Senior Fixed Income Specialist
7 days ago
This is a unique chance to join a leading asset management firm and contribute to the development of a market-leading system for fixed-income asset management.
The successful candidate will be part of a rapidly growing business, working closely with technical portfolio managers in a market-focused quant group.
Salary: £260K + benefits
Responsibilities:
- Contribute to enhancing the core Rates Quant analytics library (written in C++) and front office tools.
- Provide ongoing support to clients and maintenance of existing BAU processes.
- Assist in leveraging the analytics and front-end to build-out of a market-leading system for fixed-income asset management.
- Deliver tools & analytics to price and risk linear & non-linear rates products using LMM, SABR, Cheyette, Vanilla models.
We are a top-tier global investment bank, with offices in London, Hong Kong, and New York. Our quant team develops and enhances the core Rates Quant analytics library and provides front-office tools for traders/PMs.
Our platform is considered an industry leader in trading analytics, risk analysis, and operational robustness, delivering pricing, scenario, risk, and P&L for our portfolios and the ability to structure and overlay new positions.
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