C++ quant Work, Jobs (with Salaries)

Quant Developer â€“ Quantitative Strategies & Data Group
Bank of America —London
- Full-time
- Doctoral degree
- Data analysis skills
- Master's degree
eFX Quant Analyst - VP
State Street —London
- Full-time
- Doctoral degree
- Machine learning
- Team management
4d
Quantitative Analyst
Leversys —London
- Full-time
- Hybrid work
- No experience needed
- Master's degree
- Analysis skills
FX Options Desk Quant
RocketFin Consulting Ltd —London
- Doctoral degree
- Master's degree
- Analytics
Quick apply
Market Risk / CCR - Quant Analyst (AVP/VP Level)
Forvis Mazars LLP —London
- Full-time
- Business development
Gas Quant Structurer
Shell —London
- Master's degree
- Bachelor's degree
- Communication skills
- Flexible schedule
11d
Associate/Vice President - Inflation Quant | SCIB
SLB Banco Santander, S.A. (Branch London) —London
- Full-time
- Doctoral degree
- Computer Science
- Engineering
Lead Python Engineer (Risk)
Luxoft —London
- English
- C++
- AI
9d
Quantitative Trading & Research - Fixed Income - Associate
JPMorganChase —London
- Full-time
- Doctoral degree
- Engineering
- Master's degree
3d
Quantitative Trading & Research - Equity Derivatives Exotics - Vice President or Executive Director
JPMorganChase —London
- Full-time
- Mentoring
- Communication skills
- Analytics
eTrading Developer (Fixed Income)
Nomura —London
- Computer Science
- Analysis skills
- Agile
Valuation Control Quantitative Strategist
Deutsche Bank —London
- Full-time
- Hybrid work
- Master's degree
- Software development
- Communication skills
- Employee discount
Valuation Control Quantitative Strategist – Commodities
Deutsche Bank —London
- Full-time
- Hybrid work
- Analysis skills
- Communication skills
- Analytics
- Employee discount
GBM Public: FICC SMM Quantitative Researcher, ASO/VP, London
Goldman Sachs —London
- Full-time
- Communication skills
- Employee assistance programme
Technical Auditor - Investment Banking
Alexander Mann Solutions (AMS) —London
- AI
- Banking
Commodities Quantitative Analyst (Assistant Vice President)
Citi —London
- Full-time
- Hybrid work
- Doctoral degree
- Master's degree
- Communication skills
- Employee assistance programme
- Employee discount
Systematic Energy Portfolio Manager
J.K. Barnes —London
- C++
Python Counterparty Credit Risk Senior Developer, Vice President
Citi —London
- Full-time
- English
- C++
- Mentoring
- Annual leave
- Employee assistance programme
Senior Software Engineer - Advisory Suite
Alpaca —London
- Remote
- Databases
Quick apply
Intern - Quantitative Research, Fixed Income and Credit (12 months)
Natixis CIB London —London
- Doctoral degree
- Master's degree
- Maths

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Quant Developer â€“ Quantitative Strategies & Data Group

Bank of America -
London

Apply Now

Job details

Full-time

Qualifications

Doctoral degree
Financial modelling
Conduct risk analysis
Data analysis skills
Mathematics
Master's degree
Communication skills

Full job description

Job Description:

At Bank of America, we are guided by a common purpose to help make financial lives better through the power of every connection. We do this by driving Responsible Growth and delivering for our clients, teammates, communities and shareholders every day.

Being a Great Place to Work is core to how we drive Responsible Growth. This includes our commitment to being an inclusive workplace, attracting and developing exceptional talent, supporting our teammates’ physical, emotional, and financial wellness, recognizing and rewarding performance, and how we make an impact in the communities we serve.

Bank of America is committed to an in-office culture with specific requirements for office-based attendance and which allows for an appropriate level of flexibility for our teammates and businesses based on role-specific considerations.

At Bank of America, you can build a successful career with opportunities to learn, grow, and make an impact. Join us!

We are looking for a highly skilled and innovative Quant Developer / Strategist to join the Quantitative Strategies & Data Group within Global Markets. The team develops Python-based solutions on the Bank’s strategic platform, Quartz, delivering strategic and regulatory programmes, including FRTB IMA, VaR, Strategic Risk and PnL, etc.. The role offers exposure across all asset classes (Rates / Commodity / Credit / FX / Equity) and involves close collaboration with Front Office Technology, Risk, and Quant teams. This is a hands-on role combining quantitative modelling, data analysis and engineering.

Key Responsibilities:

Develop and enhance market models (e.g. VaR) to ensure accurate measurement of risk exposures across trading books, in line with regulatory and internal governance requirements
Support the implementation of robust risk data testing frameworks to assess the appropriateness, completeness and reasonableness of risk scenarios, VaR, expected shortfall and stress test calculations. This includes testing scenario design, implementation, results consolidation, and analyses of calculations to understand key drivers
Investigate data issues and model anomalies, expanding and debugging the existing risk and PnL calculation code, and improving performance and maintainability
Partner with Tech, Quants and Risk partners to ensure that the solutions are scalable and aligned with the programmes’ needs
Drive continuous improvement through critical review of model development and validation outcomes, and constructive challenge and feedback on technical documentation

Required Qualifications and Skills:

Masters/PhD level in a quantitative subject (Mathematics, Statistics, Physics, Engineering, Computer Science or other analytical background)
Proficient in Python, SQL, C++ and other
Excellent analytical and problem-solving skills
Strong communication skills
Risk knowledge is desirable but not strictly necessary, provided there is a willingness to learn
We welcome applications from junior candidates with at least 2 years of financial markets experience, as well as from more experienced professionals

Apply Now

Refine Your Search

c++ quant jobs

Quant Developer â€“ Quantitative Strategies & Data Group

eFX Quant Analyst - VP

Quantitative Analyst

FX Options Desk Quant

Market Risk / CCR - Quant Analyst (AVP/VP Level)

Gas Quant Structurer

Associate/Vice President - Inflation Quant | SCIB

Lead Python Engineer (Risk)

Quantitative Trading & Research - Fixed Income - Associate

Quantitative Trading & Research - Equity Derivatives Exotics - Vice President or Executive Director

eTrading Developer (Fixed Income)

Valuation Control Quantitative Strategist

Valuation Control Quantitative Strategist – Commodities

GBM Public: FICC SMM Quantitative Researcher, ASO/VP, London

Technical Auditor - Investment Banking

Commodities Quantitative Analyst (Assistant Vice President)

Systematic Energy Portfolio Manager

Python Counterparty Credit Risk Senior Developer, Vice President

Senior Software Engineer - Advisory Suite

Intern - Quantitative Research, Fixed Income and Credit (12 months)

I want to receive the latest job alerts for c++ quant

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