Linear Flow Rates Quant (Assoc/VP level) recruitment
Daily tasks
The primary responsibility of the successful applicant is to work in a team that develops analytics for the Interest Rate Derivatives trading desks. This includes development of new models, resolving exiting model issues as well as code improvements.
The successful candidate would be required to:
• Work closely with the trading desks to understand and solve short and long term problems.
• Develop pricing functions written in 'C++' and C. Tasks would encompass the coding, specification, implementation, testing and documentation of these functions.
• Communicating with other AD groups that wish to embed the functionality in their applications.
• Communicating with Model Review Team in order to make models pass strict in-house standards.
Essential
• Solid understanding of interest rate derivatives (zero curves, FRAs, swaps futures), interest rate options (caps, floors, swaptions) and fixed income instruments (bonds, asset swaps).
• Basic understanding of C/C++, and VBA.
• Numerate Degree (Bachelor of Science) e.g. engineering, science, computing or mathematics
• Higher degree in mathematical or financial discipline, e.g. DEA/M.Sc. in Finance or PhD in Maths, Physics or Engineering.
• Demonstrable skills in software Object Orientated Analysis Design acquired on industry delivered software projects. This should include regression testing strategies and performance improvement methods.
Interpersonal Skills
• Confident nature, willing able to work on trading floor
• Ability to work in a business critical and high-pressure environment.
• Team-player
• Strong communication skills
• Innovative
• Proactive
For further information please contact John Meadowcroft on 020 7780 6700. Alternatively forward your CV to John.Meadowcroft@AnsonMcCade.com