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Quantitative Analyst, Rates & Exotics., London
- UK - City of London - London
- Highly Competitive
- Full-Time Permanent
- Financial Services - Research
- 06-09-08
Job Description
My client, a top EU investment bank seeks an experienced Quant to join an expanding front office model development team. Contributing to further extensions of the exotic interest rate pricing and risk management library. You will be working as part of a small team, reporting to the Head of Exotic Interest Rate Quants, within the Fixed Income Currencies and Commodities business.
Key Responsibilities:
The successful candidate will be;
· Identifying, researching, developing prototype and maintenance of new and existing interest rate pricing models with the rest of the team.
· Prototype and validate pricing and risk measurement methodologies.
· Review and improve valuation methods for existing products.
· Investigate and resolve modelling queries, arising from the use of the Pricing and Risk Management systems.
· Participate in the implementation of enhanced methodologies within the Pricing and Risk Management systems.
· Provide support to the business/traders in London.
Required Skills and Experience:
· Excellent mathematical background.
· Educated to PHD or Masters level (or equivalent) in a numerical discipline ie: Economics/Mathematical or similar discipline.
· Theoretical knowledge of advanced interest rate pricing models will be expected.
· Experience of quantitative modelling.
· Pricing model development in C or C++ and numerical implementation will be highly valued.
· Excellent communication skills.
· Strong team player skills and team ethic.
· Ability to work under pressure.
Please apply to jobs@selbyjennings.com with CV in word format
www.selbyjennings.com
Key Responsibilities:
The successful candidate will be;
· Identifying, researching, developing prototype and maintenance of new and existing interest rate pricing models with the rest of the team.
· Prototype and validate pricing and risk measurement methodologies.
· Review and improve valuation methods for existing products.
· Investigate and resolve modelling queries, arising from the use of the Pricing and Risk Management systems.
· Participate in the implementation of enhanced methodologies within the Pricing and Risk Management systems.
· Provide support to the business/traders in London.
Required Skills and Experience:
· Excellent mathematical background.
· Educated to PHD or Masters level (or equivalent) in a numerical discipline ie: Economics/Mathematical or similar discipline.
· Theoretical knowledge of advanced interest rate pricing models will be expected.
· Experience of quantitative modelling.
· Pricing model development in C or C++ and numerical implementation will be highly valued.
· Excellent communication skills.
· Strong team player skills and team ethic.
· Ability to work under pressure.
Please apply to jobs@selbyjennings.com with CV in word format
www.selbyjennings.com
- The Team
- ere456t45ru7yio8
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