2 x Quant Analyst Openings
The Quant team is looking to hire a Vanilla IR Quant + an FX Quant for the London office.
The team are considering candidates from Internships up to 4 years of industry experience, as the team are flexible.
The Quant team builds and maintains the financial models used by this bank globally to price and risk manage derivative trades. The team works closely with the trading desks as well as the technology and support teams. These FO Quants spend a lot of time working with the firm’s C++ quant library, which is shared across different asset classes (Rates, FX, Credit, Hybrids).
VANILLA RATES: Building and maintaining interest rate curves, creating new discounting models, supporting new flow rates products, and optimising business resources.
FX: Building tools for marking FX volatility surfaces to creating new models to handle new types of exotic products
Projects - support new products, refining existing models, optimising existing calculations, to building brand new models tailored to a specific business need.
NEEDED:
- Strong understanding of the mathematics behind the existing models, to understanding the workings of the quant pricing library.
- C++
- PhD's in quant subjects ideally
- Experience in a front office Quant role is ideal
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