Financial Engineer, Interest Rate Derivatives Modeller

3 weeks ago


London, Greater London, United Kingdom Tempest Vane Partners Full time

**Job Summary**

We are seeking a skilled Quantitative Analyst with Rates Options expertise to contribute to the development and enhancement of our in-house pricing and risk models.

The role involves collaborating with our cross-functional team to drive the product roadmap forward and designing/implementing new C++ & Python based tools and services.

The estimated salary for this position is approximately £80,000 per annum, plus attractive commission scheme and annual discretionary bonus.

Responsibilities

  • Develop and enhance proprietary pricing and risk models, focusing on Non-Linear Rates products.
  • Collaborate with our team to drive the product roadmap forward.
  • Design and implement new C++ & Python based tools and services tailored to our clients' needs.

Qualifications

  • Experience working as a quantitative analyst in a trading environment.
  • Strong development skills in C++.
  • SABR Volatility model expertise.
  • Interest Rate Derivatives experience, specifically Options, with a preference for exotic options.
  • Bachelor's or Master's degree in a quantitative field, such as mathematics or computer science.

Benefits Package

  • Competitive compensation package, including a performance-related bonus and annual discretionary award.
  • The opportunity to work with a talented team of professionals.
  • Professional growth and development opportunities.


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