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📑 Snr Credit Quant (Flow & Structured), (VP), London London Ref: FCQA-1008 Total to £260k + Benefits Top-Tier Global Investment Bank CDS, Bonds, CLNs, TRS, Credit Index Options, ETFs, CMS, Structured Credit, C++, Python The global Quant Research group at this Tier-1 Investment Bank is seeking an enthusiastic Credit Quant to further d ...

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📑 Snr Credit Quant (Flow & Structured), (VP), London London Ref: FCQA-1008 Total to £260k + Benefits Top-Tier Global Investment Bank CDS, Bonds, CLNs, TRS, Credit Index Options, ETFs, CMS, Structured Credit, C++, Python The global Quant Research group at this Tier-1 Investmen ...

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📑 Snr XVA-CCR Quant Analyst (VP), London London Ref: CCR-1811 Total to £240k + Benefits + Hybrid working Top-tier Investment Bank XVA, CCR Modelling, Flow Credit Pricing, SIMM, C++, Pythoin This global Investment Bank operates across the world’s most dynamic markets and has a great reputation both as a caring employer and for its sta ...

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📑 Performance & Reporting Quant (Snr Assoc), Loans, Credit, London London Ref: PRQ-0612 Excellent Package + Benefits Large Credit Hedge Fund Credit, Liquid loans, HY, Real Estate, Performance Attribution, BI, SQL, VBA This large Credit Asset Manager, manages $50bn in Credit, Loans, Real Estate, etc., seeks to hire a Performance & Rep ...

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📑 Snr XVA-CCR Quant Analyst (VP), London London Ref: CCR-1811 Total to £240k + Benefits + Hybrid working Top-tier Investment Bank XVA, CCR Modelling, Flow Credit Pricing, SIMM, C++, Pythoin This global Investment Bank operates across the world’s most dynamic markets and has a ...

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📑 Performance & Reporting Quant (Snr Assoc), Loans, Credit, London London Ref: PRQ-0612 Excellent Package + Benefits Large Credit Hedge Fund Credit, Liquid loans, HY, Real Estate, Performance Attribution, BI, SQL, VBA This large Credit Asset Manager, manages $50bn in Credit, ...

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📑 Snr Desk Quant, FX Options & Hybrids (Director), London London Ref: FOFXQ-1701 Circa £300k + Benefits Leading Global Investment Bank FX Options, FX-IR Hybrids, Forwards, Swaps, Stoch Vol, C++, Java This global investment bank, seeks to hire a Snr VP or Director level Desk Q ...

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📑 Snr Quant Developer, Execution Algos (VP), London London Ref: ALGO-2103 Up to £225k Total Global Investment Bank Execution Strategies, Java, Electronic Trading, eFX, VWAP, TWAP An excellent opportunity for an experienced Algo Execution Quant Dev to join this leading Europea ...

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📑 Snr XVA Quant Analyst (VP), London London Ref: SQAX-2507 Up to £240k Total + Benefits Leading Investment Bank Front Office XVA Quant Analytics, Cross Asset, Global Libraries, C# or C++ This leading Investment Bank seeks to hire an experienced Quant Analyst (VP) to join their XVA trading business in London. With a quant background i ...

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📑 Snr XVA Quant Analyst (VP), London London Ref: SQAX-2507 Up to £240k Total + Benefits Leading Investment Bank Front Office XVA Quant Analytics, Cross Asset, Global Libraries, C# or C++ This leading Investment Bank seeks to hire an experienced Quant Analyst (VP) to join thei ...

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📑 Market Risk Models Quant, (VP, Snr VP), London London Ref: MRQ-1007 Up to £250k Total Comp Leading Global Investment Bank Front Office Group, Flow Rates, Curves & Vol modelling, Swaptions Pricing, VaR, etc., C# or C++ This global investment bank, seeks to hire a VP level Quant Analyst to focus on optimisation of their Front Office ...

