Vacancy detail

Interest Rates Quantitative Analyst – Assoc/VP

Location: United Kingdom (London, City of) Type: Permanent

Interest Rates Quantitative Analyst – Assoc/VP

London

 

 

My client, a top-tier American IB, seek a stand out quantitative analyst with 2-6 years experience in front office interest rates, to join their industry leading IR team in London.

 

One of the few banks to be actively pushing their exotic rates products, the successful candidate will come from either structured or flow products and have a MSc or PhD in a quantitative subject from a top-tier university (Oxbridge, Imperial, DEA or Ivy League) along with strong programming experience, preferably C++ or Python.

 

Essential requirements:

 

  • Strong programming skills and experience. Preferred programming languages: C++ & Python.
  • Strong quantitative analytic, modelling, pricing and risk management skills and experience.
  • Very good understanding of (all areas of) Rates and flow Credit businesses and markets; experience and skills to solve complex business problems in these areas.
  • Typically Masters or Ph. D. in Math, Physics or Computer Science from Ivy League level schools.
  • Ability to operate as a team player and to communicate effectively across multiple teams and functions.

 

 

For more information, contact Cameron Marett at Cameron.Marett@AnsonMcCade.com

Reference: AMC/CMA/AMO4. To apply for this vacancy: email Cameron Marett

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