Quantitative Developer
Our client is a leading hedge fund is looking for a skilled Quantitative Developer to join their Fixed Income Rapid Application Development (RAD) team. This team delivers high-impact solutions to portfolio and risk managers, collaborating with quantitative developers, engineers, and data scientists. The position involves crafting solutions using Python/Java/C++ and working across various Portfolio Management teams, utilising a wide range of technologies. Key Responsibilities: Work closely with portfolio management and risk teams to develop practical, rapid solutions, moving from prototype to production. Automate the retrieval and analysis of data, integrating both internal and external market sources into diverse formats. Design and implement data visualisations and interfaces to present data trends and optimise work flows. Work closely with different teams to understand requirements, monitor delivery progress, and manage stakeholder expectations. Essential Qualifications: Advanced degree in Computer Science, Quantitative Finance, or a closely related technical field. Familiarity with financial markets (rates, FX, credit). Strong foundation in financial mathematics, modelling, or statistics. 3+ years of experience with Python/Java/C++
Negotiable
Singapore
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Quantitative Developer C++
We are looking for an adept Quantitative C++ Developer to join our team. The successful candidate will possess a deep understanding of both traditional and digital asset markets. You will work closely with our traders and developers to create and implement innovative trading systems and strategies. Key Responsibilities: Identify and resolve technical trading issues, implementing automated solutions. Collaborate with traders to develop and execute bespoke trading systems and risk management strategies. Conduct independent research to generate statistically sound Alpha using data-driven methods. Work with fellow developers to enhance the efficiency and algorithms of our proprietary trading software built in C++. Qualifications: Bachelor's degree or higher in Mathematics, Statistics, Computer Science, or a related quantitative field. Minimum of 3 years of relevant experience in high-frequency trading or options market making. Proficient in C++ with experience in modern C++ (C++20 or later). Strong problem-solving skills and the ability to thrive in a fast-paced environment. Solid understanding of networking and Linux OS. Experience in designing/developing low-latency trading systems, market data, or exchange connectivity. Experience with Python (pandas, Jupyter Notebook, and other data analysis tools) is a plus. Experience with crypto trading is a plus. Excellent communication skills and the ability to contribute to technical discussions. Intellectual curiosity and a genuine interest in trading and financial/crypto markets. Proficiency in business-level written and verbal English.
Negotiable
Hong Kong
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Quantitative Research Engineer
I've recently partnered with the CIO of a premier Global Quantitative Trading Fund that is looking to bring on a Quant Research Engineer as a growth hire. The small knit and collaborative team is made up ex. Tier 1 buy-side individuals and promotes a laid back working culture. You'd also have the opportunity to work hand-in-hand with highly knowledgeable quantitative researchers to drive the development of their cutting-edge in-house trading platform. If you're passionate about pushing the boundaries of technology and innovation, this is the perfect opportunity for you! Qualifications: BS or MS in Computer Science, Mathematics or a similar Quantitative Degree Proficiency in both C++ and Python Experience in Machine Learning, Infrastructure Development, and High Performance Computing (HPC) Must be coming from a top tier tech firm or buy-side shop
US$175000 - US$225000 per year + Performance Bonus
New York
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Director Fixed Income / Rates Quantitative Analyst (Paris)
A tier-1 Investment Bank is looking for a Director level front office quant to join their fixed income business in Paris. The role will feature working very closely with the rates desk and covers both linear and non linear products. The team have some exceptional junior profiles that will support. Although the role is an individual contributor position, you will have ample opportunity to mentor members of the team and be a strategic lead on projects. We are looking for Senior individuals from a front office quant background with exposure to either linear or non linear products (or both). Key Responsibilities: Develop and implement advanced quantitative models for rates products including swaps, bonds, hybrids, exotics, options and more. Provide analytical support to traders, helping to optimize trading strategies. Provide direction and oversight of strategic projects to support the business. Mentor and guide junior analysts, fostering a culture of continuous learning and improvement. Qualifications: Advanced degree (PhD or Master's) in a quantitative field such as Mathematics, Physics, Engineering, or Finance. Extensive experience in quantitative analysis within the financial industry, particularly focused on rates products. Strong programming skills in languages such as Python and C++, or similar (C# and Python are also fine). Excellent problem-solving abilities and a keen attention to detail. Proven ability to work effectively in a fast-paced, high-pressure environment. Strong communication skills, with the ability to explain complex concepts to non-technical stakeholders.
