Quant Analyst - Complex Quantitative Modelling, Interest Rates, Model Validation, Exotics

  • £80,000 - £120,000
  • London, England, United Kingdom
  • Permanent, Full time
  • Cornwallis Elt
  • 19 Feb 18 2018-02-19

A leading Investment Bank are looking for a Quant Analyst to work in the Rates Valuations Models team in London, covering valuation models used for linear/nonlinear rates, inflation and hybrid derivatives.

Quant Analyst – Complex Quantitative Modelling, Interest Rates, Model Validation, Exotics

A leading Investment Bank are looking for a Quant Analyst to work in the Rates Valuations Models team in London, covering valuation models used for linear/nonlinear rates, inflation and hybrid derivatives.  This position has become available due to the growth and increased demand within the bank as they look to build on their exotics business. This will involve highly complex models and as such represents an excellent opportunity to develop your Quant skills in a greenfield area for the bank.

Key responsibilities will be to validate models to detect and quantify risks including identifying mathematically flawed models, quantify errors, and propose alternative solutions. In addition, you will need to have direct contact with front office quants and traders and be able to advise where models may be used to better effect.

The team is very research focussed and requires an analytical mindset with a strong independent, autonomous mindset. Typical stakeholders include front office quants, traders, market risk teams and finance departments.

Required Skills

  • Previous experience in a similar role in an investment bank, such as model validation or front office roles
  • Knowledge of Interest Rates Derivatives (Exotics would be strongly preferred)
  • Masters’ degree in a quantitative discipline (mathematics/physics) is a prerequisite. A PhD from a top tier institution is strongly preferred
  • Knowledge of financial markets/products
  • Familiarity with C++ and Visual Basic
 


 




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