Quant developer – quantitative strategies & data group Work, Jobs in London (with Salaries)

Quant Developer – Quantitative Strategies & Data Group
Bank of America —London
- Full-time
- Doctoral degree
- Data analysis skills
- Master's degree
Risk Quant – Quantitative Strategies & Data Group
Bank of America —London
- Full-time
- Doctoral degree
- Data analysis skills
- Master's degree
Junior-Mid Options Trader (US Hours)
G-20 Group —London
- Weekend availability
- Data analysis skills
- Master's degree
- Communication skills
Quick apply
Quantitative Trading & Research - Fixed Income - Associate
JPMorganChase —London
- Full-time
- Doctoral degree
- Engineering
- Master's degree
Quantitative Developer
Durlston Partners —London
- £150,000 a year
- Referral programme
Head of Quant & Data Science
Fitch Solutions —London
- AI
- Leadership
- Analytics
2d
GBM Public: FICC SMM Quantitative Researcher, ASO/VP, London
Goldman Sachs —London
- Full-time
- Communication skills
- Employee assistance programme
Senior Experience Designer
Havas Group —London
- Full-time
- Team management
- Mentoring
- Agile
Intraday Algo Trader
Macquarie Group Limited —London
- Full-time
- English
SVP Senior KDB+ Platform Engineer
Citi —London
- Full-time
- Computer Science
- Engineering
- Bachelor's degree
6d
Quantitative Developer - AHL
Man Group —London
- Engineering
- Maths
- Software development
- Annual leave
- Sick pay
Quick apply

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Risk Quant – Quantitative Strategies & Data Group
Bank of America —London
We welcome applications from junior candidates with at least 2 years of financial markets experience, as well as from more experienced professionals.
Quant Developer – Quantitative Strategies & Data Group
Bank of America —London
Support the implementation of robust risk data testing frameworks to assess the appropriateness, completeness and reasonableness of risk scenarios, VaR,…

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quant developer – quantitative strategies & data group jobs near london

Quant Developer – Quantitative Strategies & Data Group

Bank of America -
London

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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

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quant developer – quantitative strategies & data group jobs in london

Quant Developer – Quantitative Strategies & Data Group

Risk Quant – Quantitative Strategies & Data Group

Junior-Mid Options Trader (US Hours)

Quantitative Trading & Research - Fixed Income - Associate

Quantitative Developer

Head of Quant & Data Science

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

Senior Experience Designer

Intraday Algo Trader

SVP Senior KDB+ Platform Engineer

Quantitative Developer - AHL

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