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📑 A quantitative hedge fund is currently expanding their Equities Stat Arb business and looking for a Snr Quant Researcher to take the number 2 spot in a single book structure. Compensation will be PnL driven, based on ownership of signals. You must have no desire to be a PM to feel comfortable in this role but have a solid understanding of alpha ...

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📑 Market Risk Models Quant, (VP, Snr VP), London London Ref: MRQ-1007 Up to £250k Total Comp Leading Global Investment Bank Front Office Group, Flow Rates, Curves & Vol modelling, Swaptions Pricing, VaR, etc., C# or C++ This global investment bank, seeks to hire a VP level Qu ...

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📑 ECL Quant Analyst (VP), London London Ref: IFRS-1708 Total to £225k Total + Benefits Leading Investment Bank Expected Credit Loss, CVA, Market Risk-IRB-Provisioning, C# or C++ This leading Investment Bank seeks to hire an experienced Quant Dev (VP) to join their XVA group to covers valuation adjustments, from user tools, through li ...

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📑 Front Office Quant Strat, Capital, FRTB (VP), London London Ref: RCQD-1008 Total up to £250k + Benefits Top-Tier Global Investment Bank FRTB, Risk & Capital, Front Office Credit Quant Group The Front Office Analytics Strat team at this Tier-1 Investment Bank is working to migrate all Global Markets businesses to the single strategi ...

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📑 FO Quant Dev/Analyst – eTrading (Credit Products) London £140k - £170k Job type: Permanent Sector: Financial Services, Banking, Asset Management & Funds Job reference: TG41417 Apply for this job Our client is a global investment bank who requires an experienced quant analyst / developer who is confident in developing core ...

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📑 Quantitative Risk and Valuations Manager - LondonAdvisory Services - ConsultingStrong Starting Basic Salary + Benefits + BonusOur client is looking for someone to progress their career in a dynamic role, dealing with a variety of valuations and advisory projects in their growing Quant Risk and Valuations practice.Responsibilities:Deliver sound valu ...

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📑 Quantitative Risk and Valuations Manager - LondonAdvisory Services - ConsultingStrong Starting Basic Salary + Benefits + BonusOur client is looking for someone to progress their career in a dynamic role, dealing with a variety of valuations and advisory projects in their growing Quant Risk and Valuations practice.Responsibilities:Deliver sound valu ...

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📑 Posted byCo Founder & CEOCurrently Recruiting for Two Quantitative Opportunities: Role one: Start Up : FX Front Office Pricing Library Quant (5+ years exp) Role two: Counterparty Credit Risk / Portfolio Risk Methodology Quant (5+ years) Must have the following experience Role one: Academic excellence: A PhD (or equivalent) in Maths, Physic ...

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📑 ECL Quant Analyst (VP), London London Ref: IFRS-1708 Total to £225k Total + Benefits Leading Investment Bank Expected Credit Loss, CVA, Market Risk-IRB-Provisioning, C# or C++ This leading Investment Bank seeks to hire an experienced Quant Dev (VP) to join their XVA group t ...

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📑 Business Data Engineer, BI Developer (Snr Assoc), Credit Fund, London London Ref: DEPA-0612 Excellent Package + Benefits Large Credit Hedge Fund Credit / FIxed Income, SQL, Data Warehouse, BI Developer, CUBE, etc. This large Credit Fund manages nearly $50 billion across a r ...

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📑 Front Office Quant Strat, Capital, FRTB (VP), London London Ref: RCQD-1008 Total up to £250k + Benefits Top-Tier Global Investment Bank FRTB, Risk & Capital, Front Office Credit Quant Group The Front Office Analytics Strat team at this Tier-1 Investment Bank is working to m ...

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📑 Posted byCo Founder & CEOCurrently Recruiting for Two Quantitative Opportunities: Role one: Start Up : FX Front Office Pricing Library Quant (5+ years exp) Role two: Counterparty Credit Risk / Portfolio Risk Methodology Quant (5+ years) Must have the following experience Role one: Academic excellence: A PhD ...

