Front Office Quant, e-Rates, e-Market Making, London
Up to £150k base + Front Office Bonus
Top-tier Investment Bank
e-FIC, Supporting eRates Trading
The Front Office Quant Research Team at this top-tier bank are looking for a highly talented e-Rates Quant, to develop Interest Rate models for e-Trading & e-Market Making in London or New York. You'll need great knowledge of Liner Interest Rate products & maths (in particular Euro Swaps, etc.) together with C# or Java.
- Develop & implement Interest Rate curve models for e-Trading
- Support traders across eRates Trading
- Sit with eRates traders, understand their problems and provide solutions
- Implement models into the global library / FO booking system
- Ensure compliance with regulatory & compliance requirements
KEY SKILLS AND EXPERIENCE:
- 3 to 7 years' experience with interest rate linear instruments modeling (Swaps, Listed Rates Derivatives, Caps/Floors, XCCY swaps, Bonds, etc.)
- Good experience of Algo trading
- Programming in C# or Java and familiarity with Python, etc.
- Comfortable with large scale libraries & data.
- Prior experience in Front Office Quant Research gained in a global banking group
- PhD/Masters in a quantitative field (Maths, Statistics, Physics, Engineering)