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📑 Snr Credit Quant (Flow & Structured), (VP), London London Ref: FCQA-1008 Total to £260k + Benefits Top-Tier Global Investment Bank CDS, Bonds, CLNs, TRS, Credit Index Options, ETFs, CMS, Structured Credit, C++, Python The global Quant Research group at this Tier-1 Investment Bank is seeking an enthusiastic Credit Quant to further d ...

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📑 Snr Credit Quant (Flow & Structured), (VP), London London Ref: FCQA-1008 Total to £260k + Benefits Top-Tier Global Investment Bank CDS, Bonds, CLNs, TRS, Credit Index Options, ETFs, CMS, Structured Credit, C++, Python The global Quant Research group at this Tier-1 Investmen ...

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📑 ECL Quant Analyst (VP), London London Ref: IFRS-1708 Total to £225k Total + Benefits Leading Investment Bank Expected Credit Loss, CVA, Market Risk-IRB-Provisioning, C# or C++ This leading Investment Bank seeks to hire an experienced Quant Dev (VP) to join their XVA group to covers valuation adjustments, from user tools, through li ...

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📑 ECL Quant Analyst (VP), London London Ref: IFRS-1708 Total to £225k Total + Benefits Leading Investment Bank Expected Credit Loss, CVA, Market Risk-IRB-Provisioning, C# or C++ This leading Investment Bank seeks to hire an experienced Quant Dev (VP) to join their XVA group t ...

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📑 Snr XVA-CCR Quant Analyst (VP), London London Ref: CCR-1811 Total to £240k + Benefits + Hybrid working Top-tier Investment Bank XVA, CCR Modelling, Flow Credit Pricing, SIMM, C++, Pythoin This global Investment Bank operates across the world’s most dynamic markets and has a great reputation both as a caring employer and for its sta ...

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📑 Description du poste The model validation team is the essential team to ensure the viability, robustness and reliability of the FO pricing models before they can be used for production purpose. All the new FO models/methodologies or any methodological changes should be validated by the team. For each validation request, the team analyses the ...

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📑 Snr XVA-CCR Quant Analyst (VP), London London Ref: CCR-1811 Total to £240k + Benefits + Hybrid working Top-tier Investment Bank XVA, CCR Modelling, Flow Credit Pricing, SIMM, C++, Pythoin This global Investment Bank operates across the world’s most dynamic markets and has a ...

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📑 Description du poste The model validation team is the essential team to ensure the viability, robustness and reliability of the FO pricing models before they can be used for production purpose. All the new FO models/methodologies or any methodological changes should be validated by the team. For each validation reques ...

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📑 Quant Strategist - Portfolio Manager Support We are assembling a strong Quant Technology team to build our next generation in-house analytics and trader support tools. This team will sit under the Fixed Income & Commodities Technology (FICT) group and the role will be focused on providing support to Portfolio Managers. The in-house pricing librarie ...

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📑 Job description Business type Types of Jobs - Risk Management / Control Job title Quantitative Analyst Contract type Permanent Contract Management position No Job summary The model validation team is the essential team to ensure the viability, robustness and reliability of the FO pricing models before they ca ...

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📑 Posted byCo Founder & CEOCurrently Recruiting for Two Quantitative Opportunities: Role one: Start Up : FX Front Office Pricing Library Quant (5+ years exp) Role two: Counterparty Credit Risk / Portfolio Risk Methodology Quant (5+ years) Must have the following experience Role one: Academic excellence: A PhD (or equivalent) in Maths, Physic ...

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📑 Be part of the vision; be part of the RIBA. The RIBA is a global professional membership body, and a cultural organisation, driving excellence in architecture. Salary: £27,750 pro rata per annum Location: London, 66 Portland Place Hours: 14 hours (2 days) per week - Monday & Tuesday Why Join us? Our Benefits: The RIBA off ...

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📑 Quant Strategist - Portfolio Manager Support We are assembling a strong Quant Technology team to build our next generation in-house analytics and trader support tools. This team will sit under the Fixed Income & Commodities Technology (FICT) group and the role will be focused on providing support to Portfolio Managers. The in-house pricing libra ...

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📑 Job description Business type Types of Jobs - Risk Management / Control Job title Quantitative Analyst Contract type Permanent Contract Management position No Job summary</ ...

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📑 Rates Quant, Large Hedge Fund & FinTech (VP / Director), London London Ref: RATES-2303 Total to £260K + Benefits Leading Asset Management Firm Spread Options, Caps-Floors, Curves, Callables, Bermudans, FVAs, etc., C++ & Python This leading Asset Management Service firm has over 350 staff and offices in London, Hong Kong, and New Yo ...

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📑 Be part of the vision; be part of the RIBA. The RIBA is a global professional membership body, and a cultural organisation, driving excellence in architecture. Salary: £27,750 pro rata per annum Location: London, 66 Portland Place Hours: 14 hours (2 days) per week - Monday ...

