Flow Rates Quant Analyst/Quant Developer – Flow Desk – Tier 1 Investment Bank recruitment
My client is seeking an experienced Quant Analyst/Quant Developer to join a Flow rates desk. You must have experience working with Flow Interest Rate products, Curve construction and be keen to join a dynamic and fast paced environment.
Responsibilities:
- Working with and supporting the Flow Interest Rates trading desk on a day-day basis.
- Working with the Front Office to advance the analytics available
- Management of a cross-desk support team working with several Fixed Income Flow trading desks
- Development of new yield curve, bond, inflation product analytics
- Support of the existing Fixed Income Rates Flow product analytics
You must have:
- Knowledge of Fixed Income products, i.e. linear (swaps, bonds, inflation swaps) and options (IR vanilla options, inflation options). Familiarity with interest rate curve construction
- PhD/DEA in Maths/Physics/Financial Engineering from a top-school.
- At least 3 years commercial experience as Quant Analyst/Quantitative Developer experience (interest rates, inflation)
- Exceptional coding skills and solid programming skills, e.g. C++ class library, VBA.
- Excellent level of Financial Mathematics i.e. stochastic calculus, PDE modelling, binomial trees, etc.
To apply for this position please submit your CV in Word format.
Contact I.T.S City
To talk directly with us to discuss this vacancy and the client, please contact Simon Adams on:
Email: simon@its-city.com
Direct Line: +44 (0) 203 283 4095
April 18, 2012
• Tags: Flow Desk, Flow Rates Quant Analyst, Quant Developer, Quantitative Analytics careers in the UK, Tier 1 Investment Bank recruitment • Posted in: Financial