Front Office Quant Analyst Job at Apollo Solutions (London)

Core Java Backend Lead - Vice President

Working at Citi is far more than just a job. A career with us means joining a te...

Location

India , Pune

Salary:

Not provided

Citi

Expiration Date

Until further notice

Requirements

10+ years of programming experience with an object-oriented language (preferably Java), including multi-threading concepts and relational databases
Solid architectural understanding of enterprise applications
Strong grasp of computer science fundamentals: concurrency, algorithms, data structures, design patterns, etc
Demonstrated experience leading a development team of significant size for large-scale projects, delivering complex solutions effectively
Experience with Java Core, Spring framework, and Linux
Demonstrated experience developing large financial software trading systems with significant hands-on development in optimizing and tuning performance, coupled with critical thinking skills related to re-use, scalability, and troubleshooting
Experience delivering solutions with ION Trading, Transficc, or other recognized connectivity vendors
Strong Fixed Income Financial Products knowledge (e.g., government/corporate bonds, ETFs, Interest Rate Swaps, Broker/Customer Markets electronic trading flows) to effectively translate business requirements into technical solutions
Experience with KDB
Proficiency in modern software development practices such as Agile development, Test-Driven Development (TDD), Continuous Integration (CI), and Continuous Delivery (CD)

Job Responsibility

Design and develop front office eTrading applications for the trading business
Lead and mentor development team members, including conducting thorough PR reviews and providing expert technical advice and guidance
Collaborate directly with Traders, Sales, and Quants to define the future direction of the platform
Leverage creativity and innovation to enhance the platform's technical capabilities, ensuring stability, flexibility, and maintainability
Drive engineering standards and best practices across the team
Enhance automated testing efforts and optimize the User Acceptance Testing (UAT) process
Serve as an advisor or coach to new or junior analysts, fostering their professional growth
Troubleshoot challenging performance and scalability issues, providing leadership in problem resolution
Engage with business users in APAC and across Europe (e.g., London, Paris, Milan) to understand requirements and deliver solutions
Actively contribute to and lead global critical initiatives, collaborating with global teams to drive strategic technical projects

Fulltime

Quantitative Analyst

Ready to make a significant impact within a leading global financial institution...

Location

Hungary , Budapest

Salary:

14750000.00 - 19200000.00 HUF / Year

Citi

Expiration Date

Until further notice

Requirements

Excellent verbal and written English
PhD / MSc in Mathematics, Physics, Engineering, Finance, Economics, Computer Science, or similar
Previous experience working with quantitative models is an advantage
Understanding of financial markets theory and practice
Good command of Python programming language
C++ is an advantage
Ability to work in a team and to work well under pressure in a Front Office environment
Outstanding analytical and problem-solving skills, thorough and detailed approach to accuracy

Job Responsibility

Build and develop pricing models, hedging and trading strategies
Develop and maintain the in-house C++ and Python pricing libraries
Advance the quantitative toolbox by developing new technologies, algorithms and numerical techniques
Contribute to the general efficiency improvement and optimization of the analytical libraries
Work on Business-driven, Regulatory and Governance based projects across a range of the asset classes
Communicate across various divisions e.g. Trading, Technology and Risk Management
Collaborate with Quant Developer and IT teams to integrate analytic libraries

What we offer

Cafeteria Program
Home Office Allowance (for colleagues working in hybrid work models)
Paid Parental Leave Program (maternity and paternity leave)
Private Medical Care Program and onsite medical rooms at our offices
Pension Plan Contribution to voluntary pension fund
Group Life Insurance
Employee Assistance Program
Access to a wide variety of learning and development programs, online course libraries and upskilling platforms, such as Udemy and Degreed
Flexible work arrangements to support you in managing work - life balance
Career progression opportunities across geographies and business lines

Fulltime

It Project Tech Lead

We are looking to recruit a Technology Program Manager to ensure delivery of the...

Location

Canada , Mississauga

Salary:

120800.00 - 170800.00 USD / Year

Citi

Expiration Date

Until further notice

Requirements

6-10 years experience in a related technology role and subject matter expert in overall field
Must have experience working within Markets Technology function working on Derivative valuations and calculations, and understand the Derivative products in an investment bank
Must understand Derivative pricing, models and market data inputs and drivers that impact processing optimization
Distil complex information and present in concise terms to enable senior decision making and direction
Ideally experience of working as a Scrum Master approach and responsible for setting up Jira
Can demonstrate that drives or challenges stakeholders to deliver on execution, and not merely track progress
Bachelor’s/University degree or equivalent experience, potentially Masters degree

