data engineer

data scientist

senior software engineer

software engineer

lead software engineer

quantitative developer

Citi

<div><h2 class="jobSectionHeader"><b>Discover your future at Citi</b></h2>
<p>Working at Citi is far more than just a job. A career with us means joining a team of more than 230,000 dedicated people from around the globe. At Citi, you&rsquo;ll have the opportunity to grow your career, give back to your community and make a real impact.</p>
<h2 class="jobSectionHeader"><b>Job Overview</b></h2>
<p>By Joining Citi, you will become part of a global organisation whose mission is to serve as a trusted partner to our clients by responsibly providing financial services that enable growth and economic progress.</p>
<p></p><p><b>Team/Role Overview</b></p>
<p>Citi is looking for a Quantitative Developer to join the FX options quantitative development team, building and maintaining the pricing and risk infrastructure that powers the FX Options trading desk. In this role, you will sit at the intersection of software engineering and quantitative finance, translating complex mathematical models into robust, production-grade systems used by traders and structurers daily. This is an opportunity to make a direct and measurable impact on how FX Options are priced, risk-managed, and delivered at global scale.</p>
<p></p><h2 class="jobSectionHeader"><b>What you&rsquo;ll do</b></h2>
<ul><li>Build and maintain analytics libraries that support real-time pricing and risk management for FX Options products.</li>
<li>Design and implement quantitative pricing models using numerical techniques including Monte Carlo methods and partial differential equation solvers.</li>
<li>Develop production software using C++ and Python, applying object-oriented design principles and performance optimisation techniques including hardware acceleration.</li>
<li>Work closely with traders and structurers to translate business requirements into reliable, scalable quantitative systems.</li>
<li>Collaborate with technology teams to integrate models into trading infrastructure.</li>
<li>Partner with risk, compliance, legal, and finance teams to ensure quantitative systems meet governance and control standards.</li>
<li>Apply sound risk awareness when contributing to business decisions, ensuring that model outputs and system behaviour align with the firm's risk and conduct standards.</li>
</ul><p></p><p><b>What we&rsquo;ll need from you</b></p>
<ul><li>Demonstrated software engineering ability in C++ and Python with practical experience.</li>
<li>Knowledge of statistics, probability theory, and their application to the evaluation and risk assessment of complex financial instruments.</li>
<li>Ability to design and implement numerical schemes and solve analytical equations relevant to financial modelling.</li>
<li>Familiarity with market data structures and how they are used in pricing and risk calculations.</li>
<li>Understanding of quantitative methods and investment products at any level of depth, with a willingness to develop further in a trading environment.</li>
<li>Clear and concise written and verbal communication skills, with the ability to explain technical concepts to non-technical partners.</li>
<li>A bachelor's degree or equivalent experience in a relevant discipline such as mathematics, computer science, physics, or engineering.</li>
</ul><p><i>Beneficial Skills &amp; Qualifications</i></p>
<ul><li>Exposure to FX Options or other derivatives products, including an understanding of how they are structured and traded.</li>
<li>Experience working in a financial services environment alongside trading desks or quantitative research teams.</li>
<li>Practical exposure to hardware acceleration techniques for performance-critical quantitative applications.</li>
</ul><h2 class="jobSectionHeader"><b>What We Offer</b></h2>
<p>We work hard to have a positive financial and social impact on the communities we serve. In turn, we put our employees first and provide the best-in-class benefits they need to be well, live well and save well.</p>
<p></p><p>By joining Citi London, you will not only be part of a business casual workplace with a hybrid working model (up to 2 days working at home per week), but also receive a competitive base salary (which is annually reviewed), and enjoy a whole host of additional benefits such as:</p>
<p></p><ul><li>Generous holiday allowance starting at 27 days plus bank holidays; increasing with tenure</li>
</ul><ul><li>A discretional annual performance related bonus</li>
<li>Private medical insurance packages to suit your personal circumstances</li>
<li>Employee Assistance Program
</li><li>Pension Plan</li>
<li>Paid Parental Leave</li>
<li>Special discounts for employees, family, and friends</li>
<li>Access to an array of learning and development resources</li>
</ul><p></p><p>Alongside these benefits Citi is committed to ensuring our workplace is where everyone feels comfortable coming to work as their whole self every day. We want the best talent around the world to be energized to join us, motivated to stay, and empowered to thrive.</p>
<p></p><p><b>Sounds like Citi has everything you need? Then apply to discover the true extent of your capabilities.</b></p>
<p>-</p>
<h2 class="jobSectionHeader"><b>Job Family Group:
</b></h2>Institutional Trading
<p>-</p>
<h2 class="jobSectionHeader"><b>Job Family:</b></h2>
Quantitative Analysis
<p>-</p>
<h2 class="jobSectionHeader"><b>Time Type:</b></h2>
Full time
<p>-</p>
<h2 class="jobSectionHeader"><b>Most Relevant Skills
</b></h2>Please see the requirements listed above.
<p>-</p>
<h2 class="jobSectionHeader"><b>Other Relevant Skills
</b></h2>For complementary skills, please see above and/or contact the recruiter.
<p>-</p>
<p><i>Citi is an equal opportunity employer, and qualified candidates will receive consideration without regard to their race, color, religion, sex, sexual orientation, gender identity, national origin, disability, status as a protected veteran, or any other characteristic protected by law.</i></p></div><p></p>

