Rates Quantitative Analyst Rates Quantitative Analyst …

Anson McCade
in London, United Kingdom
Permanent, Full time
Last application, 23 Apr 21
GBP80000 - GBP150000 per annum
Anson McCade
in London, United Kingdom
Permanent, Full time
Last application, 23 Apr 21
GBP80000 - GBP150000 per annum
Our client is a top tier Investment Bank that is looking to expand their Rates Quant team. This role is primarily focussed on Rates Exotics Modelling and Equity Hybrids

Rates Quant Analyst

London based

Responsibilities:

  • Develop analytics libraries used for pricing and risk-management
  • Create, implement, and support quantitative models for the trading business leveraging a wide variety of mathematical and computer science methods and tools including hardware acceleration, advanced calculus, C++ including STL, C#, .NET, Java, object oriented software design, Python, kdb, Structured Query Language (SQL), mathematical finance/ programming and statistics and probability
  • Develop pricing models using numerical techniques for valuation including Monte Carlo Methods and partial differential equation solvers
  • Collaborate closely with Traders, Structurers, and technology professionals.
  • Work in close partnership with control functions such as Legal, Compliance, Market and Credit Risk, Audit, Finance in order to ensure appropriate governance and control infrastructure
  • Build a culture of responsible finance, good governance and supervision, expense discipline and ethics


Qualifications:

  • 6-10 years of experience in a comparable quantitative modeling or analytics role, ideally in the financial sector
  • Must have technical/programming skills; Python, C++ .Net, SQL and C#; Statistics and Probability based calculations; Using probability theory to evaluate the risks of complex financial instruments, solve analytical equations and design numerical schemes to analyze complex contracts; and Software design and principles
  • Must also possess any level of product knowledge, Investments and Quantitative Methods
  • Consistently demonstrates clear and concise written and verbal communication skills


Education:

  • Bachelor's/University degree, Master's degree preferred
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