Flow Rates Quant – AVP
My client a Tier 1 Investment Bank is looking for a Fixed Income Quantitative Analyst to join it’s hybrids team focusing on Flow Rates.
The successful candidate will be working very closely on the build out of a new rates analytics library. You will be fundamental in the design and implementation of an Excel front-end for a C++ derivative pricing library, you will provide pricing analytics globally for vanilla rates and provide technical support for the flow trading desks.
As the successful candidate, you will be expected to have the following:
- PhD/ High level degree in Mathematics, Physics, Computer Science and Engineering (or related).
- 4+ years Fixed Income (Preferably rates) front office Quant experience.
- Extensive programming experience in C++ (at least 5 years’ experience)
- Knowledge of Stochastic Calculus
- Knowledge of Interest Rate option pricing models (Hull-White, Markov Functional etc..)
- Experience in supporting a trading desk.
If you feel that you have the desired skills and would like to discuss in further detail please either call Ariel Booker on 0207 377 2200 / 07748 461 142 or email abooker@westbourne-partners.com.
Westbourne Partners have recently launched our new website with a number of new vacancies, please visit the website to get more information about our current live requirements www.westbourne-partners.com and follow us on twitter www.twitter.com/westbournep
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