An exciting opportunity to join a Global Investment bank in London as a key member of the FICC Quantitative team. You'll play a critical role in the development and support of mathematical models and analytical tools used by the FX trading desk. You'll be part of a … ll work closely with traders, risk managers, and IT to ensure models behave as expected under changing market conditions. Key Responsibilities: Develop and support quantitative models and analytical tools used by the FX trading desk. Investigate and resolve ad hoc model issues , including unexpected behaviour or discrepancies in risk … delivery phases of new risk systems replacing existing third-party tools. Required Qualifications & Skills: Education in Mathematical Finance, Mathematics, Physics, Engineering, or a related quantitative discipline (PhD preferred). Strong knowledge of derivative pricing models, ideally across FX and exotics (experience with linear products also accepted). Proven experience More ❯
Job Description: Job Title: Senior Quantitative Finance Analyst Corporate Title: Up to Director Location: London or Bromley Company Overview: At Bank of America, we are guided by a common purpose to help make financial lives better through the power of every connection. We do this by driving … ll find plentiful and easy commuting routes, with central London just 15 minutes away by train. Role Description: This job is responsible for conducting quantitative analytics and complex modelling projects for specific business units or risk types. Key responsibilities include leading the development of new models, analytic processes, or … the regional MRO delegate in MLI What we are looking for: Advanced degree in a technical field such as mathematics, physics, statistics, financial mathematics, quantitative finance, computer science or engineering Excellent knowledge of financial, mathematical and statistical theories and practices Excellent programming skills, e.g., in Python Excellent written and More ❯
and analyses and present the results. Thanks to their experience, analysts can initiate and put through enhancements to the team's operation. Model Risk Quantitative Analysts work mostly on independent reviews interacting with the validation managers and with the auditees. The latter usually includes model developers, teams operating the … Those stakeholders may be within RISK, within the Business, or within other Group functions. REQUIREMENTS Hard skills • 5 to 15 years of experience • Strong quantitative background, owning an MSc or PhD degree in a quantitative subject, preferably a degree in financial mathematics. • This position requires proven professional experience More ❯
Green Street's Forecasting & Data Science team is a tight knit group of enthusiastic quants, actively seeking individuals who are eager to tackle diverse quantitative challenges. We are looking for candidates who possess a strong coding acumen, thrive in a collaborative environment, and can adeptly apply statistical concepts to … solving real world challenges in the commercial real estate (CRE) space. Job Responsibilities Perform quantitative analysis to develop, enhance and expand Green Street's capabilities in commercial real estate forecasting, data analytics and other technical projects related to CRE Ability to collaborate effectively across multiple departments, including Market Analytics … Demonstrate an ownership attitude and self-starting approach, thriving in a fast-paced environment Candidate Profile A master's or PhD degree in a quantitative science discipline, such as Economics, Statistics, Data Science, Econometrics, Math, or Financial Engineering 2+ years of experience with Python and SQL for data analysis More ❯
February 2022 Category: Investment Job Type: Permanent Job ID: Competitive Description Our client, a top tier global asset manager, is looking to hire a Quantitative Research Analyst to join the Quantitative Equity investment team. This position will join the portfolio management team of a firm at … the leading edge of equity factor-based investing. The purpose of this role is to perform quantitative research and deliver on complex projects. Key Responsibilities: Perform in-depth quantitative research of ideas to support investment decisions. Build and maintain quantitative factor models using methods such as time … learning, regression, network analysis, and Natural Language Processing. Develop portfolio construction tools to extract alpha from the markets. Candidate Profile: 7-10 years relevant quantitative research experience on the buy-side or sell-side. Experience working in equity markets. Good understanding of quantitative equity models. Strong background in More ❯
MAIN DUTIES/RESPONSIBILITIES OF THE ROLE: Senior QuantitativeAnalyst Responsible for building out the new cross asset quantitative analytics library for Brevan Howard, with a particular focus on linear and non-linear interest rates modelling. Build out the library across additional asset classes, with new More ❯
Info about the team The successful applicant will join the Quantitative Analysis team as the Engineering lead responsible for building out the next-generation of analytics using the latest languages and quantitative techniques. The library is a cross-asset library written in modern C++ with auto-generated bindings … Its pricing stack uses AAD ensuring accurate and fast risk is available automatically. MAIN DUTIES/RESPONSIBILITIES OF THE ROLE: Lead Engineer/Senior QuantitativeAnalyst Responsible for building out the new cross asset quantitative analytics library Design and build the library, working closely with Technology More ❯
0000050721 RBC Global Asset Management (UK) Limited
