Mathematical Tactical Developer
My client is a highly esteemed, global buy-side institution who has won multiple awards and boasts some of the most intelligent minds in the global financial industry.
The firm currently seeks a senior quantitative developer in the rates space to be based in London and work directly with the head of the rates modelling team. The role will be split between rates modelling, curve building, stochastic/mathematical process as well as the development (in C# C++) of the analytics framework used throughout the firm.
The successful candidate must have:
-Advanced Degree from a top university in Maths, Physics, Comp Science or equivalent
-Extensive Excel VBA and C# programming experience
-Advanced knowledge of the Rates business – Curve Building, SABR volatilities, LMM/HJM etc.
-Strong Mathematical skills – Stochastic processes / concepts.
-Ability to communicate effectively with various teams across the UK and the US.
-Ability to lead and mentor more junior members of the team.
This is a business critical role and an urgent hire. Candidates must be willing to conduct an extensive interview process and MUST have each of the above listed skills in order to be considered.
If you feel that you have the desired skills and would like to discuss in further detail please either call Jamie Peters on 0203 402 6902 or email your CV to jpeters@westbourne-partners.com.
Westbourne Partners - Quantitative Analytics have a number of similar roles within a large number of financial institutions, please send in a resume and we can get in contact with any suitable position.
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