Exotic Inflation IR Derivatives Quantitative Analyst Exotic Inflation IR Derivatives Quantitative  …

GQR Global Markets
in London, England, United Kingdom
Permanent, Full time
Last application, 21 Jul 19
Market related
GQR Global Markets
in London, England, United Kingdom
Permanent, Full time
Last application, 21 Jul 19
Market related
Leading sell side firm is seeking to add an experienced quantitative analyst to join their interest rates derivatives desk.

A leading sell side institution in London is seeking to add an experienced quantitative analyst to join their interest rates derivatives desk.The focus is primarily on exotic products with some flow modeling projects, supporting the business to a large degree alongside other quants/strategists.

This is a practical position so requires a hand's on derivatives strat who can work in C++ /Python and be close with the trading desk. The company has a number of exciting projects to roll out in the coming quarters so this is very much a growth hire.

ideally with IR but will consider fixed income/FX exotic backgrounds also.

Key requirements:

  • PhD/MSc in a quantitative discipline: Physics, Mathematics, Engineering etc.
  • Strong computational C/C++ /Python
  • Excellent communication skills to liaise with traders & structuring divisions
  • ideally with IR but will consider inflation fixed income/FX exotic backgrounds also.
  • Experience with exotic products essential
  • Experience with swaps products - variance, dispersion etc. advantageous
Close
Loading...