| |
Partager cette information : 
See SELBY-JENNINGS-LONDON 25 Job offers
Front Office Quantitative Analyst–Inflation Quant-London-Circa £110,000–£120,000 plus bonus and benefits
My client is a Top Tier U.S. Investment Bank, with a great reputation for its phenomenal profits and strength in Quantitative Analytics is seeking an Inflation Quant to join their rapidly growing team.
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. The Group focuses of Flow Options (Interest Rates, Inflation and Bermudans).
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 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.
Role:
-Develop models and implement them in software for pricing and risk managing derivatives,
-Develop pricing and calibration tools,
-Benchmark and compare results of various techniques,
-Implement products using pricing engines and models,
-Explain model behavior and predictions to traders, identify major sources of risk in portfolios, carry out scenario analyses, provide guidance/debug analytics,
-Rapid prototyping of models and products.
The successful Quantitative Analyst will require the following skill set:
-You will have prior experience in fixed income derivatives and a primary focus on inflation 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 in Mathematics, Mathematical Finance, Physics or Engineering.
This is a great opportunity for a talented Quantitative Analyst with a strong numerate and programming background to join a very successful and exciting front office business desk. The bank itself is recognised as one of the leading banks of our day and you will be given every opportunity to fulfill your potential, 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
Apply by email.
Please do not modify the subject of the mail or your application will not be considered.
| |