Job Responsibility

Act as lead program manager for delivery of key business and regulatory projects under Citi’s cross-asset risk technology strategy
Formally managing the subcomponent projects of larger risk initiatives to completion
Managing new cross-asset risk projects from start to finish
Collaborate with product owners and scrum masters of agile teams to create and maintain detail project plans with high level views on milestones
Coordinate on dependencies and facilitate discussion across asset class technology teams and quant teams to resolve outstanding risk and issues
Producing presentations and reports for senior management and regulators alike on progress on key programs
Work closely with program level directors and managers to provide status and feedback on projects
Attending workshops, working groups and other relevant meetings with senior representatives from Risk, Finance, Ops & Technology, Front Office, Internal Audit, and other groups
Working closely with the technology leaders of the cross-asset risk team and the business-aligned risk team leads / PMs to define, agree, track and report on commitments and deliveries by MSST for our Tech partners
E2E Accountability on delivery from initiation to post deployment for relevant projects

Fulltime

Quantitative Analyst – Capital Analytics

This opportunity is for a Quantitative Analyst at the Vice President (VP) level ...

Location

United Kingdom , London

Salary:

Not provided

Citi

Expiration Date

Until further notice

Requirements

Relevant prior experience in a comparable quantitative modeling or analytics role in the financial sector
MSc or PhD in a relevant quantitative discipline such as Mathematics, Physics, Engineering, Computer Science, or Quantitative Finance
Excellent technical and programming skills in C++ and/or Python, with the ability to write efficient, maintainable, and production‑quality code
Financial product knowledge and familiarity with the quantitative methods used in pricing, risk, and analytics
Clear and concise communication skills, demonstrated in both written and verbal form, with the ability to explain complex quantitative concepts to diverse stakeholders

Job Responsibility

Design, implement, and maintain cross‑asset quantitative analytics supporting regulatory capital frameworks for Markets Front Office, including SA‑CCR, Resolution metrics, and GSIB indicators, using advanced mathematical, statistical, and computer science techniques. Core implementation languages include Python and C++
Engineer and optimise capital computation engines and production workflows, ensuring robustness, scalability, and computational efficiency across daily global regulatory capital runs
Collaborate closely with trading desks, structurers, and Front Office quants to provide analytics, model insights, trade‑level attribution, and support for capital‑efficient structuring and pricing
Partner with control groups such as Model Risk Management, Market Risk, and Compliance to ensure strong governance, model validation, documentation, and adherence to regulatory requirements
Assess risk–reward trade‑offs in model development and analytical decisions, reinforcing a culture of prudent risk management and reputational awareness across the team

What we offer

27 days annual leave (plus bank holidays)
A discretional annual performance related bonus
Private Medical Care & Life Insurance
Employee Assistance Program
Pension Plan
Paid Parental Leave
Special discounts for employees, family, and friends
Access to an array of learning and development resources

Fulltime

Gmd non-flow credit repo trader

The Global Repo and Indexing business line, within the Global Markets Division, ...

Location

United States Of America , New York

Salary:

130000.00 - 160000.00 USD / Year

Crédit Agricole

Expiration Date

Until further notice

Requirements

Post-graduate degree in an analytical field
Experience as a corporate credit analyst at a rating agency or equivalent
Understanding of securitization structures, techniques and documentation
Strong problem-solving and critical thinking skills
Native or fluent level of English
Bachelor's degree, preferably in an analytical area, followed by appropriate market relevant working experience
Experience in trading and risk managing a trading book
Experience as a credit analyst
3-5 years of experience
Team oriented

Job Responsibility

Assisting senior traders with daily tasks such as P&L calculations and risk monitoring
Assisting senior traders with the pricing and execution of structured transactions
Risk analysis of transactions and collateral obligations
Analyze, understand and price transaction risk and use of scarce resources to optimize risk/return
Execute transactions in accordance with established risk management procedures and risk parameters
Identify market opportunities and formulate trading strategy to optimize risk/return
Input all executed trades directly into the Front Office Systems in a timely manner
Monitor and manage position risk
Partner with Structuring and Sales in providing client solutions
Partner with and inform risk functions including obtaining risk approvals as necessary

Fulltime

Quantitative Analyst

Ready to make a significant impact within a leading global financial institution...

