Front Office Linear Interest Rate Quant Analyst
Leading Financial Institution
Linear products (USD Curves Swaps)
KEY SKILLS EXPERIENCE:
- 3-5 years front office quant analytics experience at a financial institution
- Specialist modelling experience on linear products (for USD curves swaps)
- Strong C++ and recent experience in swap library development (post 2008 markets)
- PhD educated in a quantitative field (Physics, Maths, Financial Engineering…)
- Strong financial maths and analytical skills
- Knowledge of swap electronic trading is advantageous
- The focus of this role is not on Options or Emerging Markets
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