Front Office Rates Inflation Quant (VP), London Front Office Rates Inflation Quant (VP), London …

Millar Associates
in London, United Kingdom
Permanent, Full time
Last application, 10 Oct 21
To £225K Total, London
Millar Associates
in London, United Kingdom
Permanent, Full time
Last application, 10 Oct 21
To £225K Total, London
Posted by:
Craig Millar • Recruiter
Posted by:
Craig Millar
Recruiter
Our client, a leading Investment Bank, with operations in all the most dynamic markets and a good reputation for state of the art technology, now seeks to hire an experienced Quant Analyst to cover Flow Inflation products including curve building for inflation swaps products, IBOR. Based in the vibrant City of London, this is an excellent opportunity to work with highly talented quants and traders.

Inflation Swaps, CPI/FPI, Inflation Flow Products, Curve Building for Inflation, good C++, etc.

KEY RESPONSIBILITIES:

  • Work with traders, structurers and modelers to execute product development plans
  • Develop and maintain models for the pricing and risk management of rates products
  • Curve building for Inflation, bootstrapping and testing
  • Improve and maintain existing analytics
  • Research alternative models / techniques and assess models published in industry or academic literature
  • Provide day-to-day support to the business

ESSENTIAL SKILLS & EXPERIENCE:

  • 5 years of experience in developing/validating inflation pricing/risk in an international bank
  • Excellent knowledge of numerical methods, stochastic calculus, and probability theory
  • C++ programming
  • Knowledge of financial market products, inflation swaps, market conventions, etc.
  • Excellent oral & written skills in English
  • PhD or Masters in a quantitative discipline
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