Location

Hungary , Budapest

Salary:

14750000.00 - 19200000.00 Ft / Year

Citi

Expiration Date

Until further notice

Requirements

Excellent verbal and written English
PhD / MSc in Mathematics, Physics, Engineering, Finance, Economics, Computer Science, or similar
Previous experience working with quantitative models is an advantage
Understanding of financial markets theory and practice
Good command of Python programming language
C++ is an advantage
Ability to work in a team and to work well under pressure in a Front Office environment
Outstanding analytical and problem-solving skills, thorough and detailed approach to accuracy

Job Responsibility

Build and develop pricing models, hedging and trading strategies
Develop and maintain the in-house C++ and Python pricing libraries
Advance the quantitative toolbox by developing new technologies, algorithms and numerical techniques
Contribute to the general efficiency improvement and optimization of the analytical libraries
Work on Business-driven, Regulatory and Governance based projects across a range of the asset classes. Communicate across various divisions e.g. Trading, Technology and Risk Management
Collaborate with Quant Developer and IT teams to integrate analytic libraries

What we offer

Cafeteria Program
Home Office Allowance (for colleagues working in hybrid work models)
Paid Parental Leave Program (maternity and paternity leave)
Private Medical Care Program and onsite medical rooms at our offices
Pension Plan Contribution to voluntary pension fund
Group Life Insurance
Employee Assistance Program
Access to a wide variety of learning and development programs, online course libraries and upskilling platforms, such as Udemy and Degreed
Flexible work arrangements to support you in managing work - life balance
Career progression opportunities across geographies and business lines

Fulltime

Quantitative Analyst - Initial Margin

As a Front Office Quantitative Analyst specializing in Initial Margin, you will ...

Location

United States , New York

Salary:

175000.00 - 250000.00 USD / Year

Citi

Expiration Date

Until further notice

Requirements

Strong analytical and quantitative skills, with expertise in statistics and Extreme Value Theory (EVT)
Proficiency in programming languages such as C++, Python, and R
Extensive experience in OTC derivatives pricing, risk modeling, and market risk frameworks
Postgraduate degree (Master's or PhD) in Mathematics, Physics, Finance, Computer Science, or a related quantitative discipline
Ability to operate effectively in a fast‑paced environment with evolving regulatory demands
Excellent verbal and written communication skills, capable of simplifying complex quantitative concepts for diverse stakeholders

Job Responsibility

Identify major market risk drivers of OTC derivatives and translate them accurately into robust margin methodologies
Provide daily analytical and production support to Front Office stakeholders, explaining significant margin movements and resolving issues promptly
Develop new quantitative models to expand product coverage and incorporate evolving market features, as well as build analytics tools used by traders and quants
Design and implement model performance testing frameworks—including backtesting, stress testing, and benchmarking against alternative methodologies
Produce high‑quality technical documentation and presentations for senior management, Risk, Front Office, Model Validation, and regulatory bodies

What we offer

Competitive compensation and performance‑based incentives
Comprehensive medical, retirement, and employee benefit programs
Hybrid work arrangements (role‑dependent)
Extensive professional development resources and career mobility opportunities
A culture that values innovation, learning, and continuous improvement
medical, dental & vision coverage
401(k)
life, accident, and disability insurance
and wellness programs
paid time off packages, including planned time off (vacation), unplanned time off (sick leave), and paid holidays

Fulltime

Models and Methodologies Specialist

Join Barclays as a Models and Methodologies Specialist - Vice President. The Mod...

Location

India , Pune

Salary:

Not provided

Barclays

Expiration Date

Until further notice

Requirements

Strong blend of technical expertise and relevant experience in valuation function, risk management function, model validation function or trading role in a top tier investment bank
Direct involvement in the development and/or validation of valuation models/methodologies, such as model valuation adjustments and other fair value adjustments, Prudent Valuation Adjustments and IPV methodologies
Strong financial product knowledge and a track record in dealing with Traders and Front Office Quantitative Analysts on valuation-related issues
Strong interpersonal and communication skills
Should be able to articulate well and explain the various concepts clearly to different audiences
MSc and/or PhD in a technical area such as Mathematics, Statistics, Physics, Engineering, Quantitative Finance or a related technical field

Job Responsibility

Drive consistency across asset classes in what regards the validity and appropriateness of models, methodologies and their associated documentation
Supporting Finance teams in the identification of their inventory of quantitative and qualitative models and quantitative processes
Support the enhancement of models and methodologies to ensure ongoing compliance with the accounting standards and with the regulatory requirements, as well as in line with best market practices
Enhance the valuation control standards and ensure these are kept in line with the relevant regulatory requirements and the model governance standards
Engagement with the models owners such as Valuation Control (VC) and Front Office Quants teams, as required, to challenge and enhance valuation models/methodologies and its associated documentation
Perform the role of Subject Matter Experts (SMEs) in the model validation of Qualitative (valuation) models, in line with the firm’s model validation and approval framework, whilst collaborating with Model Risk Management, and provide assistance on the validation of Quantitative (valuation) models, when required
Collaborate with Model Risk Management to influence, support and enhance the firm’s model governance framework
Design and implementation of tools and processes that enable the ongoing, transparent monitoring of the appropriateness of models and methodologies, in collaboration with the model owners
Support responses to Regulatory feedback on the aforementioned themes and develop solutions/remediations when required

Fulltime

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Front Office Quant Analyst

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