Vacancy detail

Rates Quantitative Analyst

£80,000 – £150,000

Location: United Kingdom (London – London) Type: Permanent

Rates Quant Analyst

London based

Responsibilities:

  • Develop analytics libraries used for pricing and risk-management
  • Create, implement, and support quantitative models for the trading business leveraging a wide variety of mathematical and computer science methods and tools including hardware acceleration, advanced calculus, C++ including STL, C#, .NET, Java, object oriented software design, Python, kdb, Structured Query Language (SQL), mathematical finance/ programming and statistics and probability
  • Develop pricing models using numerical techniques for valuation including Monte Carlo Methods and partial differential equation solvers
  • Collaborate closely with Traders, Structurers, and technology professionals.
  • Work in close partnership with control functions such as Legal, Compliance, Market and Credit Risk, Audit, Finance in order to ensure appropriate governance and control infrastructure
  • Build a culture of responsible finance, good governance and supervision, expense discipline and ethics


Qualifications:

  • 6-10 years of experience in a comparable quantitative modeling or analytics role, ideally in the financial sector
  • Must have technical/programming skills; Python, C++ .Net, SQL and C#; Statistics and Probability based calculations; Using probability theory to evaluate the risks of complex financial instruments, solve analytical equations and design numerical schemes to analyze complex contracts; and Software design and principles
  • Must also possess any level of product knowledge, Investments and Quantitative Methods
  • Consistently demonstrates clear and concise written and verbal communication skills


Education:

  • Bachelor's/University degree, Master's degree preferred

Reference: AMC/RLA/RDQ

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