Senior Quantitative Business Analyst – Interest Rate Swaps Pricing
Our client is a global Tier-1 Bank with leadership positions in Rates, Derivatives and Electronic Trading. They are now embarking on a five-year programme to deliver the next generation of Electronic Trading platforms with coverage across Rates, Credit, FX and Commodities. This position requires a highly quantitative Senior Business Analyst with expertise in IRS pricing who will work directly, on a day-to-day basis, with the Senior Quants to devise an implement one single Curve per all G10 and Emerging Markets Swaps.
Requirements
- Expertise in pricing flow Interest Rate Derivatives, especially IRS, ideally coupled with knowledge and experience of pricing other Fixed Income Derivatives such as CDS, FX Options and Money Markets.
- Excellent academic record, ideally educated to Masters or PhD level in a Quantitative discipline such as Maths, Physics or Engineering.
- 10+ years commercial experience, largely as a Business Analyst in an Investment Bank.
- Sound analysis and documentation skills.
- Proven track-record of project delivery to the front-office.
- Appreciation of agile project management methods.
- Experience of automated pricing in an Electronic Trading context preferred.
This is an outstanding opportunity to play a leading role in the analysis and implementation of the Pricing Analytics for what will be the #1 Derivatives Electronic Trading platform in the market globally. Please call Adam on 020 7332 9827 or apply to adam.francis@radleyjames.com.
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