This is a mid level model development position aligned with the Interest Rate Exotics Trading business.
The candidate will develop models, implement products, and support the trading desk + structurers.

My client is a leading US Investment Bank, with a great reputation for its phenomenal profits and strength in Quantitative Analyst.
Due to continued success and growth of the Interest Rates Business, we have an opportunity for an intelligent Quantitative Analyst to join the team in London.
As a Quantitative Analyst, you will leverage off your background in mathematics/finance and develop models and implement them in software for pricing and risk managing derivatives.
You will use your passion for maths to quickly pick up a number of in house proprietary technologies and your strong numerate background to become well versed in many financial derivatives and products.
You will be expected to explain model behaviour and predictions to traders, identify major sources of risk in portfolios, carry out scenario analyses, provide guidance/debug analytics.

The successful Quantitative Analyst will require the following skill set:
-2-4 years quantitative modelling and/or derivatives trading desk support experience in Credit, Rates, Equity, FX, etc,
-Deep understanding of options pricing theory (i.e. quantitative models for pricing and hedging derivatives),
-Excellence in probability theory, stochastic processes, partial differential equations, and numerical analysis,
-Very strong analytical and problem solving abilities,
-C/C++ coding with emphasis on numerical methods,
-Good communication skills,
-PhD or equivalent degree from top tier schools/programs in Math, Math Finance, Physics, or Engineering.

This is a great opportunity for a talented Quantitative Analyst with a strong numerate and wide programming background to join a very successful and exciting front office business desk.
The bank itself is recognized as one of the leading banks of our day and you will be given every opportunity to fulfill your potentially, both technically and professional.
As a Quantitative Analyst on a front office desk, compensation, bonus and benefits will all be extremely competitive.
Further, the exposure to the rates business will enable you to establish yourself as a business expert.

To apply please contact by mail or call 00 44 207 019 4137

Key Skills:  quantitative analyst, quantitative programmer, front office, interest rates, fixed income, rates, derivatives