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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Join the business in a leading U.S Investment Bank as the European Head of Quantitative Analytics for the exotic interest rate derivatives and credit business.

Educated to PHD / DEA level or equivalent mathematical degree, you will have developed and implemented numerical techniques (numerical integration, simulation, multidimensional PDE and tree solvers) for a trading business, be deal / structuring focused and the ability to lead a fixed income quants group. Malliavin Calculus and Quant skills beneficial. In addition you will have knowledge of the BGM model for forward Intensity and LIBOR framework, relative value arbitrage and hedging analysis for hybrid equity / FX / interest rate. Taking advantage of a large balance sheet, strong distribution and marketing capabilities you will lead exotic model development, swaps / options strategy and work with the head of the business to increase the trade offering of complex structured products to the Euroland market. Trading focused role for career driven quant.

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Join top 3 credit derivatives franchise supported by the most advanced quantitative modelling group in the market. Working alongside senior credit derivatives quants you will deliver all analytics products, risk engine modelling, calibration implementation and take ownership over all credit derivatives tools delivered to correlation trading, arbitrage trading, structuring and aligned hedge funds for the business. Must have strong mathematical background, pricing single name and structured products, excel, understanding of stochastic vol, jump diffusion and preferably equity derivatives modelling exposure. Position open for quantitative developers seeking to graduate into a purist quant role.

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Join a dedicated fixed income quantitative team across short term interest rate derivatives, government bonds, interest rate and FX swaps. You will be highly numerate have a modelling background in swaps and bonds, computational modelling skills on C, C++ and a track record of desk side support or modelling infrastructure build. Join a global mandate to unify quantitative tools for cross product yield curve stripping, black box market environments positioning and the delivery of risk and sales quotation engines/prices.

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Join a strong US distribution house supporting ABS trade ideas and developing client relationships. You will be the premier ABS strategist for a strong franchise supported by a dedicated origination team and a technical modelling and portfolio optimisation capability. Senior role. Potentially global mandate.

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Exciting position offered for 2 strong exotics quants to continue the development of a single interest rate exotic modelling and analytics platform. You will have a minimum of 2 years post doc commercial experience modelling long dated FX, Interest rate products for vanillas and exotics trading. Strong numerical and modelling abilities required to deliver a brand new platform, redevelop the library and integrate all exotics trading desks. Not a theoretical based. Indexed to the business and you will be joining a highly visible team with an expanding trading and structuring user base.

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Long standing hedge fund with multiple strategies with 1.5billion assets under management seek equity or convertible bond quantitative analyst ideally with prop or arbitrage modelling experience. This role is highly indexed with a senior trader and will suit an analyst who is applied and seeking more autonomy or trading opportunities.

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Join a US Investment bank supporting the global credit derivatives credit repack and single name trading business as the senior credit derivatives quant. You will deliver structural and intensity based models for all credit derivatives and related hybrid products. Educated with a strong mathematical background, minimum of a years credit derivatives experience, theoretical knowledge of jump diffusion and stochastic vol modelling and the ability to price CDS and structured notes.

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You will join a newly formed equity derivatives business develop product offering, pricing and structuring the pay-offs and testing complex products against multi-asset client requirements. You will have between 2 - 7 years structured product experience, be highly technical and have strong marketing abilities. Mixed asset class experience acceptable. This is a unique opportunity to join a global investment bank and the initial stages of a committed business plan in the creation of their equity derivatives business.

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Join a mature credit derivatives franchise supported by a strong balance sheet and integrated primary business to be the global head of credit derivatives research. You will have 5 – 10 years senior interest rate modelling and ideally a successful track record supporting a credit derivatives correlation and single name business. Educated to PhD level and strong knowledge of basket products and a global view of CDO and related customer structures are essential. You will manage and mentor a global quants team of 7 and analytics development team of 12. You will be responsible for the re-development of a global library enhance the banks ability across single name and complex bespoke structures in addition to providing strategy to external clients.

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Join a strong quantitative culture as the Head of Interest Rate and FX Quantitative Research with the remit of developing model interaction across hybrids and deployment of European platform. You will have 4 -10 years commercial experience within a trading business, educated to PhD/DEA or equivalent. Ability to model complex multi-factor hybrids and lead a team. You will support the banks successful structured options trading structuring and marketing activity and grow a product range for Inflation hybrids IR/Equity hybrids, IR/Credit hybrids and long-dated FX. Remuneration strongly indexed to the desk and opportunity to expand to a global mandate.

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