Front Office Quant, e-Rates, e-Market Making, London

London
Ref: FOQAR-2309
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.

KEY RESPONSIBILITIES:

  • 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)