VP/Director Linear IR Desk Quant
Location: London, UK
Title: VP or Director - based on experience
Selby Jennings has been mandated to help an Investment Bank with a desk quant opportunity on the Fixed Income trading desk in London. This bank is a global institution, having its main HQ in North America. The team in London is the 3rd largest and the FI trading desk need a very analytical, pragmatic and experience Interest Rates Quant Analyst to support the business and the traders on a daily basis. This opportunity will cover a lot of linear, vanilla, swaps curve IR products, however the hiring manager is open to considering candidates who have experience to exotics vanilla derivatives. The successful candidate will be the sole point of contact for traders on the London trading desk, with the opportunity to progress quite quickly in a small team. The role is a hybrid role including both model building and development, as well as desk support and maintenance for the traders.
Skills Needed:
- PhD in quantitative subject
- 4+ years experience in a relevant and transferrable role
- Experience working with traders in a busy environment is needed
- Ideally linear and swaps IR product exposure
- Experience building curves and working in a multi-curve framework, would be ideal
- The ability to be very autonomous and work without much guidance
- Pragmatic thinker, who is very analytical and has good approximation skills
- Very communicative, with the ability to work in a fast-paced environment and support the traders FI business daily
- C++ skills are needed for model development and implementation
If you have the above skill set and are interested in working in a very hands-on desk, where you can define your role and take responsibility as sole point of contact, then please feel free to apply into this advert. Please apply into the Quantexotic link below
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