Quantitative Analyst Quantitative Analyst …

Selby Jennings
à Rugby, Angleterre, Royaume-Uni
CDI, Plein-temps
Dernière candidature, 03 sept. 21
Negotiable
Selby Jennings
à Rugby, Angleterre, Royaume-Uni
CDI, Plein-temps
Dernière candidature, 03 sept. 21
Negotiable
A London-based global Investment Bank is looking to add a strong quant to their Exotic Rates modelling team. This group is renowned for their complex mathematical modelling, and their collaborative academic environment. Working closely with both trading and technology teams, the individual will get the chance to work on build-outs from scratch, and will have lots of opportunity for taking the lead on projects and mentoring more junior members of the team.

A London-based global Investment Bank is looking to add a strong quant to their Exotic Rates modelling team. This group is renowned for their complex mathematical modelling, and their collaborative academic environment.

Working closely with both trading and technology teams, the individual will get the chance to work on build-outs from scratch, and will have lots of opportunity for taking the lead on projects and mentoring more junior members of the team.

Responsibilities include:

  • Designing and Implementing complex pricing models in C++
  • Data Analysis in Python
  • Working Closely with trading and the wider business in order to improve desk PnL
  • Day-to-day monitoring of systems and continuous improvement

You will need:

  • MSc/PhD in STEM subject, Mathematics or Physics preferable
  • Strong C++ Skills
  • Fixed Income modelling and Options Pricing Experience
  • Good Communication Skills
Selby Jennings logo
Offres similaires
Plus d'offres
Close
Loading...