Quantitative Analytics

A global European investment bank with state–of–the–art analytics capabilities is looking to hire an experienced Interest Rate Strategist with a focus on delivering trading ideas to both prop desks internally and to hedge funds externally.

This role is trading focused and we are looking for a minimum of 3 years experience in strategy, exposure to professional investor base and a technical background, ideally Math or Financial Engineering from a leading university.

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A leading European Investment bank with one of the most prestigious quantitative teams in the market is seeking an experienced fixed-income flow products quant analyst to develop new risk management and relative value analysis tools for their global platform.

The role is for an experienced modeller to second the global head of flow. You will have a mathematical background ideally with a PhD or an MSC from a leading university.

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Join a European bank that is at their early stages of building up their credit research platform in New York.

The bank has experienced great success in Europe over the last years and is now looking expand their business in New York. You will have experience from working in a research capacity preferably in credit, but a background in interest rates or equity derivatives will also be considered. You will have a mathematical background ideally with a PhD or equivalent from a leading university.

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A global European investment bank with strong analytics capabilities is looking to hire an experienced Credit Derivatives Strategist with a focus on delivering trading ideas to both prop desks internally and to hedge funds externally.

Products involved would be semi exotics to exotics. This role is trading focused and we are looking for a minimum of 3 years experience in strategy, exposure to professional investor base and a technical background, ideally Math or Financial Engineering from a leading university.

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Join a European Investment bank with one of the most prestigious quantitative teams in the market.

You will have proven track record in an interest rates derivatives research capacity with an ability to deliver solution in a very fast paced environment. You will have an outstanding academic background ideally with a PhD from a leading university or Grande Ecole. In return you will be a key player working in a demanding and challenging environment for one of the worlds most sophisticated derivatives businesses.

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Join a European bank at their early stages of building up their interest rate research platform in Hong Kong.

The bank has experienced great success in Europe and Japan over the last years and is now looking complement their expanding business in Hong Kong. You will have proven experience from working in a leading interest rates derivatives research environment. You will have an outstanding academic background ideally with a PhD or equivalent a leading university. Opportunity to work with some of the best quants in the market.

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US investment bank is seeking to hire senior interest rate quant to support relative value market making activities.

Ideally be educated with a PhD or equivalent degree from a Grande Ecole or leading financial engineering school. You will deliver a diverse range of relative value models covering optionality, property trading strategies and exotic derivatives. In return you will work at one of the most renowned quantitative research and trading houses supporting a celebrated senior quant and deliver innovative and divers practical solutions for the following desks; property derivatives, RV trading and structured options and exotic rates trading. Strong financial returns for the highest calibre profiles.

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Innovative European Investment Bank is seeking a senior FX Quantitative Analyst to head platform build.

Ideally educated to PHD / DEA or equivalent secondary degree you will have strong experience in numerical analysis, integrating and designing exotic models for hybrid structured deals across equity, debt derivatives, Commodities and ideally credit. You will have experience in the following; Jump diffusion and stochastic volatility models in the context of equity and foreign exchange exotic option pricing using Monte Carlo and finite difference methods, Strong C++, Pricing of long-term FX and interest rate hybrid products, experience with analytic formulae, Monte Carlo simulations, finite difference methods. Based in London and working along side one of the strongest Structured options trading businesses, you will head FX linked cross product modeling. Additional, you will take a lead management role prioritizing business demands, in addition to supervising junior members of the financial engineering and structuring team. In return, you will have a leading modeling and risk management role in a Franchise renowned for cutting edge structured product innovation and your compensation will be directly indexed to the business performance.

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Leading EC Investment bank seeks a senior Quantitative Research Analyst to lead FX Derivatives Research for trading across Asia.

Lead a strong distributed team across FX Derivatives, FX Structured and semi exotic rate hybrid products (PRDC). You will join a highly profitable and expanding global fixed income and credit franchise, responsible for increasing the complexity of product offerings to the Pacific Rim. Ideally educated to PHD / DEA or equivalent secondary degree you will have strong experience in numerical analysis, integrating and designing exotic models for hybrid structured deals across equity, debt derivatives, Commodities and ideally credit. Ideally, you will have experience in the following; Jump diffusion and stochastic volatility models in the context of equity and foreign exchange exotic option pricing using Monte Carlo and finite difference methods, Strong C++, Pricing of long-term FX and interest rate hybrid products, experience with analytic formulae, Monte Carlo simulations, finite difference methods. You will mentoring cross product modeling and manage business demands, in addition to supervising junior members of the financial engineering and structuring team. In return, you will have a leading modeling and risk management role in a Franchise renowned for cutting edge structured product innovation and your compensation will be directly indexed to the business performance.

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Join exotic modelling desk for US investment bank at the early stages of a platform re-design for the global structured products and exotics equity derivatives trading.

You will be based ideally in London and have proven experience delivering scalable model solutions and implementing high end exotic systems. You will be a graduate in mathematics, physics or financial engineering to PhD or equivalent level (DEA) from a leading University, have very strong C++ and an ability to calibrate theoretical models with market conditions. In return you will work closely cross assets hybrid and exotic equity traders risk managing global business and work with some of the best quants on the street.

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