Rates Desk Strat (VP), London Rates Desk Strat (VP), London …

Millar Associates
in London, United Kingdom
Permanent, Full time
Be the first to apply
Up to £230K total comp + benefits
Millar Associates
in London, United Kingdom
Permanent, Full time
Be the first to apply
Up to £230K total comp + benefits
Posted by:
Craig Millar • Recruiter
Posted by:
Craig Millar
Recruiter
The global Quant team at this leading Investment Bank develops models to price & hedge, flow & derivatives products working directly with their fixed income traders. They now seek a dynamic front office Desk Strat to develop robust, user-friendly front office analytics and support traders with their valuation & hedging questions. This is a tremendous opportunity to apply your excellent front office experience also make a significant contribution to the bank’s new global trading & analytics library project. (For the right individual, this role could lead to a trading role.)

Vanilla, IRD & Xccy Swaps, Inflation, Python, Excel

KEY RESPONSIBILITIES:

  • Develop robust, user-friendly front office analytics for pricing, hedging, risk management and P&L attribution for both intraday and end of day
  • Ensures the theoretical soundness, the numerical accuracy, and the implementation of models/analytics
  • Support traders across Rates Trading with their valuation & hedging questions
  • Expertise across: interest rate curves for rates, inflation & bond products pricing models
  • Provide Quant support to Rates business across trading & sales, risk management, IT, etc.

KEY SKILLS:

  • 3-7 yrs+ experience in interest rate derivative products, valuation models, and experience as a desk Quant Strat a distinct advantage.
  • Strong programming skills in Python. 
  • Strong experience with Excel Spreadsheet development and maintenance
  • Other languages such as C++, Java, C# and AAD methods a plus.
  • Great communication skills and proven ability to work well in a fast-paced, front office environment
    Masters or PhD in Maths, Financial Engineering, Physics, Comp Sci, or other quantitative discipline
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