VP-SVP, Front Office Rates Quant Analyst (LIBOR Decommission / Reform)
£££ Highly Competitive Salary Package
Leading Global Investment Bank
Interest Rate Benchmark Reform / Decommission
Our client, a leading Investment Bank, seeks to hire an experienced quant analyst in London to lead the benchmark rate reforming in the front office quant team. Ideally looking for modelling quants with a background Flow Rates (Curves), XVA, or two or more asset classes. You will work on new model development, as well as solving several open questions in the quant world.
- Lead the benchmark rate reforming in the front office quant team, supporting management.
- Develop valuation models in the front office for new products, including without limitation, products with fall back libor.
- Increase modelling quants capacity for new business requests
- System integration of the valuation model
ESSENTIAL SKILLS & EXPERIENCE:
- 5+ years in a front office modelling quant analytics role (two or more asset classes)
- Masters of PhD educated in a relevant quantitative field
- Unknown valuation problem solving skills (e.g. value structured products with fall back libor etc)
- Solid testing skill for valuation model accuracy
- Ability to coordinate system integration of a valuation model
- Solid programming skills in C++, C# or Python
- Strong communication skills
- Front office XVA quant experience with multi asset modelling.
- Front office flow rate quant experience with curve building
- Experience in two or more asset classes
- Regulation knowledge