Quantitative Analyst recruitment
Job Description :-
Within bank, the Fixed Income, Currencies and Commodities (FICC) group participates in a broad range of global financial markets trading activities, and develops specialised and innovative products that create opportunities for international expansion. The FICC Group currently has over 950 staff located in UK, USA, Australia, HK, Brazil, South Africa, the Middle East and across Asia.
The predominant FICC client base is financial institutions and significant commodity producers and consumers. With structuring, sales and trading professionals around the world, FICC offers quality service and risk management solutions to meet our clients' needs.
FICC offers trading, sales, research and finance covering:
• Fixed income - interest rate, debt and credit securities
• Currency - foreign exchange spot, forward and tailored services
• Commodities - metals, energy, environmental products, agriculture, freight, bulk commodities, and complementary futures services
In response to the ongoing growth of our successful businesses, we are looking for an experienced interest rate quantitative analyst to join a team dedicated to developing and maintaining the quantitative interest rate capabilities across FICC.
In this newly created role, you'll be responsible to
• Develop and implement strategies to support the quantitative interest rate activities of all businesses across FICC;
• Provide support on quantitative areas to traders, structurers, marketers and the IT team;
• Research, implement and maintain financial models for derivative valuation;
• Liaise with other areas of the bank on quantitative issues, model development and approval;
• Manage junior members of the team.
You will have a demonstrated ability to both lead and work in a team based setting, with substantial experience in a dealing room environment, combined with a pragmatic approach to problem solving and providing innovative solutions to your clients. PhD qualifications with a quantitative focus from a top tier school will be highly regarded.
We are seeking a candidate who has significant experience in:
• Commercial work with interest rate derivatives;
• Interest rate model development in a front office environment (market, short-rate, and Markov-functional models, SABR, skew-modelling, etc);
• Programming in C++, and coordinating team programming projects.
This represents an outstanding opportunity to be a part of a global, business aligned team adding real value to your internal clients.
If Interested then kindly forward your updated resume with your current Salary, expected salary and notice period.
Regards
Sumant