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Quantitative jobs

Robert Walters recruits for permanent and contract quantitative jobs throughout the United Kingdom. View the quantitative job vacancies we are currently recruiting for below.

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Quantitative Analyst/Developer

Salary: £600 - £700 per day

Location: London

Date Posted: 13 April 2018

A reputable bank with an impeccable reputation in London, is searching for a strong Quantitative Analyst or Developer to join their Front Office Quantitative Research team on a contractual basis.
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FX Front Office Quantitative Developer

Salary: £700 - £800 per day

Location: London

Date Posted: 12 April 2018

A rarely available FX Front Office Quantitative Development role has become available at a well-established Retail Bank based in London, looking at the development of FO FX Pricing Models for a highly technical area within the front office.
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Liquidity Risk Modelling Manager

Salary: £500 - £900 per day

Location: City of London

Date Posted: 06 April 2018

A well established financial services house based in London is looking for a Liquidity Risk Modelling Manager to join their Treasury Division to interpret the impacts of new liquidity/funding regulations on the banks business models and liquidity framework.
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XVA Quantitative Analyst

Salary: Negotiable

Location: London

Date Posted: 26 March 2018

A leading global investment bank based in London is currently seeking a Quantitative Analyst to join their Finance Quant team. The team is responsible for the development and the implementation of the bank’s models within the XVA framework. The position will be technically demanding. Therefore, only candidates with excellent programming skills and a strong background in finance will be considered.
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Quantitative Risk Analyst

Salary: Negotiable

Location: London

Date Posted: 02 March 2018

An excellent opportunity has arisen for a Quantitative Risk Analyst to join the Global Methodology team at a leading European investment bank based in London. The team is responsible for the development of risk methodologies across Market Risk and Credit Risk.
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Quantitative Analyst VP

Salary: Negotiable

Location: London

Date Posted: 27 February 2018

A global investment bank based in London is currently seeking a Quantitative Analyst VP to join their prominent Model Validation team. The team is responsible for the independent risk assessment of the model risk framework, including model validation and quantification of model risk. The role will involve close interaction with the business and reports to the Head of Model Validation.
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Model Validation Analyst

Salary: Negotiable

Location: London

Date Posted: 27 February 2018

An excellent opportunity has arisen for a Model Validation Analyst to join the Independent Risk Validation team (IRV) at a leading global investment bank based in London. The team is responsible for the validation of the bank’s risk models across Market Risk, Credit Risk and Operational Risk. This includes models used for regulatory capital purposes as well as for risk measurement. The function works closely with Risk Analytics and Front Office quant teams.
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