Front Office Quant Strat, Rates, FX & Hybrids (AVP / VP)

This truly global top-tier investment bank trades and structures a range of products across FX, Rates, Credit, Structured Finance & Equity-linked products. They now seek a very talented Quant Analyst for their Global Quant Analytics group. Sitting in the Front Office with the traders, you will work on the modeling of Rates, Credit and FX Derivative and Cash products.

KEY RESPONSIBILITIES:

• Build & implement pricing models for Credit and Rates-linked Derivative & Cash products
• Maintaining existing models
  Document & testing new and existing models
• Support the analytics model library for the quants, trading, Risk & Finance

KEY SKILLS & EXPERIENCE:

• Strong analytic, modelling, pricing & risk management skills gained in finance
• Strong programming using C++, Python, Matlab, R, S-Plus, C++, SQL
  Understanding of Rates, Credit or FX products gained on the job or within education
• Experience gained either at a bank or at a Risk software house developing derivative pricing models
• Minimum MSc, ideally a PhD in Finance, Maths, Physics, Comp Sci, Econometrics, Stats or Engineering
• The ability to communicate effectively across multiple teams with good presentational skills
• Able to multi-task different projects and prioritise against tight deadlines
• Available for occasional international travel