FX Options Quantitative Developer (Assistant Vice President)

Wise

<div><b>Company Description</b><p><br>
Wise is a global technology company, building the best way to move and manage the world&rsquo;s money.<br>
<b>Min fees. Max ease. Full speed.</b></p><p>
Whether people and businesses are sending money to another country, spending abroad, or making and receiving international payments, Wise is on a mission to make their lives easier and save them money.</p><p>
As part of our team, you will be helping us create an entirely new network for the world's money.<br>
<b>For everyone, everywhere.</b></p><p>
More about <b>our mission</b> and <b>what we offer</b>.</p><b><br>
Job Description</b><p><b><br>
We are seeking a talented quantitative developer to join our Treasury Markets Data Science team. This role focuses on owning and operating the production infrastructure behind our FX pricing, risk, and trading systems with the opportunity to broaden the scope of work into traditional quant aspects.</b></p><p><b>
Your work will have a direct impact on </b><b>Wise&rsquo;s mission</b><b> and millions of our customers.</b><br>
</p><p><b>About the Role:</b></p><p>
You'll join the Treasury Markets Data Science team, owning the quantitative infrastructure that powers how Wise manages FX risk across a USD 250bn+ in annual FX volume- serving everyone from retail customers sending money abroad to tier-1 banks via Wise Platform.</p><p>
The wider Treasury FX team includes quants, traders, analysts, product managers and engineers working together to price, hedge, manage and scale FX operations within Wise in real time. Within that, the Data Science team owns the quantitative platform:</p><p>
We run a Python-first, production-grade quant platform: real-time curve construction, multi-instrument pricing, risk analytics, and trading strategy - all built and operated by the same team. Your primary focus is keeping these systems reliable, performant and well-engineered - while thinking deeply about how they serve customers and products. You'll also contribute to the quantitative models themselves as you grow into the domain.</p><p><b>
What you&rsquo;ll own</b></p><ul><li><p>
Python microservices that run quantitative models in production</p></li><li><p>
Monitoring, alerting, and reliability for real-time pricing and risk systems</p></li><li><p>
Shared quant libraries used across multiple services</p></li><li><p>
CI/CD pipelines, deployment and operational excellence</p></li><li><p>
Incident response and root cause analysis for production issues</p></li></ul><p><b>
Where you&rsquo;ll grow</b></p><ul><li><p>
Real-time curve construction (yield curves, FX forwards, vol surfaces)</p></li><li><p>
Pricing models for new instruments and products</p></li><li><p>
Trading strategy development and optimisation</p></li><li><p>
Risk modelling alongside the Risk team (VaR, stress testing, scenario analysis)</p></li><li><p>
Backtesting frameworks and model validation</p></li><li><p>
Customer behaviour modelling, pricing strategy and product launch support</p></li><li><p>
Collaborating with product teams to translate quantitative insights into customer-facing decisions</p></li></ul><b><br>
Qualifications</b><p></p><p><b><br>
What we&rsquo;re looking for</b></p><ul><li><p>
4+ years building and maintaining production Python systems</p></li><li><p>
Strong experience with microservices, databases, and production infrastructure</p></li><li><p>
Experience with streaming systems, real-time data pipelines, or event-driven architectures (Kafka, Flink, Redis etc.)</p></li><li><p>
Quantitative background - maths, physics, engineering or finance - you can read a model and reason about correctness</p></li><li><p>
Experience with testing, monitoring, and debugging complex systems under load</p></li><li><p>
A product mindset - you think about who uses your systems and why</p></li><li><p>
Clear communicator who can work cross-functionally with other quants, analysts, traders, product managers and engineers</p></li></ul><p><b>
It&rsquo;s a bonus if you are familiar with</b></p><ul><li><p>
FX or financial markets experience</p></li><li><p>
Term structure modelling, stochastic calculus or Monte Carlo methods</p></li><li><p>
Interest rate curve bootstrapping</p></li><li><p>
Algorithmic execution experience</p></li><li><p>
Data lake or warehouse experience (Snowflake, Iceberg, Spark etc.)</p></li></ul><p><b>
We&rsquo;re people without borders &mdash; without judgement or prejudice, too. We want to work with the best people, no matter their background. So if you&rsquo;re passionate about learning new things and keen to join our mission, you&rsquo;ll fit right in.</b></p><p><b>
Also, qualifications aren&rsquo;t that important to us. If you&rsquo;ve got great experience, and you&rsquo;re great at articulating your thinking, we&rsquo;d like to hear from you.</b></p><p><b>
And because we believe that diverse teams build better products, we&rsquo;d especially love to hear from you if you&rsquo;re from an under-represented demographic</b></p><b><br>
Additional Information</b><div></div><p><br>
For everyone, everywhere. We're people building money without borders &mdash; without judgement or prejudice, too. We believe teams are strongest when they are diverse, equitable and inclusive.</p><p>
We're proud to have a truly international team, and we celebrate our differences.<br>
Inclusive teams help us live our values and make sure every Wiser feels respected, empowered to contribute towards our mission and able to progress in their careers.</p><p>
If you want to find out more about what it's like to work at Wise visit Wise.Jobs.</p><p>
Keep up to date with life at Wise by following us on LinkedIn and Instagram.</p></div>

