Quantitative Analyst – Fixed Income
A Major European Bank is seeking an addition to a small but elite and specialist fixed income quant team.
This hire will be made at assistant vice president or vice president level and they are looking for someone who can step up quickly and take additional responsibilities.
The group will primarily focus on model development, calibration and implementation across the full spectrum of various fixed income products including structured products (MBS, RMBS, CMBS, ABS), Interest rate and Credit derivatives.
You will be required to add value in three key areas -
Quant and Analytical skills (Financial Mathematics, Problem Solving, Stochastic Calculus)
Product knowledge (across the range of fixed income products)
Programming skills (C++, VBA)
You will report directly to the head of Fixed Income Quants in the US in an elite team that has high visibility within the bank.
Qualifications and experience for this position -
- Masters in quantitative discipline (Ph.D beneficial) Physics, Math and Engineering fields Preferred
- Programming ability in C++ and VBA
- 1-5 years experience in a similar role
- Fixed Income Product knowledge
- Experience with modeling of Fixed Income products (knowledge across the entire space is preferred but expertise in for example interest rate derivatives will be accepted)
Personality -
Hard working and highly self motivated
Outstanding communication skills
Enthusiasm to learn and expand skillset
Track record of outstanding achievement
If you wish to apply for this exciting position please hit the apply button or call one of our senior consultants directly at our US head office in New York on 2122097310.
The chosen candidate will be rewarded by working in a fast paced and dynamic environment with vast progression potential.
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