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See SELBY-JENNINGS-LONDON 269 Job offers
Front Office Quant Analyst-(VP, Exotic Rates)-London-Circa £90,000 + significant bonus package
Tier 1 global investment bank with a significant global reach and reputation is seeking an exceptional Front Office Quant Analyst, with a passion for problem solving and instant recognition to join their rapidly developing Exotics Rates team.
This position is located on the world's leading global trading floor, physically sitting directly next to an MD in FICC global trading (reporting directly to him).
You will need to be an excellent problem solver, able to come up with practical solutions in C++ in a rapid environment among the world's most prestigious trading teams.
Required skills for the Front Office Quant Analyst-(VP, Exotic Rates) role:
-Strong C++ development skills,
-Broad technology skills, and the ability to learn new skills very quickly,
-PhD in a Mathematical discipline from a top school/university.
Responsibilities for the Front Office Quant Analyst-(VP, Exotic Rates) role:
-Have experience in working on the stochastic volatility LIBOR Market Model (LMM),
-Have experience in developing a generic replication model, which is used to price and hedge constant maturity swap (CMS) products,
-Develop a three factors short rate/FX hybrid model, for the pricing and hedging of cross currency products,
-The models are implemented in C++ with Excel interfaces, combining object-oriented programming, generic programming/metaprogramming, and using STL, Boostand so on so experience in these is a must.
The Person:
-The ability to identify and fix problems quickly in a fast paced, exciting environment.
-You will begin working with the current position holder, to learn directly from previous incumbent for short period.
-Ability to act as a conduit between the business and senior members on the desk.
-Instant implementation of your work, with immediate and visible results and instant feedback.
To apply for the Front Office Quant Analyst-(VP, Exotic Rates) role please press the apply button 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.
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