Quantitative Analyst - Financial Services Quantitative Analyst - Financial Services …

Twenty Recruitment Group
in London, United Kingdom
Contract, Full time
Last application, 04 Dec 20
110000
Twenty Recruitment Group
in London, United Kingdom
Contract, Full time
Last application, 04 Dec 20
110000
Posted by:
James Morgan • Recruiter
Posted by:
James Morgan
Recruiter
I have multiple quantitative analyst roles for a leading investment bank. The firm has multiple projects covering a range of quantitative analysis skills.

Multiple Roles with a focus on C++, Python, VBA, Excel Macros. 

To be able to understand how flow product pricing works (eg. how to price a swap / a swaption) and to be knowledgeable in Excel. Depending on traders’ specific needs, this person might also have to enhance the spreadsheets. Also able to understand as well the implications from a security point of view (eg. having one spreadsheet used by two entities means some access restriction needs to be put in place regarding market data / trades loading).

Knowledgeable about quantitative modelling, have a good understanding of IR volatility.

Knowledgeable of basic products (eg. swaps, swaptions / knowing more complex products like rates exotics is a plus), and how basic risks are computed. A good understanding of curve construction would be useful. 

Twenty Recruitment Group logo
More Jobs Like This
See more jobs
Close
Loading...
Loading...