Lead Data Scientist (Quant) - Treasury FX

<div><h2 class="jobSectionHeader"><b>Discover your future at Citi</b></h2>
<p>Working at Citi is far more than just a job. A career with us means joining a team of more than 230,000 dedicated people from around the globe. At Citi, you&rsquo;ll have the opportunity to grow your career, give back to your community and make a real impact.</p>
<h2 class="jobSectionHeader"><b>Job Overview</b></h2>
<p><b>Quant Developer &ndash; Trading Analytics &ndash; Equity Derivatives Tech
</b></p><p>Engineer the future of global finance. At Citi, our Tech team doesn&rsquo;t just support finance &ndash; we are helping to redefine it. Every day, $5 trillion crosses through our network. We do business in 180+ countries operating at a scale few can match. From deploying advanced AI to helping shape global markets, we build systems that matter. Look to join a team where your work helps influence economies, your ideas can drive innovation and outcomes, and your growth is backed by mentorship, continuous learning and flexibility with potential hybrid work opportunities. Help solve real-world challenges that touch millions and get the opportunity to build the future of finance with Citi Tech.</p>
<p></p><p><b>Equities Tech</b></p>
<p>Equities Technology at Citi is undertaking a bold, multi‑year transformation to build a best‑in‑class global platform across execution, prime, clearing and cross‑product margining. We are re‑engineering our technology estate to achieve world‑leading performance and resiliency, enabling new capabilities in advanced execution, global market connectivity, and modernised post‑trade, clearing and margin processes. Our ambition is to deliver a seamlessly integrated, highly automated platform that drives outstanding client outcomes and accelerates growth across our global franchise. As part of the team, you&rsquo;ll collaborate closely with high‑calibre engineers and deeply engaged business and product partners - working together to define and deliver the next generation of Equities technology at Citi.</p>
<p></p><p><b>The Team</b></p>
<p>Citi&rsquo;s Equities Technology organisation is investing in front-office quantitative development to support the Derivatives Flow, Delta 1, and Exotics desks.</p>
<p>We are hiring a hands-on Quantitative Developer to build data-driven, model-led trading analytics and desk tooling for Sales, Trading, and Quant teams, supporting pricing, signal generation, backtesting, risk analysis, and real-time market insight.</p>
<p></p><p><b>Role Overview</b></p>
<ul><li>You will work directly with traders, quants, and structurers to design and deliver production-grade tools for the front office.</li>
<li>Build trading analytics and desk tools for the Derivatives Flow, Delta 1, and Exotics businesses. Partner with traders and quants to productionise models and analytical workflows</li>
<li>Build real-time pricing, risk, and market data analytics to support positions, Greeks, P&amp;L, exposures, and execution monitoring.</li>
<li>Develop backtesting and simulation frameworks for equity derivatives and structured products.</li>
<li>Create data pipelines and services for market data, trade data and derived analytics.</li>
<li>Deliver tools for trade idea generation, volatility analysis, flow analysis, basket/index analytics, and hedging support.</li>
<li>Improve the desk technology stack through reusable libraries, APIs, and robust engineering practices.</li>
<li>Optimise performance, scalability, and reliability of quantitative applications.</li>
</ul><p></p><p><b>Skills required:</b></p>
<ul><li>Python data engineering stack: Pandas/Parquet/FastAPI/Jupyter/Airflow/Streamlit/Ray</li>
<li>Experience with high-performance data stores and query engines like Trino/Snowflake</li>
<li>Experience with financial concepts such as Equities / Options / Futures</li>
<li>Demonstrable evidence using agentic frameworks for Software development and experience with AI-native solutions using context engineering techniques.</li>
<li>A degree in quantitative subjects such as Engineering, Applied Mathematics, Physics, Software Engineering</li>
</ul><p></p><p><b>Skills desired:</b></p>
<ul><li>Experience with real-time streaming analytics tech like Kafka / Flink</li>
<li>Experience with cloud container technologies, e.g. AWS, Azure, GCP, Docker, or Kubernetes</li>
</ul><p></p><p>This job description provides a high-level review of the types of work performed. Other job-related duties may be assigned as required.</p>
<p></p><p><b>What we&rsquo;ll provide you</b></p>
<p>By joining Citi, you will not only be part of a business casual workplace with a hybrid working model (up to 2 days working at home per week), but also receive a competitive base salary (which is annually reviewed), and enjoy a whole host of additional benefits such as:</p>
<ul><li>27 days annual leave (plus bank holidays)</li>
<li>A discretional annual performance related bonus</li>
<li>Private Medical Care &amp; Life Insurance</li>
<li>Employee Assistance Program</li>
<li>Pension Plan</li>
<li>Paid Parental Leave</li>
<li>Special discounts for employees, family, and friends</li>
<li>Access to an array of learning and development resources</li>
</ul><p></p><p>Visit our About Us | Culture, Values &amp; Benefits page to learn more.</p>
<p>Alongside these benefits Citi is committed to ensuring our workplace is where everyone feels comfortable coming to work as their whole self, every day. We want the best talent around the world to be energized to join us, motivated to stay and empowered to thrive.</p>
<p>#LI-AP2</p>
<p>-</p>
<h2 class="jobSectionHeader"><b>Job Family Group:
</b></h2>Technology
<p>-</p>
<h2 class="jobSectionHeader"><b>Job Family:</b></h2>
Applications Development
<p>-</p>
<h2 class="jobSectionHeader"><b>Time Type:</b></h2>
Full time
<p>-</p>
<h2 class="jobSectionHeader"><b>Most Relevant Skills
</b></h2>Please see the requirements listed above.
<p>-</p>
<h2 class="jobSectionHeader"><b>Other Relevant Skills
</b></h2>For complementary skills, please see above and/or contact the recruiter.
<p>-</p>
<p><i>Citi is an equal opportunity employer, and qualified candidates will receive consideration without regard to their race, color, religion, sex, sexual orientation, gender identity, national origin, disability, status as a protected veteran, or any other characteristic protected by law.</i></p></div><p></p>

