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Quantitative Analyst C++ Excel - IR

Job Title: Quantitative Analyst C++ Excel - IR
Contract Type: Permanent
Location: London
Industry:
Salary: £85000 - £100000 per annum + bonus + benefits
REF: BB/10687/A/KS/060917_1504695450
Contact Name: Data Team
Contact Email: data@client-server.com
Job Published: about 1 month ago

Job Description

Quantitative Analyst / Quant Developer (C++ Excel Interest Rate Derivatives). Investment Management company with over $20 billion in client assets across the globe is seeking a highly skilled Quantitative Analyst with experience of building pricing strategies for Interest Rate Derivatives.

As a Quantitative Analyst you will develop and enhance the core Rates Quant analytics library (written in C++) as well as Front Office tools to help traders to risk manage positions as well as identify, price and back test potential new trading strategies. The code library provides valuation, risk, scenario and VaR calculations for a wide range of OTC and listed derivatives as well as cash fixed income products in G10 and emerging markets.

Dynamic, friendly, collaborative team environment with offices based in Central London.

Requirements:
*Experience as a Quantitative Analyst / Quant Developer working with Interest Rate and / or FX markets and pricing models
*Strong C++, Excel and VBA skills
*Collaborative and pragmatic with excellent communication skills
*Degree educated, 2.1 or above in a technical discipline (Computer Science, Engineering, Mathematics, Physics)
*Desirable: experience supporting production environments; experience working within a Front Office environment; Python, SQL

As a Quantitative Analyst / Quant Developer you can expect to earn a highly competitive salary (to £100k) plus bonus and benefits package.

Send your CV or call for a confidential discussion about this Quantitative Analyst / Quant Developer opportunity.