Rates Derivative Quantitative Analyst

  • Great Rates
  • Londres, Angleterre, Royaume-Uni
  • Intérim, Plein-temps
  • Skillfinder International
  • 19 janv. 18 2018-01-19

A world leading derivatives exchange house is seeking an Analyst or Developer to build an independent Fixed Income EFT options pricing tool, together with comprehensive volatility surface and skews.

The purpose of the role is to build an independent pricing tool for Fixed Income ETF options.

The successful Quantitative Analyst must have the following:

  • 5+ years of professional work experience at a top tier investment bank in fixed income derivatives trading or quantitative development role.
  • Deep knowledge of fixed income and ETF markets (quantitative modelling)
  • Exceptional quantitative modelling skills with proven, demonstrable projects
  • The ability to build front office tools and applications in C#, Python or Java