Fixed income pricing Quantitative Analyst – Director level recruitment
My client employees over 200 people across the globe, providing quantitative financial services to buy side trading firms and investment banks. The firm encourages great team work in a casual relax working environment, working from 9am – 5pm in general. Since the inception, the firm has high level of expertise in very focus areas across various asset classes. The right individual for the Director level hire will provide guidance and be a mentor to the fixed income pricing team in London.
Essential Requirements:
- Have strong technical background in exotic product pricing, especially interest rate product.
- At least 6 years in quantitative fixed income pricing or valuation industry
- C++ essential, good exposure to pricing libraries
- Familiar with VBA
- Experience in writing pricing numerical algorithms, such as Monte Carlo, tress and finite difference.
- Solid quant skills in time series analysis, statistics and stochastic calculus etc.
- Creative, be able to think outside the box
- Must be already in a managerial role already
- Must be based in London
If you are interested in finding out a bit more about this role, please email a copy of your resume to alexa.chen@njfsearch.com Please be aware that only consider the qualified candidates with focus in fixed income / interest rate products but not CDS pricing.