Description
Top tier asset management house in London is looking for a quant to come on board on a long term 6 months rolling contract paying market rate. There are 3 elements to this requirement:
1. Financial Mathematics - they are after someone that has a PhD and is comfortable with math. Solid experience working with Quant libraries, writing models, doing research, reading papers, working in conjunction with other quant groups and traders and experience with derivatives pricing are all must haves for this role.
2. Business Knowledge - This is a Fixed Income business and therefore solid Fixed Income business knowledge is required. You will be the third member of this team and the other 2 current member have both been there for a while on long term rolling contracts. One has a speciality in FX and the other in Rates. Ideally they will want to find someone who is a heavy weight on Credit, but this is not essential as long as you have a through grounding on most Fixed Income products.
3. Coding - as with any quant role, there will be a fair amount of coding. They have a lot of C++ and are also migrating a lot of the VB/VBA into C#. They are expecting someone who has solid C++ and VBA skills that is willing to learn C#. If you have C# experience then that will be a bonus.
My client is a looking for a dynamic quant who is looking for a long term opportunity. They are looking for an idea's person, someone that can help drive through strategy.
There are some exciting new projects coming up that you will get your teeth stuck into immediately: Multi currency discounting project, FX Captions project, on boarding on new CDS Options, etc.
If you are interested to learn more, please send your CV for immediate consideration