Equity Derivative Pricing Quant - VP

17 Nov
London
£170,000.00

A leading Tier 1 Investment Bank in London is proactively looking to recruit a front office Equities Quant. Those successful, will be developing & implementing derivative pricing models across this desk alongside supporting the local trading desk.

Location: London

The role:

  • Development of front office derivative pricing models
  • Ensure correct and robust implementation of the models
  • Enhancing the C++ pricing libraries
  • Working entirely in their Front Office alongside quant’s & trade specialists

Requirements:

  • Master’s, PhD, DEA in highly quantitative subjects such as Mathematics, Computer Science, Physics and Engineering.
  • Strong object orientated programming in C++
  • Demonstrable interest in financial modeling
  • Knowledge with stochastic processes, partial differential equations, numerical analyst, numerical optimization and probability theory.
  • Excellent communication skills

This is an immediate hire, interviews have begun thus immediate application is advised. GQR also welcomes tentative enquiries from suitably qualified individuals.

Confidentiality and utmost discretion is 100% assured.

Senior Quantitative Developer

1 Nov
London
£200,000.00

A leading Investment Bank in London is proactively looking to hire a front office quant devloper (C++) for an equity desk. Those successful, will be developing & implementing derivative pricing models across this desk alongside supporting the local trading desk.

Location:  London, United Kingdom

The role:

  • Development of front office derivative pricing models
  • Ensure correct and robust implementation of the models
  • Enhancing the C++ pricing libraries
  • Working entirely in their Front Office alongside quant’s & trade specialists

Requirements:

  • Master’s, PhD, DEA in highly computational subjects such as Computer Science, Physics, Mathematics and Engineering.
  • Strong object orientated programming in C++ (3+ years)
  • Demonstrable interest in financial modeling
  • Knowledge with stochastic processes, partial differential equations, numerical analyst, numerical optimization and probability theory.
  • Excellent communication skills
  • Knowledge of financial mathematics is preferred 

This is an immediate hire, thus interviews have begun. If the role is of interest to yourself it is advised you express your interest early. 

Confidentiality and utmost discretion is 100% assured.

Associate - VP Level Rates Quant

24 Oct
London
£140,000.00

A leading Buy Side Group in London is actively looking to recruit a front office modelling quant for the rates desk. Those successful, will be developing & implementing derivative pricing models across this desk alongside supporting the local trading desk.

Location:  London, UK

The role:

  • Development of front office derivative pricing models
  • Ensure correct and robust implementation of the models
  • Enhancing the C++ pricing libraries
  • Working entirely in their Front Office alongside quant’s & trade specialists

Requirements:

  • PhD, Masters, DEA in highly quantitative subjects such as Mathematics, Computer Science, Physics and Engineering.
  • Strong object orientated programming in C++/C#
  • Demonstrable interest in financial modeling
  • Knowledge with stochastic processes, partial differential equations, numerical analyst, numerical optimization and probability theory.
  • Excellent communication skills

This is an urgent hire, interviews have begun, thus early application is advised. GQR also welcomes tentative enquiries from suitably qualified individuals.

Confidentiality and utmost discretion is 100% assured.

Quantitative Analyst - Tier 1 Investment Bank (Associate/VP)

13 Oct
Hong Kong
£130,000.00

A leading Tier 1 Investment Bank in Hong Kong is proactively looking to recruit a front office Rates/Credit or FX quant. Those successful, will be developing & implementing derivative pricing models across this desk alongside supporting the local trading desk.

Location: Hong Kong

The role:

  • Development of front office derivative pricing models
  • Ensure correct and robust implementation of the models
  • Enhancing the C++ pricing libraries
  • Working entirely in their Front Office alongside quant’s & trade specialists

Requirements:

  • Master’s, PhD, DEA in highly quantitative subjects such as Mathematics, Computer Science, Physics and Engineering.
  • Strong object orientated programming in C++
  • Demonstrable interest in financial modeling
  • Knowledge with stochastic processes, partial differential equations, numerical analyst, numerical optimization and probability theory.
  • Excellent communication skills

This is an immediate hire, interviews have begun thus immediate application is advised. GQR also welcomes tentative enquiries from suitably qualified individuals.

Confidentiality and utmost discretion is 100% assured.

Quantitative Researcher

9 Oct
Hong Kong
£7,300.00

I am looking for a Quantitative Researcher to join a team in Hong Kong, to work remotely 3 days per week. 

My client is a successful research-driven hedge fund/asset management firm focused on quantitative trading strategy. The company actively monitors and invests in 90 markets including financial and commodity markets, encompassing a broad range of asset classes that include equities, fixed income, currencies, energy, precious metals and agriculture. 

I am looking for an profile with a strong quantitative/mathematical background, with ideally a Ph.D. or Masters in a scientific or mathematical discipline. Although prior experience is not specifically required all candidates must have a strong interest in the field of finance and algorithmic trading.

Due to the systematic nature of the role, all candidates are required to be proficient in programming with emphasis on C# and C++.