Interest Rate Quant/Strats
Position Description
The role involves working with and supporting the London Interest Rate Quants Team (IR Strats) in carrying out risk analysis and valuation of trades. The role suits a self motivated, highly energetic individual who has a good background in mathematical analysis and strong understanding of the fixed income markets/products ( bonds , swaps and options desk ) , as well as an understanding trade lifetime management.
Position Description:
- Provide analytical backup as required
- Interacting with traders on bonds, options and swaps desk to build tactical solutions in excel/VBA
- Provide valuation / risk reports on trades
- Work on automation and efficiency of trade pricing processes
- Maintain various excel based tools used by traders for risk management and pricing
Skills Required
• Good understanding of Fixed Income markets / products.
• Min of 1 year of work experience in FID
• VBA/Macro and other coding expertise for spreadsheet analysis work.
Knowledge of c++ or c# would be preferable but not mandatory
• Must be confident and able to communicate well.
• Ability to think on their feet
• Ability to handle stress and pressure of fast markets.
• Coursework / Strong understanding in finance, statistics.
Skills Desired
• Good understanding of Fixed Income markets / products.
• Min of 1 year of work experience in FID
• VBA/Macro and other coding expertise for spreadsheet analysis work.
Knowledge of c++ or c# would be preferable but not mandatory
• Must be confident and able to communicate well.
• Ability to think on their feet
• Ability to handle stress and pressure of fast markets.
• Coursework / Strong understanding in finance, statistics.
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