Job Description What is the opportunity? In this role, you will support activities across the quantitative and data science spectrum within RBC BlueBay. What will you do? Design and maintain front office tools, such as dashboards or apps, that display visualizations and quantitative analyses. Understand the Quant data … office developers, and data teams. Research new data sources, statistical methods, and AI technologies to enhance offerings to the front office. The focus on quantitative research will increase over time. Build strong relationships with the front office, ensuring they are comfortable with the quality of analyses and fostering idea … team. Flexible working options fully supported. Job Skills : Consulting, Critical Thinking, Derivatives, Economic Analysis, Financial Instruments, Investment Banking Analysis, Investment Risk Management, Market Risk, Quantitative Methods Additional Job Details Address: 100 BISHOPSGATE, LONDON City: London Country: United Kingdom Work hours/week: 35 Employment Type: Full time Platform: Wealth More ❯
London, England, United Kingdom Hybrid / WFH Options
JR United Kingdom
Social network you want to login/join with: Quantitive Analyst - Digital Assets, london col-narrow-left Client: enable Technology Location: london, United Kingdom Job Category: Other - EU work permit required: Yes col-narrow-right Job Views: 4 Posted: 16.06.2025 Expiry Date: 31.07.2025 col-wide … Job Description: Our Client is Hiring: Quantative Analyst (Python | Quant | Digital Assets) Are you an experienced Quantative developer with a background in quantitative finance and a passion for digital assets? This is your chance to join a leading team at the forefront of index innovation, contributing to … and lead client calls when required Document processes, write runbooks, and support wider operations What We're Looking For: minimum 3+ years as a quantitativeAnalyst with production-grade Python skills Experience building models and methodologies for digital assets or traditional asset classes (equities, FX, fixed income More ❯
City of London, England, United Kingdom Hybrid / WFH Options
JR United Kingdom
Social network you want to login/join with: Quantitive Analyst - Digital Assets, london (city of london) col-narrow-left Client: enable Technology Location: london (city of london), United Kingdom Job Category: Other - EU work permit required: Yes col-narrow-right Job Views: 2 Posted: 16.06.2025 Expiry Date … Job Description: Our Client is Hiring: Quantative Analyst (Python | Quant | Digital Assets) Are you an experienced Quantative developer with a background in quantitative finance and a passion for digital assets? This is your chance to join a leading team at the forefront of index innovation, contributing to … and lead client calls when required Document processes, write runbooks, and support wider operations What We're Looking For: minimum 3+ years as a quantitativeAnalyst with production-grade Python skills Experience building models and methodologies for digital assets or traditional asset classes (equities, FX, fixed income More ❯
powered by the latest quant analytics - and cement UBS's position as a global Structured Products powerhouse. Your expertise Strong academic background in a quantitative field (mathematics, physics, engineering, computer science, etc). A post-graduate degree is a strong advantage. Ability to multi-task in a rapidly-changing More ❯
externally and have negotiation skills. Enthusiastic and positive approach to challenges. Adaptable and comfortable working in an entrepreneurial and dynamically changing environment. Highly developed quantitative and analytical skills. Strong understanding of market structure. Ability to perform well under pressure and deliver within tight deadlines. “Mason Blake acts as an More ❯
externally and have negotiation skills. Enthusiastic and positive approach to challenges. Adaptable and comfortable working in an entrepreneurial and dynamically changing environment. Highly developed quantitative and analytical skills. Strong understanding of market structure. Ability to perform well under pressure and deliver within tight deadlines. “Mason Blake acts as an More ❯
QuantAnalyst 6 Month contract initially Based: Hybrid/London - Max 2 days p/w onsite Rate: Market rates (via Umbrella company) We have a great opportunity with a world leading organisation where you will be provided with all of the support and development to succeed. A … to deliver work. The successful candidate will be a member of The clients QA Equity & Hybrid Products team, which is part of the Global Quantitative Analytics group (QA) and is responsible for research, development and implementation of quantitative models for the equity derivatives business. It covers equity flow … products, equity structured & hybrid products, quantitative index and strategies business. Key Responsibilities: * Documentation, Testing and improvements of an internal risk model, which is owned by The QA Equity & Hybrid Products team and feeds the Credit Valuation Adjustment (CVA) for products sensitive to future implied volatility dynamics (e.g Corridor Variance More ❯
QuantAnalyst Join the Equity Product team to research, develop, and implement quantitative models supporting the equity derivatives business-including flow, structured, hybrid products, and strategy indices. Key Responsibilities Maintain and enhance internal risk models used in CVA calculations for volatility-sensitive products (e.g., Corridor Variance Swaps More ❯
QuantAnalyst 6 Month contract initially Based: Hybrid/London - Max 2 days p/w onsite Rate: Market rates (via Umbrella company) We have a great opportunity with a world leading organisation where you will be provided with all of the support and development to succeed. A … tools to deliver work. The successful candidate will be a member of The client's QA Equity & Hybrid Products team, part of the Global Quantitative Analytics group (QA), responsible for research, development, and implementation of quantitative models for the equity derivatives business, covering equity flow products, equity structured … hybrid products, quantitative index, and strategies business. Key Responsibilities: Documentation, testing, and improvements of an internal risk model owned by the QA Equity & Hybrid Products team, feeding the Credit Valuation Adjustment (CVA) for products sensitive to implied volatility dynamics (e.g., Corridor Variance Swaps). Liaise with Front Office, Technology More ❯
