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Quantitative Analytics
This section contains all our quantitative analytics jobs related to the financial services sector.
In the international financial markets, successful trading strategies are devised by highly educated, mathematically oriented financial engineers known as "quants". They create financial theories, computer models, valuation techniques and trading programs used by hedge funds, and investment banks.
Quants working in the financial sector frequently have advanced degrees and PhDs in disciplines such as physics, economics and computer science, or any of several mathematical specialties such as multivariate calculus, linear algebra, differential equations, probability theory and statistical inference.
To succeed in a quant job, you also need to be familiar with widely used programming languages such as C++. It will help if you know the work of economists Myron Scholes, Fischer Black and Robert C. Merton. Scholes and Black are synonymous with options pricing theory, having developed the famous Black-Scholes equation. Their model provided the fundamental conceptual framework for valuing options, and has become the de facto standard in the world's financial markets for valuing those instruments, along with many types of bonds and derivatives that contain embedded options.
Beyond advanced degrees, many employers require prospective quants to pass a rigorous vetting process that includes verification of references and, ideally, published research. Quant careers may focus on designing and trading complex structured products such as derivatives. There are also a number of opportunities to work in hedge funds.
The use of computer-driven models or algorithms to both identify and rapidly execute profitable arbitrage opportunities has grown rapidly in recent years, to account for the bulk of daily trading volume. To continue executing trades for funds that rely on those models, broker-dealers recruit quants to refine the platforms that communicate orders.
Risk-focused quants also work for specialized software vendors that create and produce risk management products.
Quantitative analytics is one area where a candidate with a doctorate isn't considered to be overqualified, although a master's degree in the appropriate discipline can sometimes suffice. Unlike with MBA candidates, the pedigree of your university isn't always viewed as a hiring advantage. When seeking a junior quant job, it's more important to demonstrate you have the skills needed to succeed in the job such as an advanced degree in mathematics, economics, physics, computer science or similar disciplines, an ability to program complex financial models, and good communication skills. Many quants pass the Certificate in Quantitative Finance (CQF) designed by Dr Paul Wilmott.
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| FX Quant Developer- High Frequency Algo Desk/ Solid Java- London- £Negotiable | eka Finance £Negotiable | UK-London | 16 May 12 |
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Leading US Bank are looking to hire an FX Quantitative Developer to work within the High Frequency Algorithmi...
| Senior Equity Quant Research Specialist | Citifocus £Excellent Package | UK-London | 16 May 12 |
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Responsibilities will cover providing improvements to the equity investment process, communicating equity str...
| VP Level - Experienced FX Quant Required – Front Office FX Quant Team – Tier 1 Investment Bank – G10, EM and Electronic Trading – FX Quantitative Analytics Team - £130k - £160k + Bonus + Package. | Montash Limited £130k - £160k + Bonus + Package | UK-London | 16 May 12 |
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Montash Associates has been retained by a Tier 1 Investment Bank, to find an experienced (5+ years) front offi...
| Hedge Fund Manager - London | Carlton AN Highly competitive | UK-London | 16 May 12 |
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London Based; My client is a top CTA hedge fund that is looking for senior quantitative researchers with their...
| VP - Market Risk Quant - Tier 1 Bank | Grainger West £100000 - £130000 per annum | UK-London | 16 May 12 |
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VP - Market Risk Quant - Tier 1 Bank - 130k - Exotic derivatives and paths in Front offcie for thise who excel...
| Front Office Energy Trading Quant Analyst sought - London | Bramwith Consulting Circa £50K - £65K basic + bonus + benefi... | UK-London | 16 May 12 |
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My client is a global oil and gas major, they are looking to aggressively grow their London energy trading bus...
| VP - Risk Management- Tier 1 Bank | Grainger West £100000 - £120000 per annum | UK-London | 16 May 12 |
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VP - Risk Management - Tier 1 Investment Bank - London - six figure package - mandate to build team with a glo...
| EU Cash Equity Crossing Engine / Internalisation 001 | NJF Search International 130000-220000 | UK-London | 16 May 12 |
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Order flow optimisation, internalisation / matching / crossing of orders, automated hedging, risk optimisation...
| Top British Investment Banks seeks CVA/PFE Quant | Selby Jennings 70-90k Base salaries (plus bonus and exc... | UK-London | 16 May 12 |
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This Top Global firm is seeking quantitative risk modellers to carry out CVA and PFE modelling for the Front O...
| Entry Level Quant Required by Leading London Hedge Fund to work on Systematic Trading Strategies | NJF Search International Upto £80k basic and excellent packages | UK-London | 16 May 12 |
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A leading London based Hedge Fund is seeking a talented, PhD level Quant Researcher to work on their Systemati...
