Front Office Quantitative Analyst – C+ And Rates

·
Full time
Location: City of London
· ·
Category:
Financial Services Firm is hiring for a

Quantitative Analyst

with strong Front Office and Rates experience. You will ideally have hands-on experience of implementing Rate models that go into production for use by a Front Office trading desk for investment decisions, P&L and risk calculation. Rates experience, C++ and SABR / curve construction experience is required for this role. This is a permanent role based in the City. Salary range is between £90K - £130K + Bonus and Benefits, depending on skills and experience.

Experience includes: Strong Rates Quant expertise Experienced in C++ and some Python Strong Model Validation and FO background Curve building and calibration, SABR, volatility modelling Previous FO Strat / Quant Analyst experience

You will ideally hold a relevant degree in a numerate subject such as Mathematics, Financial Mathematics, Physics, Engineering with at least 4-9 years experience as a C++ and Rates Quantitative Analyst. Strong mathematical skills required for this role.

Please apply for immediate interview!

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