Fixed Income Product Manager

4 days ago


London, Greater London, United Kingdom Top-Tier Global Investment Bank Full time
About the Role
This is an exciting opportunity to join a top-tier global investment bank as a Fundamental Analyst. As a key member of the Quant team, you will contribute to enhancing the core Rates Quant analytics library (written in C++) and front office tools. You will work closely with technical portfolio managers in a market-focused quant group, developing and enhancing complex quantitative models and algorithms to support the firm's trading and investment activities. You will be expected to deliver high-quality solutions that meet the needs of both the front office and the back office, demonstrating a deep understanding of fixed income / rates products and a strong ability to communicate complex technical concepts to both technical and non-technical stakeholders.

Your Key Responsibilities
* Contribute to enhancing the core Rates Quant analytics library (written in C++) and front office tools
* Develop and maintain complex quantitative models and algorithms to support the firm's trading and investment activities
* Work closely with technical portfolio managers in a market-focused quant group to deliver high-quality solutions that meet the needs of both the front office and the back office
* Communicate complex technical concepts to both technical and non-technical stakeholders

Your Requirements
To be successful in this role, you will need:
  • 5-12 yrs+ professional experience as a Quantitative Analyst in Rates, with a solid track record of delivery.
  • Knowledge of Linear and non-linear rates products, ranging from swaps, bonds to listed and OTC products,
  • Spread Options, Curve building (how to build, how basis is applied, etc.), Bermudans, Callables, FVAs, etc.
  • Deep knowledge of and passion for derivative analytics & markets, PDEs, stochastics
  • Confident working with C++ & Python, SQL
  • Strong ability to communicate with Portfolio Managers & the Front Office


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