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
- 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.
- 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