Option related fixed income Analyst position – London recruitment
It is an unique opportunity to join a buy side trading firm, assisting a senior PM with over five years proven track record to develop option related fixed income trading strategies across OTC and liquid products.
Essential requirements:
- Must have 2-4 years fixed income strategies research experience in a sell-side institution
- Solid knowledge of derivatives pricing, particularly in option related fixed income products
- Strong statistic modeling skills is essential
- Solid knowledge in option theory, and derivatives pricing.
- Proficient in excel/ VBA, Matlab or R, familiar with developing functional tools
- Familiar with yield curve model analysis
- Proficient in using pricing tools (SABR parameters etc.)
- MSc or more advance degree in quantitative related subjects
- Experience in mortgage fixed income pricing is highly desirable, but not necessary
To apply for this position, please email a copy of your up to date resume to alexa.chen@njfsearch.com
July 9, 2012
• Tags: Debt, Fixed Income careers in the UK, Option related fixed income Analyst position – London recruitment • Posted in: Financial