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In this section, you'll find all of our quantitative analytics jobs within the financial services sector.
In financial markets worldwide, the most successful trading strategies are developed by highly educated, mathematically skilled financial engineers nicknamed "quants." Quants write financial theories, computer models, valuation techniques and trading programs used by hedge funds and investment banks.
Quants employed in the financial sector usually have higher degrees and Ph.D.s in demanding subjects such as physics, economics or computer science, or any of several particular mathematical specialties like multivariate calculus, linear algebra, differential equations, probability theory and statistical inference.
For success in a quant job, you'll need to be familiar with common programming languages such as C++. You should also read and understand 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. The model they developed provided the fundamental conceptual framework for valuing options, and is now the de facto standard in international financial markets for valuing those instruments, alongside many different types of bonds and derivatives that contain embedded options.
Beyond qualifications, many employers expect candidates for quant jobs to pass a rigorous vetting process which includes verification of references and, in a more competitive role, published research.
A quant career might have a focus on designing and trading complex structured products such as derivatives. Hedge funds also hire a large number of quants.
To handle the bulk of daily trading volume, the use of computer-driven models or algorithms to both identify and rapidly execute profitable arbitrage opportunities has expanded in the past few years. In order to continue executing trades for funds that rely on those models, broker-dealers hire quants to refine the platforms and programs that communicate orders.
Risk-focused quants also work for specialized software vendors that handle the creation and production of risk management products.
Quantitative analytics is one sector of finance where a prospective employee with a Ph.D. isn't considered overqualified, although a master's degree in one of the subjects above is sometimes enough. Unlike with MBA candidates, the quality of your university isn't always a hiring consideration. When applying for a junior quant job, it's more important to show that you have the expertise needed to succeed in the job, demonstrated through a higher degree in mathematics, economics, physics, computer science or similar subjects, the ability to program complicated financial models and excellent communication skills. Many quants also aim to pass the Certificate in Quantitative Finance (CQF), designed by Dr. Paul Wilmott, as another demonstration of skill.
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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...
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