VP, Front Office Quant Analyst - Rates
An excellent opportunity has arisen for a front office quant who can code in C++ to join the team on the rates desk.
Working as part of a dynamic team the incumbent of the role will be supporting the trading desk providing quant support with the development of models and analysis relating to rates.
Some of the responsibilities within this role will include but are not limited to:
- The ability to articulate complex quantitative concepts to Front Office and Risk Management functions.
- Continuous development and implementation of existing pricing models.
- Research, development and implementation of mathematical models and analytical tools to support to the Rates Trading business.
- Ability to capture new requirements from the trading desk and manage delivery of solutions through quant libraries.
- Carry out special projects related to pricing models, trades, and risk management.
- Assistance with the pricing of new products and feasibility of modelling approaches.
It is essential that you have previous rates experience and have a strong academic background PhD / MSc in a mathematical / scientific related subject. In return they are offering a starting salary of £125,000 plus excellent bonus potential