Linear Rates Quant (Curve construction / Modelling specialists) – Tier-1 Bank recruitment
The Linear Rates Team is responsible for supporting multiple trading desks and providing the necessary analytics relating to pricing and risk management issues.
The team currently seeks a senior Quant Analyst with specific skills in curve construction complex modelling for both linear and exotic interest rates. The candidate must have expert mathematical and technical ability (C++/VBA coding skills)
Requirements:
- MSc/PhD in Mathematics / Statistics or Numerate Equivalent (Top Universities only)
- Experience constricting multiple curves and studying the impact of multiple curves.
- Knowledge of BGM / LMM / Hull-White / Heston / SABR Modelling. (Candidate does not need to have expert knowledge of all of these models but would be advantageous.)
- Strong technical ability (C++/VBA)
- Excellent Communication skills.
Please call or send a CV to dpollack@westbourne-partners.com if you are interested in finding out more about this opportunity.
August 25, 2012
• Tags: Debt, Fixed Income careers in the UK, Linear Rates Quant (Curve construction, Modelling specialists) – Tier-1 Bank recruitment • Posted in: Financial