Front Office Quant, eRates/Swaps Trading (VP / Dir) Copenhagen
- €€€ Excellent Package, Good Benefits, Great Work/Life Balance
- Copenhagen, Hovedstaden, Denmark
- Permanent, Full time
- Millar Associates
- 18 Feb 18 2018-02-18
The Front Office Quant Research Team at this top-tier bank, have asked us to identify a highly talented eRates Quant, to develop Interest Rate models for eTrading & eMarket Making for their beautiful Copenhagen HQ. You'll need a good knowldge of Liner Interest Rate products & maths (in particular Euro Swaps) together with C++ or C#, and familiarity with Python.
- Develop & implement Interest Rate curve models for eTrading
- Support traders across eRates Trading
- Sit with eRates traders, understand their problems and provide solutions
- Implement models into the common C++ Library, FO booking system
- Ensure compliance with regulatory & compliance requirements
KEY SKILLS AND EXPERIENCE:
- 3 to 6 years' experience with interest rate linear instruments modeling (Swaps, Listed Rates Derivatives, Caps/Floors, XCCY swaps, Bonds, etc.)
- Experience of Algo trInterested in and willing to move to Copenhagen!ading
- Programming in C++ or C#, familiarity with Python, etc.
- Comfortable with large scale libraries
- Prior experience in Front Office Quant Research is mandatory preferably gained in a global banking group
- Hands on model implementation experience in C++
- Interested in and willing to move to Copenhagen!