Interest Rates Quant recruitment

The role will be based in their Interest Rates Financial Engineering team, developing pricing and risk analytics for the rates and inflation markets. They will work closely with traders and other end users as well as moving the internal strategic agenda forward, including a significant project to refactor and componentize their cross asset analytics library.

We are looking for an experienced Quantitative Analyst who has experience in developing interest rates models that have progressed through to the trading platform, for example the BGM model. Preferably you will have a PHD and Exotic Interest Rates modelling experience.

Please apply to es@capitalchase.com for immediate consideration.