Lead Developer – VP – XVA Technology

<div><div><div><div>United Kingdom</div>
</div><div><div>Quantitative Analysis, Sales and trading</div>
</div><div><div>Investment Bank
</div></div><div><p><b>Job Reference #</b></p>
<div>339175BR</div>
</div><div><p><b>City</b></p>
<div>London</div>
</div><div><p><b>Job Type</b></p>
<div>Full Time
</div></div><div><p><b>Your role</b></p>
<ul><li>Participate in the design, development, and implementation of quantitative models and analytics supporting the QIS business</li><li>Play a key role in designing and implementing the next generation of AI-powered systems, partnering closely with Trading, Structuring and Sales from idea generation through production launch</li><li>Deliver high quality quantitative applications, tools, and workflows to support QIS Trading, Structuring and Sales in managing, analyzing, and hedging risk</li><li>Contribute to the transformation of the QIS calculation stack, including migration towards a strategic, cloud based architecture in collaboration with IT and platform teams</li><li>Support internal and external stakeholders, including clients, third party calculation agents, and internal platform teams, ensuring robustness, transparency, and scalability of QIS analytics</li><li>Build and maintain strong working relationships with Trading, Structuring, Sales, Quant, IT, and Risk partners in London and across regions</li></ul>
</div><div><p><b>Your Career Comeback</b></p>
<div>We are open to applications from career returners. Find out more about our program on ubs.com/careercomeback.</div>
</div><div><p><b>Your team</b></p>
<div>QIS Quants deliver best in class quantitative solutions for clients and trading functions of UBS&rsquo; Quantitative Investment Strategies (QIS) business, part of Global Markets. As a member of our team, you will play a pivotal role in the design, modelling, and delivery of systematic investment strategies, along with the analytics and tooling that support their full lifecycle from conception to production and client delivery. You will be developing models, applications, and workflows within UBS&rsquo;s proprietary cloud based quantitative analytics platform (ACQA), working closely with Trading, Structuring, Sales, Quant, and IT partners globally. Your work will directly support QIS strategy innovation, risk management, and scalable production, contributing measurable value to clients and internal stakeholders.</div>
</div><div><p><b>Your expertise</b></p>
<div>Required:<br>
<ul><li>Strong professional experience in QIS, systematic trading, quantitative research, structuring, or front office quant roles within Global Markets</li><li>Strong proficiency in Python for developing quantitative models, analytics, and production ready applications</li><li>Solid grounding in financial mathematics, time series analysis, and quantitative modelling techniques</li><li>Experience working with large scale data and analytics pipelines.
</li><li>Strong analytical, problem solving, and architectural design skills, with an ability to operate effectively in a front office environment</li><li>Academic background in Quantitative Finance, Mathematics, Physics, Engineering, Computer Science, or a related STEM discipline</li></ul><br>
Preferred:<br>
<ul><li>Strong knowledge of AI/ML techniques, with experience delivering such models into production environments a plus</li><li>Proficiency in Agentic design (LangChain/LangGraph), implementation, and hallucination management; experience with performance critical or large scale systems is a plus</li><li>Experience with strategic cloud platforms and workflows (e.g. Azure based architectures); exposure to migration or platform transformation initiatives is advantageous</li><li>Strong understanding of the end to end lifecycle of systematic strategies, from research and modelling through production and client delivery</li><li>You&rsquo;re curious to explore how AI can improve how we build, deliver, and optimize workflows. You do this with sound judgment &ndash; validating outputs and aligning with policies, risk standards, and ethical use</li></ul></div>
</div><div><p><b>About us</b></p>
<div>UBS is a leading and truly global wealth manager and the leading universal bank in Switzerland. We also provide diversified asset management solutions and focused investment banking capabilities. Headquartered in Zurich, Switzerland, UBS is present in more than 50 markets around the globe.<br>
We know that great work is never done alone. That&rsquo;s why we place collaboration at the heart of everything we do. Because together, we&rsquo;re more than ourselves. Want to find out more? Visit ubs.com/careers.</div>
</div><div><p><b>Join us</b></p>
<div>At UBS, we know that it's our people, with their diverse skills, experiences and backgrounds, who drive our ongoing success. We&rsquo;re dedicated to our craft and passionate about putting our people first, with new challenges, a supportive team, opportunities to grow and flexible working options when possible. Our inclusive culture brings out the best in our employees, wherever they are on their career journey. And we use artificial intelligence (AI) to work smarter and more efficiently. We also recognize that great work is never done alone. That&rsquo;s why collaboration is at the heart of everything we do. Because together, we&rsquo;re more than ourselves.<br>
We&rsquo;re committed to disability inclusion and if you need reasonable accommodation/adjustments throughout our recruitment process, you can always contact us.</div>
</div><div><p><b>Disclaimer / Policy statements</b></p>
<div>UBS is an Equal Opportunity Employer. We respect and seek to empower each individual and support the diverse cultures, perspectives, skills and experiences within our workforce.</div></div></div></div><div></div>

