Current jobs related to Fixed Income Quantitative Specialist - London, Greater London - Millar Associates
-
Quantitative Analyst
1 month ago
London, Greater London, United Kingdom Mondrian Alpha Full timeFixed Income Quantitative Analyst OpportunityMondrian Alpha, a leading global hedge fund, is seeking a highly skilled Fixed Income Quantitative Analyst to join its macro trading team in London or Dubai.The successful candidate will be responsible for risk management and quantitative research of fixed income portfolios, working closely with the CRO and the...
-
Quantitative Analyst
1 month ago
London, Greater London, United Kingdom Mondrian Alpha Full timeFixed Income Quantitative Analyst OpportunityMondrian Alpha, a leading global hedge fund, is seeking a highly skilled Fixed Income Quantitative Analyst to join its macro trading team in London or Dubai.The successful candidate will be responsible for risk management and quantitative research of fixed income portfolios, working closely with the CRO and the...
-
Quantitative Engineer
1 month ago
London, Greater London, United Kingdom Saragossa Full timeQuantitative Engineer - Fixed Income SpecialistAbout the Role:We are seeking a highly skilled Quantitative Engineer to join our innovative quant engineering team at Saragossa. As a key member of our team, you will be responsible for developing and maintaining cutting-edge tools for Researchers and Portfolio Managers in the Fixed Income space.Key...
-
Quantitative Engineer
1 month ago
London, Greater London, United Kingdom Saragossa Full timeQuantitative Engineer - Fixed Income SpecialistAbout the Role:We are seeking a highly skilled Quantitative Engineer to join our innovative quant engineering team at Saragossa. As a key member of our team, you will be responsible for developing and maintaining cutting-edge tools for Researchers and Portfolio Managers in the Fixed Income space.Key...
-
Fixed Income Quantitative Specialist
2 months ago
London, Greater London, United Kingdom Insight Investment Full timeAbout the RoleWe are seeking a highly skilled Quantitative Developer to join our Fixed Income Group in London. As a key member of our team, you will play a critical role in developing and maintaining quantitative applications that provide valuable insights to our portfolio managers and credit analysts.Key ResponsibilitiesDevelop and Deploy Quantitative...
-
Fixed Income Quantitative Specialist
2 months ago
London, Greater London, United Kingdom Insight Investment Full timeAbout the RoleWe are seeking a highly skilled Quantitative Developer to join our Fixed Income Group in London. As a key member of our team, you will play a critical role in developing and maintaining quantitative applications that provide valuable insights to our portfolio managers and credit analysts.Key ResponsibilitiesDevelop and Deploy Quantitative...
-
Quantitative Researcher
2 months ago
London, Greater London, United Kingdom Selby Jennings Full timeAbout Selby JenningsSelby Jennings is a leading global recruitment agency specializing in financial services.About the RoleWe are seeking a highly skilled Fixed Income Quantitative Researcher to join our team in London.Key ResponsibilitiesCollaborate with a highly successful fixed income portfolio manager to drive research and develop insights on financial...
-
Quantitative Researcher
2 months ago
London, Greater London, United Kingdom Selby Jennings Full timeAbout Selby JenningsSelby Jennings is a leading global recruitment agency specializing in financial services.About the RoleWe are seeking a highly skilled Fixed Income Quantitative Researcher to join our team in London.Key ResponsibilitiesCollaborate with a highly successful fixed income portfolio manager to drive research and develop insights on financial...
-
Quantitative Fixed Income Analyst
1 month ago
London, Greater London, United Kingdom Legal & General Full timeJob Title: Quantitative Fixed Income AnalystWe are seeking a highly skilled Quantitative Fixed Income Analyst to join our team at Legal & General. As a key member of our team, you will be responsible for developing and enhancing our data and model platform, as well as contributing to the development of quantitative fixed income models.Key...
-
Quantitative Fixed Income Analyst
1 month ago
London, Greater London, United Kingdom Legal & General Full timeJob Title: Quantitative Fixed Income AnalystWe are seeking a highly skilled Quantitative Fixed Income Analyst to join our team at Legal & General. As a key member of our team, you will be responsible for developing and enhancing our data and model platform, as well as contributing to the development of quantitative fixed income models.Key...
-
Quantitative Fixed Income Analyst
1 month ago
London, Greater London, United Kingdom Legal & General Full timeJob Title: Quantitative Fixed Income AnalystWe are seeking a highly skilled Quantitative Fixed Income Analyst to join our team at Legal & General. As a key member of our team, you will be responsible for developing and enhancing our data and model platform, as well as contributing to the development of quantitative fixed income models.Key...
-
Quantitative Fixed Income Analyst
2 months ago
London, Greater London, United Kingdom Legal & General Full timeFixed Income Quantitative AnalystWe are seeking a highly skilled Fixed Income Quantitative Analyst to join our successful team at Legal & General. This role will contribute to the development of systems infrastructure and quantitative fixed income models to support investment, risk, and attribution capabilities.Key Responsibilities:Develop and enhance the...