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📑 Posted byCo Founder & CEOCurrently Recruiting for Two Quantitative Opportunities: Role one: Start Up : FX Front Office Pricing Library Quant (5+ years exp) Role two: Counterparty Credit Risk / Portfolio Risk Methodology Quant (5+ years) Must have the following experience Role one: Academic excellence: A PhD ...

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📑 Leading global hedge fund looking for a ‘best of the best’ C++ engineer to join their Quant Technology Team. They are looking for passionate and driven individuals to sit in their Fixed Income and Commodities technology group in their London office. Summary: Have the opportunity to work closely with Quants to expand th ...

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📑 Salary: £130,000 – 150,000 base + 50-100% bonus Client Fantastic opportunity for a modern C++ developer (14 or later) to join the core Fixed Income and Commodities Technology group at one of the world’s most prestigious hedge funds. This team is the backbone of their cross-asset Risk and PnL system for all Fixe ...

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📑 Required skills Quant analytics, trading, financial mathematics, financial modelling, pricing, risk, derivatives, frontoffice, library development, model development, volatility modelling, fx, rates, credit, derivatives,equities. The team is responsible for supporting the buying and selling of financial products on exchanges allover the world. This ...

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📑 Required skills Quant analytics, trading, financial mathematics, financial modelling, pricing, risk, derivatives, frontoffice, library development, model development, volatility modelling, fx, rates, credit, derivatives,equities. The team is responsible for supporting the buying and selling of financial prod ...

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📑 Rates Quant, Large Hedge Fund & FinTech (VP / Director), London London Ref: RATES-2303 Total to £260K + Benefits Leading Asset Management Firm Spread Options, Caps-Floors, Curves, Callables, Bermudans, FVAs, etc., C++ & Python This leading Asset Management Service firm has ...

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📑 WHO WE ARE Quanteam Group is a Consulting firm specialised in the Capital Markets industry, in Paris, London, Brussels, New York and North Africa. Since 2007, our 800 consultants provide major clients (Corporate & Investment Banks, Asset Managers, Hedge Funds, Brokers and Insurance Companies) with expertise in several projects such as Financial ...

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📑 W Posted byRecruiter WHO WE ARE Quanteam Group is a Consulting firm specialised in the Capital Markets industry, in Paris, London, Brussels, New York and North Africa. Since 2007, our 800 consultants provide major clients (Corporate & Investment Banks, Asset Managers, Hedge Funds, Brokers and Insurancepanies) with expertise in several project ...

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📑 Description An exciting opportunity has arisen for a motivated and commercial individual to take the second step in their career and join a leading UK private credit firm as an Investor Relations Analyst . Key Responsibilities: Responsibility for the library of marketing documents for direct lending strategies. Work closely wit ...

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📑 We are working with a systematic, quant hedge fund that manages over $18bn and with 800+ people across Europe & APAC, and specifically with their central Modelling group in London where they're looking hire into the team which is working on building and enhancing the firm's new pricing & analytics library.This group works with Research & Trading te ...

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📑 We are working with a systematic, quant hedge fund that manages over $18bn and with 800+ people across Europe & APAC, and specifically with their central Modelling group in London where they're looking hire into the team which is working on building and enhancing the firm's new pricing & analytics library.This group works with Research & Trading te ...

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📑 The Honourable Society of the Middle Temple have an exciting opportunity for a Library Assistant to join their team.Location: Middle Temple Ln, Temple, London EC4Y 9BTSalary: £18K Gross PAJob Type: Part-time/ Permanent (24hrs per week)Close Date: 10am on 29th of April 2024About Us:A modern institutio ...

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📑 The Honourable Society of the Middle Temple have an exciting opportunity for a Library Assistant to join their team.Location: Middle Temple Ln, Temple, London EC4Y 9BTSalary: £18K Gross PAJob Type: Part-time/ Permanent (24hrs per week)Close Date: 10am on 29th of April 2024About Us:A modern institutio ...

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📑 W Posted byRecruiter WHO WE ARE Quanteam Group is a Consulting firm specialised in the Capital Markets industry, in Paris, London, Brussels, New York and North Africa. Since 2007, our 800 consultants provide major clients (Corporate & Investment Banks, Asset Managers, Hedge Funds, Brokers and Insurancepanies) with expe ...

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📑 If you are passionate, curious and ready to make an impact, we are looking for you. Quantitative Research (QR) is a global team which expertise ranges across various fields: Derivatives Modelling, Financial Engineering, Data Science and Quantitative Development. We provide quantitative expertise and diverse product offerings to clients. As part of ...

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📑 Job DescriptionMarketplace is seeking a talented individual with strong analytical and technical skills to grow our offering in the US for credit card information and advice to consumers. This person should have experience growing traffic in the credit card space. You’ll be part of an industry-leading team equipped with all the tools a ...

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📑 Job description Business type Types of Jobs - Risk Management / Control Job title 12 Month Internship - Quantitative Analyst Contract type Internship/Trainee Term (in months) 12 Months Job summary Summary With the help of the internship supervisor, in charge of a validation study topics within the model va ...

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