LIBOR Quant Analyst - Front Office Rates L

ITS City Ltd
London, UK
Closing date
3 Oct 2020

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We are seeking an experienced quant analyst to join a quant team at an investment bank. You will be researching, developing and implementing the next generation of models that will replace IBOR. This a very large, challenging undertaking that will require all of your proven quant skills.

Future proof your career by working in a bank that is ahead of the curve in this initiative.

You must have:
  • Post-graduate education (PhD, MSc, DEA, M2) in a highly quantitative subject is required.
  • Strong product knowledge on rates, products (linear, flow, vanilla and options, exotics), knowledge of other asset classes is a plus (ie Inflation, FX, or Credit)
  • Strong analytical and numerical skills, including practical knowledge of stochastic calculus, PDEs and Monte Carlo
  • Strong practical experience in C++ and appreciation of the architecture of quant libraries.

Contact me immediately with you CV for consideration, or if you have any questions;

0203 176 6647
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