Rates Hybrid Quantitative Analyst – Assoc/VP

  • Competitive Market Rates
  • London, England, United Kingdom
  • Permanent, Full time
  • Anson McCade
  • 20 Sep 16

I am keen to hear from any senior associate or VP within Rates, FX or Hybrids for an associate and VP opportunity with a top-tier American Investment Bank here in London.

Rates Hybrid Quantitative Analyst – Assoc/VP
London


I am keen to hear from any senior associate or VP within Rates, FX or Hybrids for an associate and VP opportunity with a top-tier American Investment Bank here in London.

My client, the top player in the rates business is aggressively expanding their Hybrids team and the latest hire will share in a balanced mixture of responsibilities, including model research and development, pricing and risk investigation, product-specific analysis, software development and discussions with the trading desk.

The candidate must have a masters or PhD in a quantitative subject from a top-tier university (Oxbridge, Imperial, DEA or Ivy League) along with at least a year’s front office experience.

Essential requirements:

• Strong programming skills and experience. Preferred programming languages: C++ & Python.
• Strong quantitative analytic, modelling, pricing and risk management skills and experience.
• Very good understanding of (all areas of) Rates and flow Credit businesses and markets; experience and skills to solve complex business problems in these areas.
• Typically Masters or Ph. D. in Math, Physics or Computer Science from Ivy League level schools.
• Ability to operate as a team player and to communicate effectively across multiple teams and functions.


For more information, contact Cameron Marett at Cameron.Marett@AnsonMcCade.com