Description
Quantitative Hybrid - Contract - Financial Services - London
A Tier 1 Investment Bank is seeking a Quantitative Analyst to join their London Quant Development team which is charged with the development of models, pricing tools and system integration of all exotic models used in the firm, on all asset classes.
The successful quantitative analyst will Improve the quant tools used by the traders and Middle Office, developing new payoffs for the business (implementation & testing) and help pushing out new models and new features in production (testing, model validation, documentation).
Key responsibilities:-
- Implementing new model developments and improvements
- Provide Front Office quantitative support to the trading desks and risk managers
- Have strong interaction with the Middle Office in regards to model testing, validation and documentation
- Conduct Front Office reports enhancements
Key skills and experience:-
- Good development skills with (C# or C++)
- Previous experience in banking preferably
- Financial product knowledge
- Have good knowledge of pricing model of exotic products (eg swap, future, bond, bond future, swaption, deposit future option, bond option)
If of interest please do not hesitate to call me or email me back