Description
My client, a leading Financial Services company based in London, are looking for a Quantitative Analyst to join the Front Office Rates Quantitative Research Team.
The successful candidate will have continuous interaction with the rest of the quant team, as well as the Front Office trading, project management and IT, and will help 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 the following skills & experience:
- 7+ years experience working as a Quantitative Analyst or Quantitative Developer in a large quant library within a major financial institution
- Experience working in Front Office
- Exceptional C++, with strong capacity of abstraction & design skills
- Strong analytical and numerical skills, and high level technical knowledge on implementing pricing analytics
- Strong knowledge of interest rate term structure modelling: knowing either the Hull White or the Linear Gaussian model is essential.
- Rates & Inflation are the preferred asset
If you feel like you're a good fit for the role, please apply immediately and we will attempt to respond within 48 working hours.