Quantitative Analyst

4 weeks ago


London, United Kingdom The JM Longbridge Group Full time

Financial Services Firm is hiring for a Quantitative Analyst with strong Linear Rates experience, C++ and SABR / curve construction experience. This is a permanent role based in the City. Salary range is between £90K - £120K + Bonus and Benefits, depending on skills and experience.

  • Strong Linear Rates expertise
  • Experienced in C++
  • Strong Model Validation background
  • Curve building and calibration, SABR, volatility modelling.
  • Previous FO Strat / Quant Analyst experience

You will ideally hold a PhD or Masters degree in a numerate subject such as Mathematics, Financial Mathematics, Physics, Engineering with at least 5-8 years experience as a C++ and Rates Quantitative Analyst. Strong mathematical skills required for this role.

Please apply for immediate interview



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