VP Level – Rates Quant – Vanilla Options / Linear Interest Rate Quant – Fixed Income Quant Analyst – Rates Quant Analyst. Base £110k – £140k recruitment
Due to good performance for the first half of the year, our client is further growing their rates business.
The successful candidate will work closely with the trading desks in a centralised front office quant team and be responsible for the vanilla options / linear modelling. This role will involve close interaction with the desk working on short term projects, as well as longer term strategic modelling projects.
The ideal candidate will have:
- 3-6 years Interest Rate Quant experience.
- PhD/ High level degree in Mathematics, Physics, Computer Science and Engineering (or related).
- Experience modelling vanilla options / exotic products.
- Strong C++ capabilities.
- Good communication skills and a proven ability to work closely with traders.
If you are looking for an interesting and broad role within the front office rates quant space and you have previous IR Quant experience this is certainly an opportunity to consider.
The company is offering excellent remuneration packages, with base salaries starting from £110k plus an industry leading bonus package. You will be working as part of the best fixed income team in the industry, and there is plenty of opportunity for career advancement within this team and the wider quant group.
For more information, to apply or to recommend anyone you feel would be ideal for this role please contact me in the strictest confidence on 0207 749 6060, or email me on andyc@montash.com
Montash Associates partners with a number of Buy and Sell Side organisations exclusively and the majority of our vacancies are not advertised online. To learn about all of our current opportunities please call me for a confidential discussion: 0207 749 60 66.
Reference: AC/IRQ/3245
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