Jobs

Front Office Rates Quant – Director – London

Job Type:
Permanent
Location:
London, United Kingdom
Salary:
£160k+, Bonus.
Reference:
RQL583
Contact:
020 7871 4482

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Director level Quantitative Analyst to join the Rates Quant group and work on the analytics libraries used for client’s Rates and Multi-Asset pricing and risk-management.

Projects also include supporting the traders for the flow and traditional exotics desks.

Strong C++ and financial maths required, and a focus on the practical delivery of working products to the business in a timely manner.

Experience:

The ideal candidate would have Interest Rates Quant experience working with trading desks, IT and risk management to develop, manage and extend derivatives models. Experience implementing derivatives models in C++/Python in a timely manner.

  • Strong quant modelling, knowledge of Rates models/products such as SABR models, Bermudans, Bonds and other financial instruments are desired.
  • Track record of delivering projects.
  • Strong financial mathematics skills.
  • Strong C++ or other OO programming experience
  • Strong interpersonal and communication skills (verbal and written).
  • Ability to work in a fast-paced environment.

Responsibilities:

  • Expanding modelling capabilities and implementation into the library
  • Maintaining and improving code base
  • Interacting with trading desk
  • IT and risk management.
  • Working independently to complete projects.

Academic Background:

  • MSc or PhD in a mathematical/Quant Finance subject.
  • Exceptional candidates who do not meet these criteria may be considered for the role provided they have the necessary skills and experience.

Our Client is a Tier 1 Investment bank

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