โฌ235000 - โฌ500000 per annum
Paris
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Vice President - XVA Quantitative Analyst
A Top Investment Bank in London is looking for a Quantitative Analyst to join a leading Global Quantitative Analytics team, responsible for developing pricing, execution, and risk management models. This role offers the opportunity to work on complex financial modelling challenges, directly impacting trading activity and risk management strategies. You will collaborate closely with trading, risk, and technology teams, contributing to the development of XVA pricing models and counterparty credit risk analytics. Key Responsibilities Developing pricing models for XVA and Counterparty Credit Risk, ensuring accurate and efficient calculations. Designing calculation methodologies and implementing them in C++, adhering to best practices in quantitative development. Working alongside global quant teams to ensure consistency and integration with the broader quant analytics library. Conducting model testing, backtesting, and performance validation using historical market data. Explaining and demonstrating model calculations to traders, risk managers, and technology teams. Supporting trading desks with quantitative analysis and modelling solutions. What They're Looking For Strong quantitative and analytical skills, with the ability to solve complex modelling problems. Proficiency in C++ for numerical computing and quantitative development. Solid understanding of investment banking, derivatives pricing, and XVA modelling. Knowledge of counterparty credit risk modelling and risk management frameworks. Strong background in probability, quantitative finance, numerical methods, optimisation, and time-series analysis. Excellent communication skills, with the ability to work effectively across trading, risk, and technology teams. A Master's or PhD in a STEM (Science, Technology, Engineering, Mathematics) discipline from a leading academic institution. Why Join? This is an opportunity to be part of a high-impact quant team, working on cutting-edge financial models that shape trading decisions. You will gain exposure to complex derivative products, advanced risk analytics, and real-world quantitative finance challenges in a highly collaborative environment.
Negotiable
City of London
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Director, Quant Developer - Derivatives
I am working directly with the head of a quantitative research engineering team at a global asset manager, which focuses on providing worldwide technology and support to all the investment management, research, trading, and investment operations functions internally. The team has been tasked with launching a new platform in interest rate derivatives and seeking a quantitative developer specializing in rates to focus on bringing the Portfolio Managers' ideas to life. You will be playing a key role in developing interest rates derivatives and other quantitative technology products to solve research problems for investment professionals/Portfolio Managers leading strategic quantitative research initiatives. This will included hands on library development for the new IR business. The role can sit out of their New York or Boston offices. Further responsibilities/qualifications below: Minimum 5 years of experience in software engineering Master's degree in a Computer Science or a related field Strong knowledge of interest rate derivatives Expert in Python OR Java Prior experience developing applications for asset management and or global markets
US$300000 - US$350000 per year
New York
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Systematic Trader
We are currently working with an international HFT market maker that is looking to expand their presence in Shanghai. Objectives Daily Operations Management: Oversee the systematic trading platform, collaborating with developers and researchers. Market Understanding: Gain expertise in market microstructure, regulations, and trading strategies to support business expansion. Platform Improvement: Continuously enhance the trading platform's performance and capabilities. Performance Monitoring: Track market trends and strategy performance to inform decision-making. Risk Management: Navigate macro event risks and manage trading playbooks effectively. Trading Authority: Hold responsibility for risk management and trading decisions. Skills and Preferred Qualifications Education: Bachelor's degree in STEM, Finance, Economics, or Business from a reputable institution. Problem-Solving: Strong strategic thinking and decision-making skills in a fast-paced environment. Electronic Trading Experience: Prior knowledge in electronic trading systems. Communication Skills: Excellent written and verbal communication abilities. Self-Starter: Motivated to learn and adapt to changes for successful outcomes. Technical Skills: Proficiency in Linux and Python.
