Quantitative Analyst - Financial Services Quantitative Analyst - Financial Services …

Twenty Recruitment Group
à Londres, Angleterre, Royaume-Uni
Intérim, Plein-temps
Dernière candidature, 30 nov. 20
110000
Twenty Recruitment Group
à Londres, Angleterre, Royaume-Uni
Intérim, Plein-temps
Dernière candidature, 30 nov. 20
110000
Diffusée par:
James Morgan • Recruiter
Diffusée par:
James Morgan
Recruiter
I have multiple quantitative analyst roles for a leading investment bank. The firm has multiple projects covering a range of quantitative analysis skills.

Multiple Roles with a focus on C++, Python, VBA, Excel Macros. 

To be able to understand how flow product pricing works (eg. how to price a swap / a swaption) and to be knowledgeable in Excel. Depending on traders’ specific needs, this person might also have to enhance the spreadsheets. Also able to understand as well the implications from a security point of view (eg. having one spreadsheet used by two entities means some access restriction needs to be put in place regarding market data / trades loading).

Knowledgeable about quantitative modelling, have a good understanding of IR volatility.

Knowledgeable of basic products (eg. swaps, swaptions / knowing more complex products like rates exotics is a plus), and how basic risks are computed. A good understanding of curve construction would be useful. 

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