Role: Quantitative Analyst
Client
: Leading Investment Bank
Business Area:
Interest Rates & Fixed Income
Contract Role :
DOE
Location:
London, full time.
We are currently partnering with a leading investment bank in their search for a Quantitative Analyst. This role requires a Quantitative Analyst
to develop and apply mathematical models, data-driven strategies, and analytical tools to support trading, risk management, and investment decisions.
Skills
* 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
* 2-7 years experience in a similar quant role.
* Experience around quantitative challenges around structured products (preferably IR and FX asset classes).
* Advanced development skills (C# or Python) from implementation and support of official models used for books and records.
* Familiarity with trading desk support and supporting business requests.