Senior Quant AI Developer

Standard Chartered Bank

<b>#body.unify div.unify-button-container .unify-apply-now:</b> focus, #body.unify div.unify-button-container .unify-apply-#body.unify div.unify-button-container .unify-apply-now: focus, #body.unify div.unify-button-container .unify-apply-
<br><b>Requisition Number:</b> 56656
<br><b>Job Location:</b> London, GBR
<br><b>Global Grade:</b> Band 4
<br><b>Work Type:</b> Office Working
<br><b>Employment Type:</b> Permanent
<br><b>Posting Start Date:</b> 23/06/2026
<br><b>Posting End Date:</b> 10/07/2026
<br>:
<br>Job Summary
<br><br>
We are looking for a quantitative developer to join our Credit Trading Quant team, which works in the front office, delivering technological solutions for Credit Trading into production.
<br><br>
The team owns the analytics and e-trading roadmap for credit trading in partnership with desk heads, with accountability for prioritisation, delivery, and realised business impact. We develop the foundational platform and analytics that enable performant e-trading for credit flow. We research systematic trading ideas that predict the future of financial markets, applying scientific techniques to find patterns in large, noisy and rapidly changing real-world data sets. We develop and deploy those ideas into production to positively impact targeted e-trading metrics.
<br><br>
The team also provides analytics and tooling to the whole of Credit Trading. Our tools help drive efficiency, increase revenue and make processes more robust. They can be delivered as dashboarding, web apps, scheduled jobs, APIs and more.
<br><br>
<b>The successful candidate will:</b><br>
<ul>
<li>Design, develop and deploy high performance components critical for e-Trading in Credit Flow such as live position and risk calculations, RFQ response, and auto-hedging. These will predominantly be in Java but may use Python when appropriate.</li>
<li>Ensure components delivered for e-Trading also provide value across Credit Flow.</li>
<li>Advise on and action productionisation of tooling across our Credit Trading deliverables.</li>
<li>Take ownership of their projects from inception to final delivery. This will require effective engagement and coordination with many teams including Trading, KDB, QA, Dev Ops, PSS, and the second line.</li>
</ul>
Key Responsibilities
<br><br>
Strategic Leadership and Innovation
<br>Lead the enhancement of credit flow trading metrics including but not limited to response rates, market share growth, and profitability (PnL) by expanding the capabilities and reach of the e-Trading platform. Develop and deliver advanced analytics, dashboards, and applications that significantly improve Credit Trading efficiency and revenue generation while optimising returns on risk-weighted assets (RoRWA).
<br><br>
Business Collaboration and Delivery
<br>Engage directly with front office traders to capture detailed business requirements and translate these into efficient, production-ready analytical products. Provide rapid module development and flexible configurations to meet evolving trading desk needs. Facilitate business growth by making platform components accessible to line traders, enabling overarching credit flow improvements.
<br><br>
Process Excellence
<br>Coordinate cross-functional delivery teams, integrating efforts among trading, KDB, quality assurance, DevOps, and other technology partners to accelerate product development cycles, refactor existing codebases efficiently, and integrate new functionalities seamlessly. Champion best practices in application lifecycle management, code quality, environment governance, and cross-team collaboration.
<br><br>
Leadership and Cultural Development
<br>Serve as a role model for professional excellence, fostering a culture that values diversity, integrity, and proactive risk management. Establish and communicate clear vision and expectations while collaborating closely with risk and control functions to ensure compliance and robustness in all deliverables.
<br><br>
Risk and Quality Management
<br>Identify and address operational and model risks proactively, ensuring all quantitative methods and tools adhere strictly to internal governance frameworks and Group standards. Implement and oversee comprehensive testing protocols including user acceptance testing (UAT) and peer QA reviews before production deployment to uphold the highest quality standards.
<br><br>
Competencies
