Quant Analytics

Henlow’s Quant Analytics division partners with Investment Banks, Hedge Funds and Proprietary Trading Firms in the attraction of high performing quantitative talent globally.

We are a long term preferred supplier to a number of Tier 1 Investment Banks and Hedge Funds globally and specialise in:

  • Front Office Quants (Quantitative Analytics / Strats)
  • Risk Analytics (Market risk, credit risk, counterparty credit risk)
  • Model Risk / Model Validation
  • Systematic Trading (Automated market making, algorithmic trading)

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