Interest Rates

2 weeks ago

London, Greater London, United Kingdom eFinancialCareers Full time
Job Summary

  • London
  • Permanent
  • JN


 Jan 09, 202
  • Competitive

Job Description:


Global investment bank seeks an AVP level Quant Analyst as part of its expanding Interest Rates/FX Derivatives Pricing Model Validation division.

Model Validation as part of Model Risk Management is responsible for the review all derivative pricing models used for valuation and risk across the Bank.

As a Quantitative Analyst you will be reviewing and analysing derivative models for price and risk ofinterest Rates, and Foreign Exchange (FX) products.


Your key responsibilities

  • Reviewing and analysing derivative models for price and risk of interest Rates, and Foreign Exchange (FX) products
  • Understanding of the mathematical models used, implementation methods, products traded, and the associated risks
  • Ensuring model/products are independently implemented in a managed C++ library
  • Fostering relationships with key model stakeholders including Front Office Trading; Front Office Quants; Market Risk Managers; and Finance Controllers
  • Supporting with the due diligence aspects of the New Product Approval Process and involvement in bank wide strategic initiatives

Your skills and experience- Demonstrable experience in a Model Validation or Front Office Quant role

  • Excellent mathematical ability with an understanding of Stochastic Calculus, Partial Differential Equations, Monte-Carlo Methods, Finite Difference Methods, and Numerical Algorithms
  • Deep understanding of interest Rates and FX derivative models
  • Strong interest in financial markets (especially derivative pricing) demonstrated by qualifications and/or experience

How we'll support you

  • Training and development to help you excel in your career
  • Flexible working to assist you balance your personal priorities
  • Coaching and support from experts in your team
  • A culture of continuous learning to aid progression
  • A range of flexible benefits that you can tailor to suit your needs
Morgan McKinley is acting as an Employment Agency and references to pay rates are indicative.

  • Interest Rates Quant

    2 weeks ago

    London, Greater London, United Kingdom M.R Search Financial Markets Full time

    Proficiency in interest rates curve building ~ Advanced skills in Python, KDB, and data science packages ~ Experience with visualization software This company offers a highly competitive compensation package with multiple benefits.

  • FO Quant Analyst – Interest Rates

    3 days ago

    London, Greater London, United Kingdom Barclay Simpson Full time

    Our client is a well-established, Global Investment bank who seek a high calibre Quantitative Analyst who'll be involved in the integration of the underlying mathematical models and analytical tools used by the Rates and FX desks.A fantastic opportunity to work closely with the trading floor where the book of work is interesting and consistently evolving....

  • Interest Rate Flow Quantitative Analyst

    1 month ago

    London, Greater London, United Kingdom MUFG Full time

    Do you want your voice heard and your actions to count?Discover your opportunity with Mitsubishi UFJ Financial Group (MUFG), the 7th largest financial group in the world. Across the globe, we're 160,000 colleagues, striving to make a difference for every client, organization, and community we serve. We stand for our values, building long-term relationships,...

  • Interest Rate Flow Quantitative Analyst

    4 weeks ago

    London, Greater London, United Kingdom MUFG Full time

    Do you want your voice heard and your actions to count?Discover your opportunity with Mitsubishi UFJ Financial Group (MUFG), the 7th largest financial group in the world. Across the globe, we're 160,000 colleagues, striving to make a difference for every client, organization, and community we serve. We stand for our values, building long-term relationships,...

  • Corporate Treasury, Liquidity, Funding and Interest Rates, Analyst, London

    2 weeks ago

    London, Greater London, United Kingdom Goldman Sachs Full time

    Corporate Treasury, Liquidity, Funding and Interest Rates, Analyst, London Job Description FINANCE | Corporate Treasury We're a team of specialists charged with managing the firm's funding, liquidity, capital and relationships with creditors and regulators. Corporate Treasury manages the firm's financial resources and minimizes interest expense through...

  • Corporate Treasury, Liquidity, Funding and Interest Rates, Analyst, London

    2 weeks ago

    London, Greater London, United Kingdom Goldman Sachs Full time

    FINANCE | Corporate Treasury Corporate Treasury manages the firm's financial resources and minimizes interest expense through liability planning, asset liability management, and liquidity portfolio yield enhancement. The division is ideal for collaborative individuals who have strong quantitative analysis skills and risk management capabilities since...

  • Corporate Treasury, Liquidity, Funding and Interest Rates, Analyst, London

    1 week ago

    London, Greater London, United Kingdom Goldman Sachs Full time

    FINANCE | Corporate Treasury We're a team of specialists charged with managing the firm's funding, liquidity, capital and relationships with creditors and regulators. Corporate Treasury manages the firm's financial resources and minimizes interest expense through liability planning, asset liability management, and liquidity portfolio yield enhancement. The...

  • FX and Interest Rate Corporate Advisory SalesPermanent contractLondon, United Kingdom

    2 weeks ago

    London, Greater London, United Kingdom Société Générale Assurances Full time

    FX and Interest Rate Corporate Advisory Sales Permanent contract|London|Risks FX and Interest Rate Corporate Advisory Sales London, United Kingdom Permanent contract Risks Responsibilities Description of Role Exciting opportunity for anyone with a background in Corporate Finance or Global Markets who enjoys helping Corporate clients to build...

