Job:
Quant Analyst - Interest Rates and FX
Location:
London, UK
Hybrid working: 3 days on-site
Full Time
Overview:
The Market Engineering (ME) team supports the trading, sales and risk departments across all asset classes in London, New York, Hong Kong, and Singapore. ME is charged with the development of models, pricing tools and system integration of all exotic models used in the firm, on all asset classes. Their models and tools support the trading and risk functions of several different desks via in-house developed applications run on traders' desktops, compute grids and external cloud compute fabrics.
Main Purpose:
* To engineer the improvement, extension and testing of the models and pricing & risks engines.
Key Responsibilities:
* Providing quantitative support to all the users of the internal pricing library.
* Engineer new models and improve the existing ones
* Develop new products and payoffs
* Improve the client tools in particular rationalize Excel spreadsheets and be involved in next generation of tools
Key Requirements:
* 2y experience in a similar quant role.
* Experience around quantitative challenges around structured products (preferably IR and FX asset classes).
* Advanced development skills (C++ or C#) from implementation and support of official models used for books and records.
* Familiarity with trading desk support and supporting business requests.
WHO WE ARE
Quanteam Group is a Consulting firm specialized in the Capital Markets industry, in Paris, London, Krakow, Brussels, New York and North Africa.
Since 2007, our 800 consultants provide major clients (Corporate & Investment Banks, Asset Managers, Hedge Funds, Brokers and Insurance Companies) with expertise in several projects such as Financial Engineering, Quantitative Research, Regulatory Implementation, IT Transformation & Innovation.
The firm mainly takes part in:
* Business consulting: Quantitative research, Risk management (e.g. Market risk, credit risk, counterparty risk), Banking regulations (e.g. Basel III, Solvency II, FATCA, EMIR, MiFID), Pricing & Valuation, Organizational Transformation & Process Improvement.
* IT & Information systems consulting: Business Analysis, Project Management, Change management, Front Office Support (functional and technical), Development (e.g C++, Python, C#, Java, VBA), Financial Software (e.g. Sophis, Murex, Summit, Calypso), IT Transformation & Innovation.
As part of Quanteam Group, Quanteam UK & PL has today more than 80 consultants, working for major Capital Markets institutions in London and Krakow.