×

Job Details

Quantitative Analyst

Warwickshire Rugby United Kingdom, CV211 Permanent

Posted: 13 hours ago

Description:

A London-based global Investment Bank is looking to add a strong quant to their Exotic Rates modelling team. This group is renowned for their complex mathematical modelling, and their collaborative academic environment.

Working closely with both trading and technology teams, the individual will get the chance to work on build-outs from scratch, and will have lots of opportunity for taking the lead on projects and mentoring more junior members of the team.

Responsibilities include:

  • Designing and Implementing complex pricing models in C++
  • Data Analysis in Python
  • Working Closely with trading and the wider business in order to improve desk PnL
  • Day-to-day monitoring of systems and continuous improvement

You will need:

  • MSc/PhD in STEM subject, Mathematics or Physics preferable
  • Strong C++ Skills
  • Fixed Income modelling and Options Pricing Experience
  • Good Communication Skills

Job Details

1405112226
Full Time
Rugby, Warwickshire, United Kingdom
Permanent