  • Senior Risk Manager, Interest Rate and Market Risk

    4 weeks ago

    London, Greater London, United Kingdom myGwork Full time

    This inclusive employer is a member of myGwork - the largest global platform for the LGBTQ+ business community. Opening date 08-May-2024 Closing date 07-Jun-2024 Job description Who is HSBC Innovation Banking? HSBC Innovation Banking is the power behind the UK's forward-thinkers, future-makers, and leap-takers, helping them ignite the bold ideas that...

  • Senior Risk Manager, Interest Rate and Market Risk

    2 months ago

    London, Greater London, United Kingdom myGwork Full time

    This inclusive employer is a member of myGwork - the largest global platform for the LGBTQ+ business community. Opening date 08-May-2024 Closing date 07-Jun-2024 Job description Who is HSBC Innovation Banking? HSBC Innovation Banking is the power behind the UK's forward-thinkers, future-makers, and leap-takers, helping them ignite the bold ideas that...

  • Interest Rate Trade Support

    2 weeks ago

    London, Greater London, United Kingdom eFinancialCareers Full time

    Trade Queue: Monitoring and timely clearance of the trade queue. This covers all products. Middle Office Inboxes: Monitoring and timely resolution of queries sent from PMs Electronic Affirmation: Working with eclerx, directly onshore and with our counterparties to match trades in a timely manner for IRS, Bond and Credit trades on their various affirmation...

  • Senior Risk Manager, Interest Rate and Market Risk

    2 weeks ago

    London, Greater London, United Kingdom HSBC Full time

    Who is HSBC Innovation Banking? HSBC Innovation Banking is the power behind the UK's forward-thinkers, future-makers, and leap-takers, helping them ignite the bold ideas that reshape our world. We offer flexible banking solutions for start-ups, scale-ups, growth businesses, investors and those working towards IPO typically within the technology and life...

  • Senior Risk Manager, Interest Rate and Market Risk

    1 month ago

    London, Greater London, United Kingdom HSBC Full time

    Who is HSBC Innovation Banking? HSBC Innovation Banking is the power behind the UK's forward-thinkers, future-makers, and leap-takers, helping them ignite the bold ideas that reshape our world. We offer flexible banking solutions for start-ups, scale-ups, growth businesses, investors and those working towards IPO typically within the technology and life...

  • Senior Risk Manager, Interest Rate and Market Risk

    4 weeks ago

    London, Greater London, United Kingdom HSBC Full time

    Who is HSBC Innovation Banking? HSBC Innovation Banking is the power behind the UK's forward-thinkers, future-makers, and leap-takers, helping them ignite the bold ideas that reshape our world. We offer flexible banking solutions for start-ups, scale-ups, growth businesses, investors and those working towards IPO typically within the technology and life...

  • Funds Ratings

    2 weeks ago

    London, Greater London, United Kingdom Kroll Bond Rating Agency, Inc. Full time

    Position Title: Funds Ratings - Associate (London) Entity: Kroll Bond Rating Agency UK Limited Employment Type: Full-time Location: London, United Kingdom Summary/Overview: Kroll Bond Rating Agency Europe Limited (KBRA UK) is seeking an Associate to join our growing Funds Ratings team in the London office. The Funds team assigns and monitors...

  • Funds Ratings

    2 weeks ago

    London, Greater London, United Kingdom Kroll Bond Rating Agency, Inc. Full time

    Position Title: Funds Ratings - Senior Analyst (London) Entity: Kroll Bond Rating Agency UK Limited Employment Type: Full-time Location: London, United Kingdom Summary/Overview: KBRA Europe (Kroll Bond Rating Agency UK Limited) is seeking an Senior Analystto join our growing Funds Ratings team in the London office. The Funds team assigns and monitors...

  • Funds Ratings

    2 months ago

    London, Greater London, United Kingdom KBRA Full time

    Position Title: Funds Ratings - Associate (London) Entity: Kroll Bond Rating Agency UK Limited Employment Type: Full-timeLocation: London, United Kingdom Summary/Overview: Kroll Bond Rating Agency Europe Limited (KBRA UK) is seeking an Associate to join our growing Funds Ratings team in the London office. The Funds team assigns and monitors credit ratings on...

  • Funds Ratings

    5 days ago

    London, Greater London, United Kingdom KBRA Full time

    Position Title: Funds Ratings - Associate (London) Entity: Kroll Bond Rating Agency UK Limited Employment Type: Full-timeLocation: London, United Kingdom Summary/Overview: Kroll Bond Rating Agency Europe Limited (KBRA UK) is seeking an Associate to join our growing Funds Ratings team in the London office. The Funds team assigns and monitors credit ratings on...

  • Ratings Advisor

    2 weeks ago

    London, Greater London, United Kingdom Legal & General Investment Management Full time

    Reference VN25826Role Type PermanentLocation LondonSalary CompetitiveClosing Date 30 June 2023Your role at a glance Legal and General Capital have a new opportunity for a Ratings Advisor to join the team. In this role you will be responsible for facilitating asset and debt origination backing LGAS medium to long term Strategic Asset Allocation objectives and...

  • Hedge Fund Rates Sales

    2 weeks ago

    London, Greater London, United Kingdom Eton Clarke Full time

    Hedge Fund Rates Sales Eton Clarke London, United Kingdom Posted 3 days ago In-Office Job Permanent Market standard Eton Clarke is working closely with the Rates Sales team of a leading investment bank in London. We have been mandated to find an Hedge Fund Rates salesperson at the Vice President level of seniority. This role is a fantastic opportunity for...