Quantitative Analyst - Fixed Income Quantitative Analyst - Fixed Income …

Huxley Banking & Financial Services
in London, England, United Kingdom
Contract, Full time
Last application, 16 Aug 19
GBP750 - GBP900 per day + Rolling
Huxley Banking & Financial Services
in London, England, United Kingdom
Contract, Full time
Last application, 16 Aug 19
GBP750 - GBP900 per day + Rolling
Experienced Quantitative analyst required to Join reputable Front Office Quantitative Research team. Knowledge of Interest Rate Pricing models and deep understanding of Fixed Income . Proven experience of building and validating Interest rate models. Familiar with the full lifecycle of model development.

I am looking for a Senior Quantitative Analyst/Developer for one of our Top Tier Banking clients based in the City of London.

This is a fantastic opportunity for the right candidate to join a rapidly growing front office Quant team and to have the opportunity to leave their footprint on future business models used on a global scale.

To be successful in this role you will need a wealth of experience within; Front office Quantitative research teams, expert knowledge of Interest rate products prodominantly vanilla products. As well as this you will need a deep understanding of the full model development lifecycle circulating around interest rate pricing.

Summary of requirements

  • Front to back knowledge of IR (Interest rates, Vanilla products, CMS, Callable products, Bonds, Swaps, Inflation)
  • Stochastic Calculus
  • Proven experience building and validating fixed income models

If you would like to find out more about this challenging but exciting project, then please don't hesitate to apply!

To find out more about Huxley, please visit www.huxley.com

Huxley, a trading division of SThree Partnership LLP is acting as an Employment Business in relation to this vacancy | Registered office | 1st Floor, 75 King William Street, London, EC4N 7BE, United Kingdom | Partnership Number | OC387148 England and Wales

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