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Model Risk Quant
1 week ago
ING London, United KingdomDepartment Overview: The Integrated Risk Model Development department comprises of a large team of modelling experts: Trading Risk, Credit Risk and Market Risk in IRRBB and Balance Sheet Risk models, with state-of-the-art modelling methods, tooling, and data-processing technologi ...
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Quant Model Risk Manager
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eFinancialCareers London, United KingdomLooking for a Model Risk Manager to cover market risk, counterparty risk and valuation risk methodologies. · **ESSENTIAL** · - Exposure to internal capital modelling or review · - Knowledge of Economic Scenario Generators · - Exposure to market, counterparty, business risks · - P ...
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Interest Rate Options Modelling Quant
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CIBC London, United KingdomWe're building a relationship-oriented bank for the modern world. We need talented, passionate professionals who are dedicated to doing what's right for our clients. · At CIBC, we embrace your strengths and your ambitions, so you are empowered at work. Our team members have what ...
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Lead Quant Modeler
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Start up Hedge Fund London, United KingdomJob Description We are driven by cutting-edge technology and a passion for data-driven investment strategies. As a start-up, we offer an exciting and fast-paced environment where your contributions can make a significant impact on our success. · We are seeking a skilled Quantitat ...
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Model Validation Quant Analyst
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Fourier Ltd London, United Kingdom Full timeOne of the largest companies globally, and a major player in the oil and gas industry are looking to hire a model validation quant, ideally with 3-5 years' experience, to help build out their model validation desk. · You'd be joining a team of experienced Quants and will be mento ...
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Market Risk Models Quant
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Market Risk Models Quant,
1 week ago
Top-Tier Global Investment Bank London, United KingdomLondon · Ref: MRQ-1007 · Up to £250k Total Comp · Leading Global Investment Bank · This global investment bank, seeks to hire a VP level Quant Analyst to focus on optimisation of FRTB, SIMM and VaR and implementing quantitative solutions. As part of their Risk Engineering ...
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Market Risk Models Quant,
1 week ago
Top-Tier Global Investment Bank London, United KingdomLondon · Ref: MRQ-1007 · Up to £250k Total Comp · Leading Global Investment Bank · This global investment bank, seeks to hire a VP level Quant Analyst to focus on optimisation of FRTB, SIMM and VaR and implementing quantitative solutions. As part of their Risk Engineering ...
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Risk, Model Validation Quant, AVP
16 hours ago
Mizuho London, United KingdomJob Description Who are we? · We are not your typical financial institution. It's our people who make us a cut above. Here, every person is respected because of their differences, not in spite of them. · We pride ourselves on a culture of purpose, passion and compassion. At Mizuh ...
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Risk, Model Validation Quant, AVP
1 week ago
Mizuho London, United KingdomWho are we?We are not your typical financial institution. It's our people who make us a cut above. Here, every person is respected because of their differences, not in spite of them.We pride ourselves on a culture of purpose, passion and compassion. At Mizuho, we provide the stab ...
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Risk, Model Validation Quant, AVP
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Mizuho Camden Area, United KingdomWho are we? · We are not your typical financial institution. It's our people who make us a cut above. Here, every person is respected because of their differences, not in spite of them. · We pride ourselves on a culture of purpose, passion and compassion. At Mizuho, we provide th ...
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Risk, Model Validation Quant, AVP
21 hours ago
Mizuho London Area, United KingdomWho are we? · We are not your typical financial institution. It's our people who make us a cut above. Here, every person is respected because of their differences, not in spite of them. · We pride ourselves on a culture of purpose, passion and compassion. At Mizuho, we provide ...
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Rates/FX Hybrids Pricing Model Validation Quant VP
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Morgan McKinley London, United KingdomJob Description The Model Risk & Analytics team provides independent oversight and governance for senior managers of model analytics and their implementation into the risk architecture that drive valuation, risk and stress results. Model Validation as part of Model Risk Managemen ...
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Rates/FX Hybrids Pricing Model Validation Quant VP
21 hours ago
Morgan McKinley London, United KingdomThe Model Risk & Analytics team provides independent oversight and governance for senior managers of model analytics and their implementation into the risk architecture that drive valuation, risk and stress results. Model Validation as part of Model Risk Management is responsible ...
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Rates/FX Hybrids Pricing Model Validation Quant VP
16 hours ago
Morgan McKinley Camden Area, United KingdomThe Model Risk & Analytics team provides independent oversight and governance for senior managers of model analytics and their implementation into the risk architecture that drive valuation, risk and stress results. Model Validation as part of Model Risk Management is responsible ...
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Head of Quant Trading
1 week ago
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Front Office Fx Options
6 days ago
Millar Associates London, United Kingdom**London** · **Ref: FXOH-1604** · **Circa Total £200K + Benefits** · **Leading Global Investment Bank** · **Front Office Quant Analytics** · Our client, a world-leading Investment Bank, seeks to hire an experienced Quant Analyst to join its expanding exotics business in London. Y ...
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eFinancialCareers London, United Kingdom**Summary**: · A boutique systematic and quant trading firm is looking for a Quantitative Analyst to join their quant research team in London. With a small, agile and technology-driven environment, the successful quant analyst will be working alongside software engineersand quant ...
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Front Office Quant Strat, Capital, Frtb
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Millar Associates London, United Kingdom**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 bus ...
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Risk Trading Quant
10 hours ago
Paritas Recruitment - Risk London, United KingdomParitas Recruitment - Risk London, United KingdomPosted 16 minutes ago Permanent £80k - £110k · - K- Posted by · - Keith Jones- Manager - Risk Management & Quantitative AnalyticsFollow · - Model Validation Quant in a dynamic and expanding team based in the City. · Risk Trading Qu ...
Lead Quant Modeler - London, United Kingdom - Start up Hedge Fund
Description
We are driven by cutting-edge technology and a passion for data-driven investment strategies.As a start-up, we offer an exciting and fast-paced environment where your contributions can make a significant impact on our success.
We are seeking a skilled Quantitative Modeler to join our commodities trading team.The successful candidate will play a key role in developing and implementing quantitative models to support our trading strategies across various commodity markets.
You will work closely with traders, researchers, and software developers to design and optimize models that generate alpha and manage risk effectively.
Responsibilities:
Develop and implement quantitative models for trading commodities, including futures, options, and physical markets.
Conduct research to identify and validate alpha-generating signals and trading strategies based on market data and fundamental factors.
Collaborate with traders and researchers to integrate quantitative models into trading systems and strategies.
Analyze market data, including price dynamics, supply and demand fundamentals, and geopolitical factors, to enhance model performance and profitability.
Optimize models for execution efficiency, liquidity management, and risk control.
Conduct backtesting and simulation analysis to assess model performance under various market conditions and refine model parameters.
Requirements:
Advanced degree (Ph.
D. or Master's) in quantitative finance, mathematics, statistics, physics, computer science, or a related field.
Strong programming skills in in either Python or C++
Solid understanding of financial markets, trading strategies, and risk management principles.
Experience with quantitative modeling techniques, including statistical analysis, machine learning, and time series analysis.
Proficiency in data analysis and visualization tools (e.g., Pandas, NumPy, Matplotlib).
Excellent problem-solving skills and attention to detail.
Prior experience in a quantitative role at a hedge fund, proprietary trading firm, or financial institution is preferred but not required.