<br>Our ideal team member demonstrates action-oriented behaviour, effectively collaborates across diverse teams, and maintains a strong customer focus. They provide clear guidance, manage ambiguity with confidence, and actively contribute to talent development within the organisation. Strategic mindset, courage in decision-making, and the ability to instill trust are essential traits. Additionally, candidates should possess a strong technical competency relevant to credit trading analytics, quantitative methods, and e-trading platforms.
<br><br>
Our Ideal Candidate
<br><br>
The ideal candidate possesses expert Java skills and strong Python capability, with experience building low-latency, high-performance trading systems and scalable, production-grade applications. They have a solid understanding of e-trading environments, including RFQ workflows, and exposure to credit or fixed income markets, with familiarity across pricing, risk, and hedging. They combine strong system design, data, and analytical skills with the ability to work on large, complex datasets, and demonstrate a track record of delivering robust solutions into production. Comfortable partnering with front office traders, they can translate business needs into technical solutions, while maintaining a strong focus on testing, governance, and controls, and bringing a hands-on, can-do approach with full ownership of delivery.
<br><br>
About Standard Chartered
<br><br>
Standard Chartered is a leading international bank that combines global reach with agility and impact. With over 170 years of history, we have a distinguished record of fostering prosperity in the markets where we operate by putting diversity and inclusion at the core of our mission. Our culture embraces continuous challenge, innovation, and the shared goal of making a positive difference for clients, communities, and colleagues alike.
<br><br>
Our core purpose is to drive commerce and prosperity through our unique diversity, guided by our brand promise to be here for good. This means that as part of our team, you will be encouraged to act with integrity, challenge the status quo constructively, and put clients' interests at the forefront of your work.
<br><br>
At Standard Chartered, we believe that we are better together. We foster an inclusive environment where everyone can bring their whole selves to work. We value and celebrate diverse perspectives and strive to create a workplace where talent can thrive unrestricted by background or identity.
<br><br>
<b>Do the right thing:</b> We uphold the highest ethical standards, encourage assertive yet respectful challenge, and maintain client-centricity in all decisions.
<br><b>Never settle:</b> We pursue continuous improvement through innovation, learn from our experiences, and simplify complexity.
<br><b>Are better together:</b> We collaborate inclusively, appreciate differences, and build sustainable success collectively.
<br>What we offer
<br><br>
Aligned with our commitment to equitable and competitive compensation, we offer an attractive package designed to support your comprehensive wellbeing—mental, physical, financial, and social.
<br><br>
<b>Comprehensive Benefits:</b> Core bank funding for retirement savings, medical, and life insurance is supplemented with flexible and voluntary benefits tailored to local needs.
<br><b>Generous Leave Policies:</b> Alongside a minimum of 30 combined annual and public holidays, we offer parental maternity leave (up to 20 weeks), sabbaticals (up to 12 months), and dedicated volunteering leave to support work-life harmony and community engagement.
<br><b>Flexible Working Arrangements:</b> We provide adaptable work patterns combining office presence with remote working options to help balance professional and personal commitments.
<br><b>Wellbeing Support:</b> Access to Unmind, a leading digital wellbeing platform, resilience development programs, global Employee Assistance Programme, mental health first aid resources, and a wide range of self-help tools designed to promote holistic wellness.
<br><b>Continuous Learning and Growth:</b> We cultivate a culture that encourages reskilling and upskilling through diverse learning opportunities across physical, virtual, and digital channels.
<br><b>Inclusive Culture:</b> Be part of a values-driven organisation committed to celebrating and embracing diversity, ensuring that everyone feels respected and empowered to fulfil their potential.
<br><b>#body.unify div.unify-button-container .unify-apply-now:</b> focus, #body.unify div.unify-button-container .unify-apply-#body.unify div.unify-button-container .unify-apply-now: focus, #body.unify div.unify-button-container .unify-apply-

