Quantitative Analyst

5 days ago


London, Greater London, United Kingdom Barclay Simpson Full time
Job Description

Company: Barclay Simpson

Job Title: Quantitative Analyst - Interest Rates Specialist

Job Type: Full-time

Location: London

Job Category: Finance & Banking

Job Description:

We are seeking a highly skilled Quantitative Analyst to join our team at Barclay Simpson. As a Quantitative Analyst, you will be responsible for integrating and enhancing interest rates, credit, pricing, and risk models.

Key Responsibilities:

  • Model Integration: Integrate and enhance interest rates, credit, pricing, and risk models to support business decisions.
  • Collaboration: Collaborate proactively with stakeholders across various business functions (Risk, Finance, Trading, etc.) to develop required pricing/structuring models.
  • Model Development: Design, develop, test, and document model integration workflows to the bank's standards.
  • Technical Solutions: Develop technical solutions using C++ and carry out interest rate curve building.
  • Code Quality: Contribute to improving the quality of code and testing environment.

Requirements:

  • Background: Proven background as a Quantitative analyst, with Interest Rate Curve modelling and C++ experience, this is essential.
  • Education: Degree/Masters qualified, ideally in mathematical finance, mathematics or computer science.
  • Technical Skills: Exceptional understanding of C++ with a history of working within a top-tier bank or hedge fund service.
  • Industry Knowledge: Knowledge of standard pricing models used in the investment banking industry, with an understanding of interest rates and FX.
  • Communication Skills: Strong written and verbal communication skills with confidence in liaising with senior traders.


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