
Who We Are Looking For (Ideal Experience) Experienced XVA Quant Developer with strong exposure to counterparty risk (CVA, DVA, FVA, MVA). Background in front-office or risk quantitative teams within an investment bank or top-tier financial institution. Proven experience working on pricing, exposure, or XVA analytics in production environments. Comfortable operating close to trading, risk, and technology stakeholders. Your Technical Competencies Expert-level C++ with a focus on low-latency and hi
Role Overview We are seeking an experienced Quantitative Risk Analyst; market data and risk analyst to support initiatives around market conventions, data modelling, and data quality governance, with a strong emphasis on the Japanese financial markets. This role will bridge collaboration between the Market Data team, Data Modelling team, and Equity Risk Analytic function, ensuring accurate interpretation and implementation of market standards across systems and processes. Additionally, the role
Overview Our client; a leading cross-asset front-to-back trading and risk technology provider is building out its Quant Research capability and is seeking a Credit Quantitative Analyst to drive model development across credit products. This is a high-impact role contributing to the core analytics embedded within a global trading and risk platform. Key Responsibilities Design and implement pricing models for bonds, CDS, structured credit, and credit derivatives. Develop curve construction, hazard
Role overview: We are seeking a Business Analyst with a strong quantitative / financial engineering orientation to bridge Quant Research and Technology within a cross-asset trading and risk platform environment. This is not a traditional functional BA role — it requires deep understanding of derivatives, pricing models, and risk analytics. You will: Translate quantitative model requirements into detailed functional specifications. Work closely with Quant Researchers to onboard pricing and risk m
Overview We are expanding our Quant Research team and in need for a Commodities Quant Analyst to develop pricing and risk models across energy, metals, and commodity derivatives markets. You will: Build and enhance pricing models for commodity derivatives (forwards, futures, options, structured products). Develop curve construction methodologies and stochastic models for commodity dynamics. Design risk analytics, sensitivities, and scenario frameworks. Work cross-functionally to integrate commod
Overview We are seeking a Business Analyst with strong experience in trade reconciliation, trade break investigation, and control execution. This is a hands-on BA role focused on ensuring the accuracy, integrity, and timely resolution of trade-related discrepancies across front-to-back processes. You will: Perform and oversee trade reconciliation activities across systems and counterparties. Investigate and resolve trade breaks, identifying root causes and driving remediation. Execute and monito
Job Overview The XVA Quant will be sitting within the XVACCR, Collateral & Credit Quantitative Research. The mandate of the quant team is to produce quantitative modelling and innovative solutions for XVA, Counterparty Risk, Collateral and Credit topics. The quant team regularly interacts with a broad scope of internal clients: XVA and Scarce Resources desk for XVA pricing and modelling Risk department for Internal & Regulatory CCR, Accounting XVA, and SIMM Collateral desk for discountin
Role: KDB+ Engineer - eFX/FX Technology Overview Our consultant will be sitting within the eFX technology department that is responsible for a suite of applications and services that form the core of the eFX business line servicing clients, internal Sales, and other branches of the group. The suite includes connectivity to markets and multi-dealer venues, single dealer platform, pricing and trader tools, and supports FX spot, forward, options and deposits. The services are implemented in C#, Jav
Who we are looking for We are seeking an experienced Senior Manager OR Director (SVP to Director Level) to join our Quantitative Finance advisory practice, focused on Financial Engineering and delivering analytics platform solutions to clients. In this role, you will leverage your deep quantitative development expertise to advise clients on analytics infrastructure, risk and valuation platforms, contributing directly to their strategic decision-making and business growth. As part of your respons
Who we are looking for We are seeking an experienced Senior Manager OR Director (SVP to Director Level) to join our Quantitative Finance advisory practice, focused on delivering quantitative solutions to clients. In this role, you will leverage your deep quantitative expertise to advise clients on derivatives modelling, risk and valuation methodologies, contributing directly to their strategic decision-making and business growth. As part of your responsibilities, you will: Lead small and large m
Who we are looking for We are seeking an experienced Senior Consultant, Manager OR Associate Director (AVP to VP Level) to join our Quantitative Finance advisory practice, focused on Financial Engineering and delivering analytics platform solutions to clients. In this role, you will leverage your deep quantitative development expertise to advise clients on analytics infrastructure, risk and valuation platforms, contributing directly to their strategic decision-making and business growth. As part
Who we are looking for An experienced Quant Developer working in a front office equities or equity derivatives environment Strong background in pricing, risk, and P&L analytics for equity derivatives (e.g. options, structured products) Proven experience developing and maintaining production-grade quantitative libraries Solid quantitative foundation (Mathematics, Physics, Engineering, or similar) Your Competences Technical Expert-level C++ in a low-latency, production environment Python for t