Junior Interest Rate Quant
The Interest Rate Quant Group is looking for a junior level interest rate quant. The candidate should have 1-3 years front office experience preferably in a quantitative role and a good knowledge of interest rate products and modelling. The role will involve direct support of trader’s applications as well as developing pricing solutions in the analytics library. The role will concentrate on the Non Linear Rates business in the EMEA region but involvement with other areas of the rates business will be common. Other aspects of this role include: resolving issues raised by analytics clients such as PnL explain/Stress Full Reval, trade migration reconciliation, regulatory support/documentation of models and products..
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