Quantitative Analyst Position
2 days ago
About the Role:
We are seeking a highly skilled Quantitative Analyst with expertise in Rates and Front Office experience to join our team. The ideal candidate will have hands-on experience implementing Rate models that go into production for use by a Front Office trading desk for investment decisions, P&L, and risk calculation.
Responsibilities:
- Implement and maintain Rate models for Front Office use
- Collaborate with traders and quants to design and implement trading strategies
- Develop and validate complex mathematical models for Rates and other asset classes
- Conduct curve building and calibration, volatility modeling, and SABR experience
- Work closely with cross-functional teams to ensure accurate and efficient risk management
Requirements:
- Bachelor's degree in a numerate subject such as Mathematics, Financial Mathematics, Physics, or Engineering
- At least 4-9 years of experience as a C++ and Rates Quantitative Analyst
- Strong knowledge of C++, Python, and mathematical skills required
- Excellent communication and problem-solving skills
What We Offer:
● Salary range: £90K - £130K per annum, depending on skills and experience
● Bonus and benefits package available
● Opportunity to work with a leading financial services firm
● Collaborative and dynamic work environment
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