Interest Rates Front Office Flow Quant – Base £110k – 130k – Fixed Income Quant Analytics recruitment
This group is looking to hire an individual to focus on Interest Rates Flow Research. This is an excellent opportunity to work closely with the business and be heavily involved in all aspects of Interest Rates research including Swaps, Bonds and Short Term Interest Rates. The role will involve long term strategic projects as well as ad hoc projects alongside the trading desk.
The team is well established and they are looking for someone with exceptional business and product knowledge to join them. This individual will work on projects end to end: understanding the requirements from the desk (from a business / competitive advantage perspective), translating these requirements into models, and then delivering these back to the desk.
The role will require constant interaction with the traders supporting them in, amongst other things, the development of Interest Rates curve modelling. The ideal candidate will therefore have previous experience of collateralised curve construction. This individual will also be responsible for the Interest Rate stripping analytics library, custom pricing and risk analytics.
In order to qualify for this role you must have a strong mathematical background. The ideal candidate will also demonstrate a good understanding of Interest Rate flow products and have the ability to design and implement pricing, risk management and relative value analysis tools.
Applicants should have a strong academic background, Interest Rate experience and good programming skills including C++ and VBA.
Unlike many Quant roles this team is a breeding ground for future traders. They also offer the option to relocate to Asia or North American after a period of time.
Please send your CV to andrewc@montash.com or alternatively call me on 0207 749 60 60 to learn more about this opportunity.
Montash Associates partners with a number of Buy and Sell Side organisations exclusively and the majority of our vacancies are not advertised online. To learn about all of our current opportunities please call me for a confidential discussion: 0207 749 60 66.
Reference: IR/FL/97883
Keywords: Quant, Quantitative, Interest Rates, C++, Flow, IR, Fixed Income, Investment Bank, PhD, curve construction, curve fitting, CSA discounting, collateralised curve construction, interest rates flow, quant research, IR flow research, vanilla options, rates exotic, curve construction, IR Curves,