reduce issues. Establishing More ❯
A leading UK Bank are recruiting for a Senior Quant Algo Developer supporting the EquityDerivatives team building algorithmic volatility trading stack and markets facing analytics working alongside traders, developers, quants, compliance and risk teams. Responsibilities will include: Development and delivery of high-quality software solutions by using industry aligned programming languages, frameworks, and tools. Ensuring that code More ❯
A leading UK Bank are recruiting for a Senior Quant Algo Developer supporting the EquityDerivatives team building algorithmic volatility trading stack and markets facing analytics working alongside traders, developers, quants, compliance and risk teams. Responsibilities will include: Development and delivery of high-quality software solutions by using industry aligned programming languages, frameworks, and tools. Ensuring that code More ❯
Job Title: Contract C++ Quant Developer - Core Library Architect Role Overview We are seeking a highly skilled Contract C++ Quant Developer to join our EquityDerivatives Quant team within Global Banking and Markets. This role is focused on the design and implementation of the core quantitative pricing library architecture , supporting structured equity derivatives. The successful candidate … Risk, Finance, and Technology teams to deliver mission-critical components of our quant platform. Key Responsibilities Architect and implement the core quant pricing library in C++ for structured equity derivatives. Design and build infrastructure for: FRTB IMA regulatory reporting End-of-day and intraday risk and P&L calculations Market data marking pipelines Collaborate with Quant Modellers to … driven development and CI/CD pipelines . Degree in Mathematical Finance, Mathematics, Physics, Computer Science, or related field from a top-tier university. Desirable Skills Knowledge of: Equity and EquityDerivatives instruments Risk measures: VaR, ES, P&L explain, sensitivity analysis Distributed computing and serialization techniques Cross-platform C++ development Excel for data analysis and More ❯
Clearing Limited (HKEX) is a publicly-traded company (HKEX Stock Code:388) and one of the world's leading global exchange groups, offering a range of equity, derivative, commodity, fixed income and other financial markets, products and services, including the London Metals Exchange. As a superconnector and gateway between East and West, HKEX facilitates the two-way More ❯
Join us as a Senior Quant Algo Developer at Barclays, supporting the Equity Flow Derivatives business, where you will help build our algorithmic volatility trading stack and market-facing analytics. In this role, you will work alongside traders, developers, quants, compliance, and risk teams to help manage risk and make a positive, significant impact on our revenue generation. … experience with: Algorithm development experience with low-latency modern C++ Experience with data engineering practices using KDB+/q Practical knowledge of volatility trading and market microstructure in equityderivatives Some other highly valued skills may include: Master's or PhD in STEM (math, statistics, or computer science) Machine learning and optimization theory Knowledge of Python & Rust You More ❯
an Associate into their sell side Quant Research team. In this fantastic role, you will advise clients on a broad range of quant tactics and strategies such as equity volatility, equityderivatives, dividends, correlations, derivatives, cross-asset relative value, and vol arb. You will write research on systematic alpha and hedging strategies, primarily using derivatives and … work with the equity structuring team to create algorithmic Quantitative Investment Strategies A cross product role, the position also involves working with equity and cross-asset strategists, economists, data science team and single stock analysts on trading and investment ideas. The successful candidate will be: associate level quant from a sell or buy side firm exceptional … mathematical background ideally you will have some experience in trading, equityderivatives, statistical research, quant strategy brilliant coding skills including Python/C++ highly outgoing very interested in financial markets More ❯
an Associate into their sell side Quant Research team. In this fantastic role, you will advise clients on a broad range of quant tactics and strategies such as equity volatility, equityderivatives, dividends, correlations, derivatives, cross-asset relative value, and vol arb. You will write research on systematic alpha and hedging strategies, primarily using derivatives and … work with the equity structuring team to create algorithmic Quantitative Investment Strategies A cross product role, the position also involves working with equity and cross-asset strategists, economists, data science team and single stock analysts on trading and investment ideas. The successful candidate will be: associate level quant from a sell or buy side firm exceptional … mathematical background ideally you will have some experience in trading, equityderivatives, statistical research, quant strategy brilliant coding skills including Python/C++ highly outgoing very interested in financial markets More ❯
