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.

Search Results

Front Office Quant Developer

Salary: £700 - £800 per day

Location: London

Date Posted: 22 May 2017

A rarely available Front Office Quantitative Developer role has become available at a highly regarded Investment Bank based in London. This role offers an opportunity for excellent career progression with a leading global Investment Bank undertaking Quantitative Analysis and Development.
Data Scientist - Transaction Monitoring - VP

Salary: Negotiable

Location: London

Date Posted: 17 May 2017

A fantastic opportunity for a data analytics professional who is looking for a new challenge in financial crime, to join a recently formed department with an innovative and data driven approach to optimising the financial crime functions for a leading global investment bank based in London. Within this team you will have access to both global data both structured and unstructured. This is the chance to gain maximum exposure within the bank and create a high level impact on the business
Model Validation Associate

Salary: £55000 - £80000 per annum

Location: London

Date Posted: 11 May 2017

An exciting new role has become available for a junior model validation quant in a leading investment bank based in London City. The role is for a risk quant who is looking for experience with model validation or already has some within a capital markets environment. The role with sit across the validation team for risk and capital models and will be focused on stress testing in the first instance.
Model Validation Associate

Salary: £55000 - £80000 per annum

Location: London

Date Posted: 11 May 2017

An exciting new role has become available for a junior model validation quant in a leading investment bank based in London City. The role is for a risk quant who is looking for experience with model validation or already has some within a capital markets environment. The role with sit across the validation team for risk and capital models and will be focused on stress testing in the first instance.