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)