Executive Director, Quant Developer - Credit Trading Quant

JPMorganChase

<div><b>JOB DESCRIPTION</b><br>
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<p></p><p>At JPMorganChase, you'll be part of a world-class quantitative modeling group that drives innovation in financial engineering, data analytics, and portfolio management.
</p><p>As a Vice President in the Quantitative Trading &amp; Research team, you'll collaborate with traders, risk managers, and controllers to develop and maintain sophisticated models for fair value measurement across multiple business lines. You should be passionate, curious, and ready to make an impact.</p><p><b>
Job responsibilities</b></p><ul><li>
Develop mathematical models for the valuation of credit derivatives, structured lending facilities, and illiquid collateral</li><li>
Implement methodologies for model calibration and build analytics to manage model risk appetite</li><li>
Leverage machine learning, AI, and data analytics to enhance valuation methodologies and drive innovation</li><li>
Define methodology for pricing adjustments, model limitations, parameter uncertainty, and liquidity reserves</li><li>
Monitor model performance metrics to ensure models behave as expected over time</li><li>
Design and develop software frameworks for analytics delivery to systems and applications</li><li>
Collaborate with front office trading desks, controllers, and model risk teams to safeguard the firm's balance sheet</li></ul><p><b>
Required qualifications, capabilities, and skills</b></p><ul><li>
Demonstrated quantitative and problem-solving skills, including research abilities</li><li>
Strong understanding of advanced mathematics in financial modeling (probability theory, stochastic calculus, statistics)</li><li>
Hands-on experience with data analytics, large data sets, and tools for analysis and visualization</li><li>
Proficiency in code design and programming, primarily Python and C++</li><li>
Practical experience with code performance optimization, debugging, and reverse engineering</li><li>
Excellent verbal and written communication and team skills in a multi-location environment</li><li>
Deep understanding of financial products, their valuations, and associated risks</li></ul><p><b>
Preferred qualifications, capabilities, and skills</b></p><ul><li>
Advanced degree (PhD, MSc or equivalent) in Engineering, Mathematics, Physics, Computer Science, etc.</li><li>
Proven quantitative model development or model validation experience</li><li>
Markets experience and familiarity with trading concepts and terminology</li><li>
Knowledge of options pricing theory, trading algorithms, financial regulations, stochastic processes, partial differential equations, and numerical analysis</li></ul>
<b>ABOUT US</b>
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J.P. Morgan is a global leader in financial services, providing strategic advice and products to the world's most prominent corporations, governments, wealthy individuals and institutional investors. Our first-class business in a first-class way approach to serving clients drives everything we do. We strive to build trusted, long-term partnerships to help our clients achieve their business objectives.<br>
<div><div>We recognize that our people are our strength and the diverse talents they bring to our global workforce are directly linked to our success. We are an equal opportunity employer and place a high value on diversity and inclusion at our company. We do not discriminate on the basis of any protected attribute, including race, religion, color, national origin, gender, sexual orientation, gender identity, gender expression, age, marital or veteran status, pregnancy or disability, or any other basis protected under applicable law. We also make reasonable accommodations for applicants' and employees' religious practices and beliefs, as well as mental health or physical disability needs. Visit our FAQs for more information about requesting an accommodation.<br>
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<b>ABOUT THE TEAM</b>
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J.P. Morgan's Commercial &amp; Investment Bank is a global leader across banking, markets, securities services and payments. Corporations, governments and institutions throughout the world entrust us with their business in more than 100 countries. The Commercial &amp; Investment Bank provides strategic advice, raises capital, manages risk and extends liquidity in markets around the world.</div>

