Senior Fixed Income Quantitative Pricing Analyst – Global Investment Bank
JOB DESCRIPTION
A leading Tier One Investment Bank in New York is looking to bring onboard an experienced quant analyst for their Fixed Income/ Interest Rates Quant team. Ideally, the senior candidate will have a minimum of 5 years direct Fixed Income/ Interest Rates experience across a broad spectrum of products. Reporting directly to the Head of Americas for Rates, said candidate will step into leadership of the quant team on occasion.
Location: New York, USA
The role:
- Detailed review of front office pricing models
- Developing and implementing derivatives pricing models
- Acting as the focal liaison for traders in New York
- Constant interaction with NY London traders to ascertain their quantitative requirements
- Supporting systematic trading team in use of LIB Products
- Chance to work on a variety of complex models
- Working entirely in their Front Office alongside quant’s trade specialists
- Support traders, research strategies and quantitative ideologies to a large degree
Requirements:
- 5 years + experience (VP level)
- An excellent quantitative PhD/MSc from a top school in a very quant focused thesis: Applied Mathematics, Theoretical Physics, Statistics Probability, Electrical Engineering, Financial Engineering etc
- Grasp of the Portuguese language is ideal but not essential
- Those who are either based in Geneva or are keen to relocate (the group will cover relocation expenses)
- Strong communicative skills
- Experience with C++, C#, JAVA, VBA, Matlab are of preference
- Confidence with a strong numerative background
- Highly ambitious
In Return:
- A huge opportunity to attain significant progression within the quant analytics sphere
- A large number of evolving projects to get your teeth stuck into and work expansively
- The chance to join arguably the strongest global cross-assets group.
- The chance to master and manage some of the most complex models you can put your mind too.
- Impressive remuneration structure that pay extremely well both on base and bonus
- Have daily interaction with the business and be a key part of their unrivalled success, whilst enhance one’s own diversity of credentials
- Excellent opportunity for aspiring junior quant’s following an impressive PhD or Masters study
- Relocation allowance for overseas quant’s
This is an immediate hire, interviews are to begin soon and early application is advised. GQR also welcomes tentative enquiries from suitably qualified individuals.
Confidentiality and utmost discretion is 100% assured.
Key Words: quant analyst, quantitative analytics, quant pricing group, quantitative derivatives modeling, global analytics library, C++, C#, Java, front office model development, quantitative architect, library quant, interest rates, inflation rates, fixed income, buy-side, hedge fund, New York, USA, FX EM markets, Credit,
APPLY | quant.americas@gqrgm.com
VISIT US | www.g-q-r.com/vacancies
While a resume is preferable we also welcome tentative enquiries from well-qualified persons. To speak with an agent please contact one of our regional offices using the contact details listed below. Utmost confidentiality and discretion is assured.
Search Consultant: James Friend
Contact Telephone Number: +44 (0) 203 141 8000
Linked In: http://www.linkedin.com/e/vgh/1615777
Website: www.G-Q-R.com
VISIT US | www.g-q-r.com | www.g-t-r.com | www.gqrgm.com
GQR Global Quant, GQR Global Trading, GQR Global Markets
We operate globally and leverage our extensive relationships to unite the most talented people with the most intellectually and financially rewarding career opportunities throughout Europe, the United States, Asia and the Middle East.
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