nterest Rate Exotic Derivative Quant, London recruitment
You will be supporting Swaps, Options and Exotic product traders, giving them tools to analyze their risk and price trades. You will be responsible for the development of complex models and tools and maintenance of the analytics library for the banks interest rate business.
This is a front office position and as such you will also be exposed to trading strategy, data capture and software implementation as well as building pricing and risk models from scratch through to implementation.
This role requires a high level of analytical thinking with an astute problem solving ability combined with the required technical skill set to do the job.
- PhD/DEA in an Analytical / Quantitative subject - Mathematics, Physics, Engineering, Econometrics, Computer Science
- Excellent level of Object oriented programming - C++, Java, C#
- Database manipulation experience - SQL
- Strong financial mathematics - Stochastic Calculus, Monte Carlo Simulation etc.
- Clear and concise communication in English.
To apply or for more information please contact trevor.symons@ojassociates.com
0207 310 8650
May 17, 2012
• Tags: London recruitment, nterest Rate Exotic Derivative Quant, Research careers in the UK • Posted in: Financial