an Associate into their sell side Quant Research team. In this fantastic role, you will advise clients on a broad range of quant tactics and strategies such as equity volatility, equityderivatives, dividends, correlations, derivatives, cross-asset relative value, and vol arb. You will write research on systematic alpha and hedging strategies, primarily using derivatives and … work with the equity structuring team to create algorithmic Quantitative Investment Strategies A cross product role, the position also involves working with equity and cross-asset strategists, economists, data science team and single stock analysts on trading and investment ideas. The successful candidate will be: associate level quant from a sell or buy side firm exceptional … mathematical background ideally you will have some experience in trading, equityderivatives, statistical research, quant strategy brilliant coding skills including Python/C++ highly outgoing very interested in financial markets More ❯
an Associate into their sell side Quant Research team. In this fantastic role, you will advise clients on a broad range of quant tactics and strategies such as equity volatility, equityderivatives, dividends, correlations, derivatives, cross-asset relative value, and vol arb. You will write research on systematic alpha and hedging strategies, primarily using derivatives and … work with the equity structuring team to create algorithmic Quantitative Investment Strategies A cross product role, the position also involves working with equity and cross-asset strategists, economists, data science team and single stock analysts on trading and investment ideas. The successful candidate will be: associate level quant from a sell or buy side firm exceptional … mathematical background ideally you will have some experience in trading, equityderivatives, statistical research, quant strategy brilliant coding skills including Python/C++ highly outgoing very interested in financial markets More ❯
london (city of london), south east england, united kingdom
Greenwich Partners
an Associate into their sell side Quant Research team. In this fantastic role, you will advise clients on a broad range of quant tactics and strategies such as equity volatility, equityderivatives, dividends, correlations, derivatives, cross-asset relative value, and vol arb. You will write research on systematic alpha and hedging strategies, primarily using derivatives and … work with the equity structuring team to create algorithmic Quantitative Investment Strategies A cross product role, the position also involves working with equity and cross-asset strategists, economists, data science team and single stock analysts on trading and investment ideas. The successful candidate will be: associate level quant from a sell or buy side firm exceptional … mathematical background ideally you will have some experience in trading, equityderivatives, statistical research, quant strategy brilliant coding skills including Python/C++ highly outgoing very interested in financial markets More ❯
Java Python Developer - Equity Derivs Hedge Fund £200,000 Job Description Quant Capital is urgently seeking a Java Python Developer to join our high-profile client in their main development team. Our client is one of the largest Quant Investment managers globally, with a focus on equity derivatives. About the Company The company values tech enthusiasts More ❯
C++, Python, Equity Volatility, Macro, Pricing Models, Quant Research McGregor Boyall are partnered with a leading hedge fund expanding their Macro Trading Team which a focus on Equity Volatility. The role centers on developing sophisticated local and stochastic volatility implementations while spearheading their C++17 to C++20 modernization initiative. You'd be building real-time P&L … attribution systems and risk engines that directly support portfolio managers trading complex equityderivatives and volatility indices. Blend of cutting-edge quantitative research with production-grade engineering - you'd be designing macro time series frameworks for backtesting while implementing calibration algorithms for exotic products. This role requires 4 days onsite in Central London. Required Skills: - Excellent C++ programming … clean code - Strong Python programming ability - Prior experience as a quant developer/researcher working at either a leading Investment Bank or Hedge Fund - Expert-level understanding of Equity Options/Volatility Index Nice to have: - Masters degree or higher - Listed and OTC markets experience - Currently working in a team covering Macro trading McGregor Boyall is an equal More ❯
C++, Python, Equity Volatility, Macro, Pricing Models, Quant Research McGregor Boyall are partnered with a leading hedge fund expanding their Macro Trading Team which a focus on Equity Volatility. The role centers on developing sophisticated local and stochastic volatility implementations while spearheading their C++17 to C++20 modernization initiative. You'd be building real-time P&L … attribution systems and risk engines that directly support portfolio managers trading complex equityderivatives and volatility indices. Blend of cutting-edge quantitative research with production-grade engineering - you'd be designing macro time series frameworks for backtesting while implementing calibration algorithms for exotic products. This role requires 4 days onsite in Central London. Required Skills: - Excellent C++ programming … clean code - Strong Python programming ability - Prior experience as a quant developer/researcher working at either a leading Investment Bank or Hedge Fund - Expert-level understanding of Equity Options/Volatility Index Nice to have: - Masters degree or higher - Listed and OTC markets experience - Currently working in a team covering Macro trading McGregor Boyall is an equal More ❯