Fixed Income Quantitative Analyst - AVP/VP
- Competitive compensation package
- London, England, United Kingdom
- Permanent, Full time
- GQR Global Markets
- 13 Mar 19
Leading buy side firm is seeking to add an experienced quantitative analyst to join their Fixed Income derivatives desk
A leading buy side institution in London is seeking to add an experienced quantitative analyst to join their Fixed Income derivatives desk.The focus is primarily on exotic products with some flow modeling projects, supporting the business to a large degree alongside other quants/strategists.
This is a practical position so requires a hand's on derivatives strat who can work in C++ /Python and be close with the trading desk. The company has a number of exciting projects to roll out in the coming quarters so this is very much a growth hire.
AVP/VP level (minimum 3 years' experience) ideally with Fixed Income but will consider IR/FX exotic backgrounds also.
- PhD/MSc in a quantitative discipline: Physics, Mathematics, Engineering etc.
- Strong computational C /Python
- Excellent communication skills to liaise with traders & structuring divisions
- Knowledge of Fixed Income markets preferred
- Experience with exotic products essential
- Experience with swaps products - variance, dispersion etc. advantageous
- Emerging markets and inflation experiencce advantageous