Exotic Rates Quantitative Analyst

Anson McCade • London, ENG, United Kingdom • 12h ago

Job Description

My client is a global, tier-1 investment bank, with a leading rates business. They are hiring for an exotic, non-linear Quantitative Analyst, bringing your skills in mathematics, modelling, problem solving and programming to their team.

What you will do

You will work in close collaboration with trading, structuring, sales, and technology to develop novel solutions for the business.
Development and maintenance of exotic rates pricing models, trading tools, and risk management tools.
Develop analytics libraries used for pricing and risk-management.
Work in partnership with control functions to ensure appropriate governance and control infrastructure.

What we will need from you

Excellent mathematical and financial modelling skills.
Strong programming skills in C++ and/or Python.
Experience in comparable quantitative modelling or analytics role in financial sector. Experience in exotic rates, hybrids, or linear rates is valuable but not necessary.
Knowledge of financial products and numerical methods
MSc or PhD degree in a quantitative subject.