LIBOR is heading for extinction. Its fate was sealed in July 2017 when the head of Financial Conduct Authority said it would be phased out in 2021.
We are seeking an experienced quant analyst to join a quant team at an investment bank. You will be researching, developing and implementing the next generation of models that will replace IBOR. This a very large, challenging undertaking that will require all of your proven quant skills.
Future proof your career by working in a bank that is ahead of the curve in this initiative.
You must have:
- Post-graduate education (PhD, MSc, DEA, M2) in a highly quantitative subject is required.
- Strong product knowledge on rates products (linear and options), knowledge of other asset classes is a plus (ie Inflation, FX, or Credit)
- Strong analytical and numerical skills, including practical knowledge of stochastic calculus, PDEs and Monte Carlo
- Strong practical experience in C++ and appreciation of the architecture of quant libraries.
Contact me immediately with you CV for consideration, or if you have any questions;
0203 176 6648