Quant Strategist, Credit Trading - Global Markets

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• Location: London
• Job type: Contract
• Sector: Banking

Role Overview: This is a front-office quant contract role focused on analytics integration and st

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• Location: London
• Job type: Permanent
• Sector: Banking

An exciting opportunity to join a Global Investment bank in London as a key member of the FICC Qu

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Senior Quantitative Researcher - HFT

• Location: International
• Job type: Permanent
• Sector: Asset Management & Funds

Join a globally renowned high-frequency trading firm and a highly respected, multi-strategy hedge

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• Location: London
• Job type: Permanent

Director - Quant Developer, Cross-Asset Analytics Platform Top Investment Bank London Hybrid

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Exotic Equities Derivatives Quant - £1,500/day Contract, 6-12mth (Dir Level)

• Location: London
• Job type: Contract
• Sector: Banking

Our client is a Tier 1 Investment Bank who urgently need a Senior Director Level, Equity validati

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• Job type: Permanent

A high profile investment fund is seeking an experienced investment risk professional to join its

Our client is a tier 1 investment bank in London who are looking for a highly analytical problem solver with front office expertise in quantitative modeling and financial markets.

The role is VP level and with a base salary range of £140k - £180k (maybe some flex to increase - depending on experience.)

Join a global team of Quantitative Strategists and work directly with traders in credit markets (EM, bonds, derivatives, structured products).

Please find key elements of the role below and get in touch today to discuss the role in full detail.

Please only apply if you meet the requirements below - we will have other roles should this not be quite right.

Key Responsibilities:

Develop and maintain Python desk tools and C++ analytics libraries

Conduct market risk stress testing and analyze key risk drivers

Design and implement pricing models and hedging strategies

Support traders and risk functions with data-driven insights

What We're Looking For:

Deep understanding of credit markets and derivatives pricing

Experience with large dataset analysis and quantitative modeling

Advanced degree (PhD/Master's) or equivalent experience

I look forward to hearing from you.

We seek individuals from a diverse talent pool and encourage applicants from underrepresented groups to apply to our vacancies. Our commitment to fair recruitment processes means that we welcome applicants from all backgrounds, regardless of their lived experience or personal characteristics. We also invite applicants who meet most of the listed requirements, even if not all, to apply. If you require any adjustments to the application process, please let us know.

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