IR Lead Financial Engineer | London
This rapidly-growing, privately-held financial services company are looking for a quant with a strong mathematical background to apply their skills to the financial modelling of Rates and Inflation Derivatives markets. This opportunity will sit in a cross-asset quant team and be the front office regional lead for developing and implementing complex financial models for the use of client's trading desks.
Skills Requirements:
- 3-5 years experience working as a quantitative analyst in Rates or Inflation Derivatives.
- Previous experience developing and building derivative models
- A strong mathematical background with a PhD or equivalent in Math/Physics/Engineering from a top institution.
- A good understanding of stochastic calculus
- Strong programming skills (C++ or Java)
- Very strong communication skills
Please apply into the below address.
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