Quantitative Business Analyst recruitment

Quantitative Business Analyst within our client’s Financial Markets division working on the integration of Fixed Income and Structured Products onto their Financial Markets Trading Platform. The role also involves working on a number of smaller initiatives and supporting Front Office Traders in their use of Calypso:

• Explaining model behaviour and predictions

• Develop pricers / curves / models and implement them in Calypso for pricing and risk management.

• Prototyping of models and products

• Timely and accurate analysis of quantitative risk issues.

• Testing of pricing models and curves.

Team Nature

You will be joining a very experienced and dynamic group of Business and Technical Analysts with strong Financial Markets knowledge that sit between the Interest Rate and Credit business and IT.

The team comprises a broad mix of specialists including ex Traders and ex Developers with a strong delivery focus through structured projects, small business improvement initiatives and the resolution of day to day issues

Requirements

Mandatory:

1.Hands-on experience in developing quantitative models, building pricing models and / or quantitative analytics.

2.Experience in pricing, risk management and analysis of IR FI products such as Cap/Floor, FRA, Swap, Swaptions, Bond, Repo etc.

3.Proven experience working with at least one established Financial Markets Trading Platform (Calypso, Murex, Wall Street etc.)

4.Experienced at dealing with Front Office Traders

5.Strong understanding of the practical application of Financial markets

6.Good requirements analysis and design skills

7.Strong documentation skills

8.Good communication skills

9.Highly numerate with a degree in quantitative finance, mathematics or engineering, preferably to Masters level.

Desirable:

10.Calypso - Front and middle office including good exposure to Risk and Analytics, building curves, volatility surfaces and pricing algorithms

Important:

Flexibility around work hours and a team based approach to work

Applications from overseas are welcome. Sponsorship will be provided.

For more information please call Richard Portman on 0401208754 or email rportman@atticus-search.com.