Quantitative Analyst

London  ‐ Onsite
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Description

Front Office Quantitative Analyst/Developer - RETAIL BANKING - London - 6 months+

A Top Tier Bank is looking for a Front Office Quantitative Analyst/Developer to join their Front Office Rates Quantitative Research team
The candidate will have continuous interaction with the rest of the quant team, as well as FO trading, project management and IT, and will help to take forward the development of the analytical toolkit used to compute P&L and risk, in order to upgrade it to be compliant with the EMIR bilateral margining regulations.
The ideal candidate will have:

  • 7years+ experience working as quantitative analyst or quantitative developer in a large quant library within a major financial institution, with Front Office focus
  • exceptional C++, with strong capacity of abstraction and design skills
  • extensive experience working with an Object Oriented code base for the creation of market data objects, instruments and pricing engines
  • strong analytical and numerical skills, and high level technical knowledge on implementing pricing analytics
  • knowledge of stochastic calculus would be a plus
  • strong product knowledge on linear and options rates products, knowledge of inflation and FX would be a plus
  • dynamic attitude with an ability to easily switch from one project to the other as priorities might change along the way and the overall quant team works in a very collaborative way
  • strong attention to detail as accuracy is of the essence in such a role
  • a post-graduate education level (PhD, MSc or equivalent) on a highly quantitative subject (such as Maths/Financial Maths or Theoretical Physics) would be required
Rate: £550+ day
Location: London
Duration: 6 months initially
To start: ASAP
If this role is of interest, please contact Edwin at Hydrogen Group

Hydrogen UK Limited is acting as an Employment Business in relation to this vacancy.

Start date
ASAP
Duration
6 months
From
Hydrogen Group
Published at
31.01.2018
Project ID:
1494675
Contract type
Freelance
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