Flow Rates Quantitative Analyst – Pricing/Risk Models (C++) recruitment
I am working with a highly prestigious team at a Tier-1 Investment bank. The team takes responsibility for most aspects of quantitative research within the Fixed Income space. Specifically, I am working with a Flow Rates desk that provides support for the trading/marketing desks in Europe, Asia and Americas.
The desk develops, maintains and enhances the models used for pricing, risk management and accounting purposes globally as well as being in charge of the development of new trading platforms, researching into creative methodologies based on innovative mathematical, statistical and technological concepts.
The team is looking for a senior flow products quantitative analyst / developer who will sit on the trading desk and become an extremely important member of the team. This person will be responsible for:
- Participating in the global research effort specifically for flow rates products.
- Designing and implementing new pricing model, risk management and relative value analysis tools
- Dealing with pricing and risk management issues (supporting global trading desks)
The successful candidate will therefore be educated (preferably to PhD level) in Finance, Maths, Statistics, Theoretical Physics or related subjects. He/She must have an excellent knowledge of stochastic calculus and numerical methods as well as very strong programming skills (C++, Python, VBA, and Excel).
Finally, experience within electronic markets, arbitrage strategies and an in-depth commercial awareness will be necessary for this position.
Please call or send a CV to dpollack@westbourne-partners.com if you are interested to find out more about this position.