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📑 FO Quant Dev/Analyst – eTrading (Credit Products) London £140k - £170k Job type: Permanent Sector: Financial Services, Banking, Asset Management & Funds Job reference: TG41417 Apply for this job Our client is a global investment bank who requires an expe ...

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📑 Credit Quant Location: London, United Kingdom (Hybrid) Salary: Competitive Permanent Credit Quant | Asset Management | London, UK (Hybrid) Company Overview: Were working with a prominent financial institution, specialising in the security and management of defined benefit pension funds. At the core of their mission is ...

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📑 Credit Quant Location: London, United Kingdom (Hybrid) Salary: Competitive Permanent Credit Quant | Asset Management | London, UK (Hybrid) Company Overview: Were working with a prominent financial institu ...

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📑 Front Office - Software EngineerOur client is a renowned global market making firm. They're hiring for an exception Python Quant Developer to join their growing Systematic Credit Trading team. This is an incredible opportunity to join a small yet actively growing proprietary trading firm who are looking to make a considerable push into the Systemat ...

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📑 Front Office - Software EngineerOur client is a renowned global market making firm. They're hiring for an exception Python Quant Developer to join their growing Systematic Credit Trading team. This is an incredible opportunity to join a small yet actively growing proprietary trading firm who are looking to make a considerable push into the Systemat ...

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📑 Our client is a global investment bank who requires an experienced quant developer who is confident in developing core analytics in C++.This role offers global exposure plus Front Office experience while working closely with the Trading teams; and provide your input, advice and solutions in improving/creating a new pricing algorithm and new e-tradi ...

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📑 Our client is a global investment bank who requires an experienced quant developer who is confident in developing core analytics in C++.This role offers global exposure plus Front Office experience while working closely with the Trading teams; and provide your input, advice and solutions in improving/creating a new pricing algorithm and new e-tradi ...

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📑 Rates Quant, Large Hedge Fund & FinTech (VP / Director), London London Ref: RATES-2303 Total to £260K + Benefits Leading Asset Management Firm Spread Options, Caps-Floors, Curves, Callables, Bermudans, FVAs, etc., C++ & Python This leading Asset Management Service firm has over 350 staff and offices in London, Hong Kong, and New Yo ...

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📑 Description du poste Summary The XVA / Scarce Resources team is part of the Global Market Division (GMD). This 30 people strong team entails 3 sub-teams: · 1 trading team: based in Paris, London and Hong Kong in charge of pricing XVA and hedging to reduce PnL volatility. · 1 Quants tea ...

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📑 chevron_left Back to vacancies Quantitative Developer Type: Permanent Sector: Banking Reference: DB Salary: Up to c. £110,000 base We are working with a large Retail + Commercial Bank who are looking for a Quant Developer to join their Portfolio Analytics team which sits within their larger Digital Banking function. This specialist team res ...

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📑 Manager – Risk Quantitative Solutions London £65000 - 80000 Job type: Permanent Sector: Financial Services, Banking, Professional Services Job reference: SN41136 Apply for this job We are working in partnership with the quantitative solutions arm of a global advisory firm in London. The firm are growing their advisory pra ...

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📑 We have been asked to find a Market Risk Capital Actuarial student/Quant for a growing Life insurer. The purpose of the role is to contribute to the market capital modelling responsibilities for the Actuarial and Capital team. More in-depth you will be involved in the following activities: * Contribution and recommendation of enhancements and op ...

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📑 Rates Quant, Large Hedge Fund & FinTech (VP / Director), London London Ref: RATES-2303 Total to £260K + Benefits Leading Asset Management Firm Spread Options, Caps-Floors, Curves, Callables, Bermudans, FVAs, etc., C++ & Python This leading Asset Management Service firm has ...