Quantitative Trading & Research - Valuation Models - Vice President

<div><b>JOB DESCRIPTION</b><br>
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<p>Be an integral part of a technology team that's constantly pushing the envelope to enhance, build, and deliver top-notch technology products.</p><p>
As a Python Quant Data Engineer you will help build the technology for Systematic Equities Trading Business. The role would sit in the Equities Trading Data &amp; Analytics technology team. As a Vice President Software Engineer at JPMorgan Chase within the agile technology team, you will play a crucial role in improving, developing, and delivering top-tier technology products in a secure, stable, and scalable manner. Your skills and contributions will have a substantial impact on the business, and your profound technical expertise and problem-solving methodologies will be utilized to address a wide range of challenges across various technologies and applications.</p><p><b>
Job Responsibilities</b></p><ul><li>
Build and support fast, reliable, globally consistent data pipelines (data ingestion, cleaning, backfilling, storing) for the research and execution systems ensuring data integrity and low-latency access for research and trading.</li><li>
Work with the research and trading teams to onboard new datasets efficiently and consistently for use globally by the business.</li><li>
Design and build robust tools and frameworks to support quantitative research and production trading.</li><li>
Design, build and support research infrastructure (e.g. data access APIs, high performant and scalable simulation environments, feature and strategy signal stores)</li><li>
Build and support research and trading analytics libraries (e.g. markouts, strategy analytics)</li><li>
Serve as a function-wide subject matter expert in one or more areas of focus</li><li>
Actively contributes to the engineering community as an advocate of firmwide frameworks, tools, and practices of the Software Development Life Cycle</li><li>
Influence peers and project decision-makers to consider the use and application of leading-edge technologies</li></ul><p>
</p><p><b>Required Qualifications, Capabilities, And Skills</b></p><ul><li>
Design and implementation of front-office systems for quant trading.</li><li>
Hands-on practical experience delivering system design, application development, testing, and operational stability</li><li>
Strong expertise in Python. Comfortable with scientific &amp; dataset libraries such as pandas, numpy.</li><li>
Experience with KDB/Q</li><li>
Knowledge of data pipelines, market data processing and backtesting workflows.</li><li>
Advanced knowledge of software applications and technical processes with considerable in-depth knowledge in one or more technical disciplines</li><li>
Ability to tackle design and functionality problems independently with little to no oversight</li><li>
Proficiency in automation and continuous delivery methods</li><li>
In-depth knowledge of the financial services industry and their IT systems</li><li>
Academic experience in Computer Science, Computer Engineering, Mathematics, or a related technical field</li><li>
Knowledge of machine learning, statistical techniques and related libraries.</li></ul><p>
</p><p><b>Preferred Qualifications, Skills And Capabilities</b></p><ul><li>
Strong knowledge and experience in FIX, Market Data, Analytics, OMS, and equities trading in global markets are assets</li><li>
Additional knowledge of Java / C++ is a strong plus.</li><li>
Practical cloud native experience is a plus.</li><li>
Practical cloud experience is a plus.</li></ul>
<b>ABOUT US</b>
<br>
<br>
J.P. Morgan is a global leader in financial services, providing strategic advice and products to the world's most prominent corporations, governments, wealthy individuals and institutional investors. Our first-class business in a first-class way approach to serving clients drives everything we do. We strive to build trusted, long-term partnerships to help our clients achieve their business objectives.<br>
<div><div>We recognize that our people are our strength and the diverse talents they bring to our global workforce are directly linked to our success. We are an equal opportunity employer and place a high value on diversity and inclusion at our company. We do not discriminate on the basis of any protected attribute, including race, religion, color, national origin, gender, sexual orientation, gender identity, gender expression, age, marital or veteran status, pregnancy or disability, or any other basis protected under applicable law. We also make reasonable accommodations for applicants' and employees' religious practices and beliefs, as well as mental health or physical disability needs. Visit our FAQs for more information about requesting an accommodation.<br>
</div></div><br>
<br>
<b>ABOUT THE TEAM</b>
<br>
<br>
J.P. Morgan's Commercial &amp; Investment Bank is a global leader across banking, markets, securities services and payments. Corporations, governments and institutions throughout the world entrust us with their business in more than 100 countries. The Commercial &amp; Investment Bank provides strategic advice, raises capital, manages risk and extends liquidity in markets around the world.</div>

Python Quant Data Engineer - Systematic Trading Technology

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