Top London Quantitative Analyst Jobs

Front-office quantitative role supporting mortgage and ABS trading across European markets. Build and implement mortgage pricing, loan-level cashflow and recovery models, automate pricing/surveillance frameworks, and work closely with portfolio managers on complex non-agency and illiquid securitized assets.

Analyze large-scale post-trade data to review and refine client trading behaviour, implement performant C# production code, collaborate with research, engineering and front office, monitor real-world changes, and deliver medium-term strategic projects and urgent commercial improvements.

Develop, implement and calibrate derivatives pricing models for energy markets (gas, preferably power). Collaborate with trading, structuring, quant dev and quant risk to deliver C++ libraries and Python services for pricing, risk, backtesting and parameter estimation.

The Quantitative Research Analyst will research methods to improve trading systems, develop new trading signals, and optimize portfolio performance through quantitative analysis.

The role involves developing analytics infrastructure in Python, conducting quantitative research, analyzing trading strategies, and supporting portfolio management and business development initiatives.