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📑 Quant Strategist – Associate Director ~£130k London £110k - £130k Job type: Permanent Sector: Financial Services, Banking Job reference: TG41556 Apply for this job Our client is a Global Banking Leader in London who are looking for an experienced individual who has worked in a Quant/Strat function elsewhere within the fi ...

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📑 chevron_left Back to vacancies Quantitative Developer Type: Permanent Sector: Banking Reference: DB Salary: Up to c. £110,000 base We are working with a large Retail + Commercial Bank who are looking for a Quant Developer to join their Portfolio Analytics team which sits within their larger Digital Banking function.</ ...

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📑 We have been asked to find a Market Risk Capital Actuarial student/Quant for a growing Life insurer. The purpose of the role is to contribute to the market capital modelling responsibilities for the Actuarial and Capital team. More in-depth you will be involved in the following activities: * Contribution and recommendation of en ...

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📑 Quant Strategist - Portfolio Manager Support We are assembling a strong Quant Technology team to build our next generation in-house analytics and trader support tools. This team will sit under the Fixed Income & Commodities Technology (FICT) group and the role will be focused on providing support to Portfolio Managers. The in-house pricing librarie ...

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📑 Manager – Risk Quantitative Solutions London £65000 - 80000 Job type: Permanent Sector: Financial Services, Banking, Professional Services Job reference: SN41136 Apply for this job We are working in partnership with the quantitative solutions arm of a gl ...

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📑 We are working with a systematic, quant hedge fund that manages over $18bn and with 800+ people across Europe & APAC, and specifically with their central Modelling group in London where they're looking hire into the team which is working on building and enhancing the firm's new pricing & analytics library.This group works with Research & Trading te ...

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📑 We are working with a systematic, quant hedge fund that manages over $18bn and with 800+ people across Europe & APAC, and specifically with their central Modelling group in London where they're looking hire into the team which is working on building and enhancing the firm's new pricing & analytics library.This group works with Research & Trading te ...

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📑 Description : Department Quantitative Risk The Quant Risk team delivers quantitative analysis to the Risk Group, provides independent assessments of EDF Trading’s pricing models and design, develop and enhance EDF Trading’s Risk Metrics calculations ( VaR, PFE, CaR …). The department is organised into 2 teams, one team responsible for imp ...

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📑 Quant Strategist - Portfolio Manager Support We are assembling a strong Quant Technology team to build our next generation in-house analytics and trader support tools. This team will sit under the Fixed Income & Commodities Technology (FICT) group and the role will be focused on providing support to Portfolio Managers. The in-house pricing libra ...

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📑 Our client is a Global Banking Leader in London who are looking for an experienced individual who has worked in a Quant/Strat function elsewhere within the finance sector or who have experience of modelling and analytics within the Commercial Banking space. This is a new role created for a Quant Strat to develop and assist with the modelling and to ...

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📑 Our client is a Global Banking Leader in London who are looking for an experienced individual who has worked in a Quant/Strat function elsewhere within the finance sector or who have experience of modelling and analytics within the Commercial Banking space. This is a new role created for a Quant Strat to develop and assist with the modelling and to ...

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📑 About the role: The Credit Technology team is focused on delivering best in class IT solutions to the Credit Trading business where JP Morgan is a market leader. We are a team of around 400 people globally that partner closely with the quant research group and face off directly to the trading desks. Our core strength is providi ...

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📑 Orange Malone is working with a global reinsurer to build a Portfolio Management team in their funded reinsurance business. The team will lead on the end to end execution of the deal and develop the investment strategy. This will involve working closely with the client to identify the investment guidelines (IMA) and then developing the process - p ...

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📑 Orange Malone is working with a global reinsurer to build a Portfolio Management team in their funded reinsurance business. The team will lead on the end to end execution of the deal and develop the investment strategy. This will involve working closely with the client to identify the investment guidelines (IMA) and then developing the process - p ...

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