Up to HK$1000000 per annum
Shanghai
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Quant Researcher
A leading prop trading firm is looking for a quant researcher, leveraging cutting-edge technology and quantitative strategies to drive financial market efficiency. Role Overview: As a Quantitative Researcher, you'll develop and implement quantitative models, conduct in-depth research, and collaborate with teams to optimize trading strategies and improve performance across markets. Key Responsibilities: Develop and test trading strategies using statistical and machine learning methods. Analyze large datasets to enhance algorithmic trading models. Collaborate with cross-functional teams to improve system performance. Qualifications: Advanced degree in a quantitative field (Mathematics, Physics, Computer Science, etc.). Strong programming skills (Python, C++, etc.) and experience with machine learning. Solid understanding of quantitative finance and statistical analysis.
Negotiable
China
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Experienced Quant Researcher/Trader/PM
I am currently partnering with multiple Hedge Funds and HFT firms in APAC (Hong Kong, Singapore, Mainland China, Australia, Dubai and more) who are looking to build out their teams and hire Quant Researchers/Traders and Portfolio Managers. These are exclusive and confidential searches. Responsibilities: Develop alphas & signals that predict future price returns Work closely with developers for production implementation Parse data sets to be used for future alpha development Requirements: A degree in a technical discipline (computer science, mathematics, statistics, physics, etc.) Experience applying statistical analysis on large data sets; Programming skills necessary to translate ideas into python code Desired Skills and Experience Financial Analysis, Computer Engineering, Analytical Skills, Trading Strategies, Statistical Analysis, Financial Instruments
Negotiable
Hong Kong
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Experienced Quant Researcher/Trader/PM
I am currently partnering with multiple Hedge Funds and HFT firms in APAC (Hong Kong, Singapore, Mainland China, Australia, Dubai and more) who are looking to build out their teams and hire Quant Researchers/Traders and Portfolio Managers. These are exclusive and confidential searches. Responsibilities: Develop alphas & signals that predict future price returns Work closely with developers for production implementation Parse data sets to be used for future alpha development Requirements: A degree in a technical discipline (computer science, mathematics, statistics, physics, etc.) Experience applying statistical analysis on large data sets; Programming skills necessary to translate ideas into python code Desired Skills and Experience Financial Analysis, Computer Engineering, Analytical Skills, Trading Strategies, Statistical Analysis, Financial Instruments
Negotiable
Shanghai
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Experienced Quant Researcher/Trader/PM
I am currently partnering with multiple Hedge Funds and HFT firms in APAC (Hong Kong, Singapore, Mainland China, Australia, Dubai and more) who are looking to build out their teams and hire Quant Researchers/Traders and Portfolio Managers. These are exclusive and confidential searches. Responsibilities: Develop alphas & signals that predict future price returns Work closely with developers for production implementation Parse data sets to be used for future alpha development Requirements: A degree in a technical discipline (computer science, mathematics, statistics, physics, etc.) Experience applying statistical analysis on large data sets; Programming skills necessary to translate ideas into python code Desired Skills and Experience Financial Analysis, Computer Engineering, Analytical Skills, Trading Strategies, Statistical Analysis, Financial Instruments
Negotiable
Singapore
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VP XVA Quantitative Analyst - London
A Tier 1 Investment Bank is currently looking to expand it's front office XVA Quant Analyst team. The team work closely with trading, and cover the complex modelling behind CVA, FVA and portfolio modelling. The team work very closely with the desk, and gain exposure to all asset classes. Ideal candidates will be a quantitative analyst coming from a front office XVA, front office rates or CCR-orientated background. Responsibilities: Building Analytics libraries for XVA pricing and risk-management Develop prototypes for a new best-in-class XVA engine Work Closely on tool-building to Support the XVA Traders Ad-hoc research projects to which you will have autonomy on. Requirements: 3+ Years Experience in a similar Quantitative Role Technical Programming Skills in C++ and Python (C#/JAVA and python backgrounds also considered) Fixed Income Product Knowledge (Rates, Credit or Fx) Strong Written and Verbal Communication Skills
Negotiable
London
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