-
Quantitative Fixed Income Analyst
2 months ago
London, Greater London, United Kingdom Legal & General Full timeJob SummaryWe are seeking a highly skilled Quantitative Analyst to join our Fixed Income team at Legal & General. As a key member of our team, you will be responsible for developing and enhancing our data and model platform, as well as contributing to the development of quantitative fixed income models.Key ResponsibilitiesDevelop and maintain data and model...
-
Fixed Income Quantitative Researcher
1 month ago
London, Greater London, United Kingdom Selby Jennings Full timeAbout the RoleWe are seeking a highly skilled Fixed Income Quant Researcher to join our team at Selby Jennings in London.As a key member of our team, you will work closely with our successful Fixed Income PM to drive research and develop insights on financial models, time series analysis, and statistical tools to identify trading patterns in fixed income...
-
Fixed Income Quantitative Researcher
1 month ago
London, Greater London, United Kingdom Selby Jennings Full timeAbout the RoleWe are seeking a highly skilled Fixed Income Quant Researcher to join our team at Selby Jennings in London.As a key member of our team, you will work closely with our successful Fixed Income PM to drive research and develop insights on financial models, time series analysis, and statistical tools to identify trading patterns in fixed income...
-
Quantitative Fixed Income Analyst
2 weeks ago
London, Greater London, United Kingdom Legal & General Full timeJob Role: Fixed Income Quantitative AnalystWe are seeking a highly skilled Fixed Income Quantitative Analyst to join our successful team at Legal & General. As a key member of our team, you will contribute to the development of systems infrastructure and quantitative fixed income models to support investment, risk, and attribution capabilities.Key...
-
Quantitative Fixed Income Analyst
1 month ago
London, Greater London, United Kingdom Legal & General Full timeJob Title: Quantitative Fixed Income AnalystWe are seeking a highly skilled Quantitative Fixed Income Analyst to join our team at Legal & General. As a key member of our team, you will be responsible for developing and enhancing our data and model platform, as well as contributing to the development of quantitative fixed income models.Key...
-
Quantitative Strategist
2 weeks ago
London, Greater London, United Kingdom Goldman Sachs Full timeAbout Asset & Wealth ManagementWe are a leading global investment banking, securities and investment management firm, committed to helping our clients, shareholders and the communities we serve to grow. Our Asset & Wealth Management division brings together traditional and alternative investments, providing clients around the world with a dedicated...
-
Quantitative Fixed Income Analyst
2 weeks ago
London, Greater London, United Kingdom Legal & General Full timeJob OpportunityWe are seeking a highly skilled Quantitative Fixed Income Analyst to contribute to the development of systems infrastructure and quantitative fixed income models at Legal & General. This role will support the investment, risk, and attribution capabilities of the team.Key ResponsibilitiesDevelop and enhance the data and model platform and...
-
London, Greater London, United Kingdom Selby Jennings Full timeMid-Frequency Trading Quantitative Researcher - Fixed Income and MacroAt Selby Jennings, we're seeking a skilled Quantitative Researcher to join our team in Fixed Income and Macro strategies. This role offers a unique opportunity to develop and enhance mid-frequency models for fixed income and macro markets, working closely with a skilled team and...
Fixed Income Quantitative Specialist
2 months ago
Competitive Salary and Bonus Package
Leading Global Investment Bank
Yield curves, Xccy swaps, Skew, CDS, C# or C++
Millar Associates, a leading Investment Bank, seeks to hire a VP Quantitative Analyst to join its expanding Front Office Quant team in London. With a solid background as a Fixed Income Quantitative Specialist, you will provide modeling & pricing (e.g. Swaps, Curves, etc.), building tools & applications and developing the quantitative model library in C++ & C#. You will also assist Traders with Quantitative solutions and also provide quantitative solutions to the wider firm as per business needs.
KEY RESPONSIBILITIES:
- Contribute to the development of in-house quantitative solutions, with focus on pricing, risk, model calibration and market data.
- Assist in the extension of the pricing library to comply with the Model Risk frameworks.
- Improve tools used by traders.
- Analyze desk sensitivities (risks) and attribution of PnL, implementing changes in libraries and tools.
- Improve the internal market data model for certain data types, for example CDS spreads.
- Contribute to the effort to remove unused features from internal libraries and tools.
- Contribute to documentation and validation of model.
ESSENTIAL SKILLS, EXPERIENCE:
- 4 yrs+ in front office or model validation.
- Good understanding of IR derivatives (swap with multi-urve, swaptions with skew), vanilla derivatives in one other asset class.
- Strong quantitative development skills in C# or C++.
- Contributed to production code used for valuation or risk engine for PnL & sensitivities.
- IR curve bootstrapping expertise: e.g. choice of interpolation, choice of instruments, curve hierarchy, etc.
- Good understanding of risk profiles of Xccy swaps, vanilla options.
- Experience in changing valuation Monte Carlo, PDE, tree or numerical integration.
- PhD or Masters in a Scientific Discipline.
- (Hybrid working - 3 days in Office)
