FICC Quantitative Analyst
The team currently trades cash, vanilla options and 1st 2nd gen products using the most sophisticated infrastructure and technology on the street. The candidate will work directly with some of the most gifted quantitative traders, the ideal candidate will have the aspiration confidence to trade in the future. Candidates with cross / multi asset background will be considered with the right experience.
The role:
- Pricing, innovation, structuring and modelling
- Coverage extends to Flow and Structured products
- Experience with ideally both short and long dated products
- Mathematical modelling of FICC markets and derivative products
Requirements:
- An excellent quantitative PhD/MSc from a top school
- Advanced mathematical / artificial intelligence based modelling skills
- Strong ability to price and model within FICC products such a options structured derivatives
- Market leading understanding of design and implementation of numerical algorithms
Candidates will only be considered if they meet the "top 1%" attitude of our client.
Discretion assured.
No dreamers, test pilots or middle office please.
November 27, 2010
• Tags: Debt, FICC Quantitative Analyst, Fixed Income jobs and careers in UK • Posted in: Financial