Who we are We are an energy trading company generating liquidity across global commodities markets. We combine deep trading expertise with proprietary technology and the power of data science to be the best-in-class. Our understanding of volatile, data More ❯
London, England, United Kingdom Hybrid / WFH Options
Allied Irish Banks
Location/Office Policy: St. Marys Axe, Greater London/Hybrid What is the Role: The Risk Analytics Department is a central function within AIB with the remit to develop strong credit and financial risk measurement and decision-support throughout More ❯
We are partnered with one of the world leaders in the generation of sustainable electricity, who are seeking a Senior QuantAnalyst to join their Quant Engineering Department. The team is responsible for researching and implementing both market and mathematical models, increasing and maintaining existing libraries of risk More ❯
for client-driven investment solutions, help build predictive models and design interactive data applications. We're Looking for Teammates With: Bachelor's degree in Quantitative Finance, Computer Science, Mathematics, Statistics, or a related STEM field, with 2+ years of experience on the buy-side or sell-side. Strong communication … interest in sustainability, systematic investing and a willingness to undertake self-study towards the CFA Sustainable Investing Certificate. Why Work Here: Acadian is a quantitative investment firm where ideas are empowered by technology. Our team is made up of a diverse mix of professionals who thrive in a culture More ❯
London, England, United Kingdom Hybrid / WFH Options
JR United Kingdom
Social network you want to login/join with: QuantAnalyst - Equity & Hybrid Products, London Client: Morgan McKinley Location: London, United Kingdom Job Category: Other EU work permit required: Yes Job Views: 1 Posted: 06.06.2025 Expiry Date: 21.07.2025 Job Description: Our client is a global analytics and digital … solutions firm. The team The candidate will be a member of The QA Equity & Hybrid Products team, part of the Global Quantitative Analytics group (QA), responsible for research, development, and implementation of quantitative models for the equity derivatives business. It covers equity flow products, equity structured & hybrid products … and quantitative index and strategies business. Overall purpose of the role - Documentation, testing, and improvements of an internal risk model owned by The QA Equity & Hybrid Products team, which feeds the Credit Valuation Adjustment (CVA) for products sensitive to future implied volatility dynamics (e.g., Corridor Variance Swaps). - Liaise More ❯
Who we are We are a trading team who leverages cutting-edge quantitative methods and a wide range of datasets to manage the inventory and Reasonably Expected Near Term Demand (RENTD) in the macro space (FX, Rates, Equity Indices and Commodities). Who we are looking for We are … looking for a researcher with a passion for applying a rigorous scientific approach and quantitative methods to solve problems in different aspects of our daily work, including but not limited to alpha generation, portfolio construction, and risk management. Strong programming skills will be required as researchers will be expected … advanced degree in Math/Statistics/Physics/Engineering/Computer Science. Master or Ph.D. 1-3 years of experience working as a quantitative researcher/quantitative trader in the systematic trading space Experience in systematic macro space (FX/Rates/Commodity/EQ Index Futures More ❯
Slough, England, United Kingdom Hybrid / WFH Options
JR United Kingdom
Social network you want to login/join with: QuantAnalyst - Equity & Hybrid Products, Slough Client: Morgan McKinley Location: Slough, United Kingdom Job Category: Other EU work permit required: Yes Job Views: 1 Posted: 06.06.2025 Expiry Date: 21.07.2025 Job Description: Our client is a global analytics and digital … solutions firm. The team The candidate will be a member of The QA Equity & Hybrid Products team, which is part of the Global Quantitative Analytics group (QA) and is responsible for research, development, and implementation of quantitative models for the equity derivatives business. It covers equity flow products … equity structured & hybrid products, quantitative index, and strategies business. Overall purpose of the role • Documentation, testing, and improvements of an internal risk model, owned by The QA Equity & Hybrid Products team, which feeds the Credit Valuation Adjustment (CVA) for products sensitive to future implied volatility dynamics (e.g., Corridor Variance More ❯
Global Banking & Markets, Quantitative Researcher/Trader, Analyst/Associate, London Job Description Who we are We are a trading team that leverages cutting-edge quantitative methods and a wide range of datasets to manage inventory and reasonably expected near-term demand (RENTD) in the macro … space (FX, Rates, Equity Indices, and Commodities). Who we are looking for We seek a researcher passionate about applying rigorous scientific and quantitative methods to solve problems related to alpha generation, portfolio construction, and risk management. Strong programming skills are essential, as researchers will be expected to implement … a plus Background Advanced degree in Math, Statistics, Physics, Engineering, or Computer Science (Master's or Ph.D.) 1-3 years of experience as a quantitative researcher or trader in systematic trading Experience in systematic macro markets (FX, Rates, Commodities, Equity Index Futures) is a plus Skillset Strong knowledge in More ❯
The candidate will be a member of The QA Equity & Hybrid Products team, which is part of the Global Quantitative Analytics group (QA) and is responsible for research, development, and implementation of quantitative models for the equity derivatives business. It covers equity flow products, equity structured & hybrid products … quantitative index, and strategies business. Your responsibilities : Documentation, testing, and improvements of an internal risk model, which is owned by The QA Equity & Hybrid Products team and feeds the Credit Valuation Adjustment (CVA) for products sensitive to future implied volatility dynamics (e.g., Corridor Variance Swaps). Liaise with Front More ❯