Quantitative Analysts / Developers (Interest Rates Flow & Exotic) – Multiple Desks. job in London recruitment
There are numerous opportunities within the Fixed Income Quant space at the moment. (Specifically within Interest Rates). I am working with multiple desks within both banks and Hedge Funds who are seeking to hire both junior and senior Quant Analysts and Quant Developers with direct Interest Rates experience.
Roles vary in focus from heavy Quantitative Development (implementing pricing / risk models in to the analytics libraries using extensive C++ coding.) to heavy Quantitative Analysis (building pricing / risk models and curve construction). Candidates will be considered at any point along this spectrum.
Responsibilities:
- Directly supporting the trading desk on all issues relating to pricing / risk management
- Participating in the research effort on interest rate products (both flow and exotic)
- Designing and implementing pricing / risk models and relative value analysis tools.
Generally, Candidates must have:
- MSc/PhD in Quantitative / Numerate or Engineering subject form TOP University
- Stochastic Calculus / Statistics / Complex Numerical Methods (Modelling)
- Excellent Programming Skills (C++/VBA/Python)
- Commercial Awareness - Economics / Econometrics / Quantitative Finance.
All levels of seniority are welcome to apply but please ensure that you fit all the above requirements before applying.
Please call 0207 377 2200 or send a CV to dpollack@westbourne-partners.com