| Quantitative Prop Traders Required by Leading Global Investment Bank - Europe, USA or Asia | NJF Search International Up to $300k base and % of PnL (potential... | UK-London | 16 May 12 |
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One of the world's foremost investment banks is currently looking to expand their quantitative prop trading gr...
| Actuary / Investment Consultancy / CT exams | Jigsaw Recruiting 35-55K (depending on level) | UK-London | 16 May 12 |
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The Company: Our client is a leading global provider of investment consulting services
| Senior AVP/ VP Market Risk - VaR Analyst | Oliver James Associates 70,000 - 85,000 | UK-London | 16 May 12 |
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My client a leading Tier1 Investment bank require a Market Risk Manager to focus on VAR, Stressed VaR, Conso...
| C++ Software Engineer | Westbourne Partners Base and bonus | UK-London | 16 May 12 |
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My London based client, a well known trading firm are looking for a C++ low latency expert with extensive expe...
| Front Office Developer | Credit Suisse UK Competitive | UK-London | 16 May 12 |
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The role will cover all aspects of the trading platform, including interaction the exchange price feeds and tr...
| Head of Market Risk Methodologies & Analytics (ED) | Millar Associates To £250K total | UK-London | 16 May 12 |
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This large, respected investment bank also includes insurance & commercial banking among its activities. The ...
| High Frequency Data Specialist | Westbourne Partners base and bonus | UK-London | 16 May 12 |
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My High Frequency Fund in London is looking for a data specialist with immediate effect. Candidates will have ...
| Senior Quantitative Analyst | Robert Walters £Market Rate | UK-London | 16 May 12 |
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Our client is a leading Emerging Market Investment Bank who wishes to recruit a Credit Risk Quantitative Analy...
| GSAM, QIS Client Portfolio Management , Associate | Goldman Sachs Competitive | UK-London | 16 May 12 |
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The Quantitative Investment Strategies (QIS) team manages over $60 billion across a variety of mandates includ...
| Experienced SAP, SQL, Quants, Oracle, JAVA, C++ - Very Urgent | City Wharf Financial Recruitment £150,00 - £250,00 | UK-London | 16 May 12 |
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We have a number of city based investment banking mandates urgently seeking highly skilled candidates within t...
| Credit Risk Quantitative Analyst | Standard Chartered Bank NA | UK-London | 16 May 12 |
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| Leading hedge fund is looking for quantitative risk manager to develop front office risk platform in London | Selby Jennings Risk Team Base Salary of circa £100,000 + exceptio... | UK-London | 16 May 12 |
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• Quantitative Risk Manager | Hedge Fund • Base Salary of circa £100,000 + exceptional bonus potential • Lon...
| Equity Market Neutral – Capital Available/Added AUM for Equity Market Neutral Traders with their own funds – Equity Market Neutral | Stott and May Highly Competitive | UK-London | 16 May 12 |
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Several Funds and Institutional Investors are currently looking for existing Equity Market Neutral focussed fu...
| C++/Java (Quantitative) Developer - Non-Finance background – US Investment Bank | Westbourne Partners up to 100k basic salary + PnL Related bo... | UK-London | 16 May 12 |
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Expert 'Out of Industry' Programmers required to join a US Investment Banking Quant Development Group. Candida...
| Start Up - Quantitative Risk Analyst | Huxley Associates £90000 - £110000 per annum + Bonus | UK-London | 16 May 12 |
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A growing start up is looking for a Quantitative Analyst to lay the foundation and develop a range of performa...
| Credit Risk Modeller AVP | Hays Financial Markets £50,000 plus exceptional benefits | UK-London | 16 May 12 |
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Exciting opportunity to join this progressive credit risk model team within a premier global financial institu...
| Quantitative Specialist | Hamlyn Williams 60,000-105,000k | UK-London | 16 May 12 |
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This is a fantastic opportunity to be a key part of a global Quant Modelling team within Credit Risk in a top ...
| Interest Rates Quantitative Analyst, Investment Banking | UBS AG competitive | UK-London | 16 May 12 |
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Interest Rates Quantitative Analyst at Associate Director / Director level ( AVP/VP).
| PhD C++ Software Developer (Gaming/Telecoms/Finance) | Selby Jennings Technology Circa £75,000 - £100,000 + bonus + benef... | UK-London | 16 May 12 |
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PhD C++ Software Developer (Gaming/Telecoms/Finance) Global Leading Financial Institution, London OR Stockhol...
| London - High Frequency Quant Trader/Strategist | GQR Global Markets Up to £150k basic + Contractual Payout | UK-London | 16 May 12 |
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A Top European Hedge Fund with a strong presence in Equities, FX and Rates markets is looking to develop its f...
