Quantitative Analyst - Rates / FX Quantitative Analyst - Rates / FX …

S.R Investment Partners
in London, United Kingdom
Permanent, Full time
Last application, 26 Jul 21
£ Competitive + Bonus +Benefits
S.R Investment Partners
in London, United Kingdom
Permanent, Full time
Last application, 26 Jul 21
£ Competitive + Bonus +Benefits
Posted by:
Shanaz Rob • Managing Partner
S.R Investment Partners
Posted by:
Shanaz Rob
Managing Partner
Quantitative Analyst wanted for a Global Investment Bank with rates / FX s a specialist who performs a variety of highly technical tasks pertaining to the valuation (including xVAs) and risk management of derivatives and complex financial products.

This includes providing quantitative analysis as well as designing, implementing and maintaining pricing tools and libraries developed in C++.

Accountabilities & Responsibilities

  • Works closely with Treasury portfolio managers and traders to analyse proposed new types of instruments/trades and recommends appropriate modelling and pricing methodology.
  • Helps design and implement pricing and analytical tools in a mathematically sound way. This includes the modelling of interest rates, foreign exchange, commodities, equities, credit and inflation, either as standalone asset classes or as hybrids (e.g. long term IR+FX model).
  • Develops, maintains and enhances own developed applications, within an existing framework, for use by the Treasury department.
  • Modelling experience
  • Develops, maintains and enhances pricing templates in existing third-party valuation systems for complex products to feed valuations to Front, Middle and Back Office.
  • Assists in providing independent and technical advice and influence on all quantitative issues. This includes assessing internal and external pricing and risk management systems, upon request.
  • Takes ownership of activities on teamwork plan and delivers to agreed timelines.
  • Proactively supports other team members on project activities as required.
  • Maintains knowledge of latest developments and techniques in the Quant world as well as IT technologies.

Knowledge, Skills, Experience & Qualifications

  • MSc in finance or sciences, or equivalent experience
  • Strong quantitative skills in financial modelling, including stochastic calculus, numerical methods and application of the options theory.
  • Good understanding of financial instruments in general and in particular interest rates, foreign exchange, equity and credit derivatives.
  • Good understanding of risk management and portfolio valuation techniques (e.g. VaR, sensitivities, CVA/DVA, FVA).
  • Proficient in C++, Excel, VBA, Databases, JSON/XML, SQL, Matlab, SVN.
  • Knowledge of NumeriX and Summit or similar systems
  • A methodical and practical approach to problem solving and troubleshooting.

Location:  London 

Salary: £ Competitive + Bonus _ Benefits 

REFER A FRIEND

If you're interested in this opportunity, forward you're CV ASAP. Alternatively, if you would like to know more information or have a confidential discussion please contact Shanaz Rob - call on +44 (0)203 603 4474 or info@srinvestmentpartners.com for more details

Follow our page for updates: https://www.linkedin.com/company/srinvestmentpartners

Company Overview

Who We Are:

SR Investment partners are driven by financial service’s needs, influences and opinions, as opposed to the recruitment industry model. This is what makes us stand out and helps us create strong partnerships and attract the top talent. Our goal is providing a competitive edge by concentrating on market-specific solutions for revenue-generating talent in the world’s most demanding environment. In this fluid and fast-paced environment, organisations must be prepared to go to battle for top talent, hence SR Investment partners.

What We Do:

We are a selective financial service recruitment firm that specialises in identifying high-calibre mid to senior professionals, relevant to the investment management industry, working for both the buy side and sell side across all asset classes. We provide key talent and solutions to Hedge Funds, Asset Management firms, Investment Banks, Family Offices, Sovereign Wealth Funds, Private Equity, Insurance, Trading Houses, & Investment Managers. We help build, guide and grow organisations despite the complexity of their business landscape.

We provide consultancy, permanent, contract and executive search solutions for our clients in Europe, the Americas, Middle East, and Asia. We help build, guide and grow organisations despite the complexity of their business landscape. We have great trusted partnerships within the financial services industry who support us in everything we do. WHY? because they trust us. When we agree to work together, our path to the future is paved with mutual trust — a trust composed of integrity, competence, and cooperation. We serve boards, C-level leaders, Head of desk, Executive team and their organisations. We enable and deliver continuous advantage for our clients. They experience breakthrough results through rapidly spawning new and distinct ways of thinking, working and being ahead.

Contact Us

Tel: +44 (0)203 603 4474

Email: Enquiries@srinvestmentpartners.com

Website: https://www.sr-investmentpartners.com/

LinkedIn: https://www.linkedin.com/company/srinvestmentpartners 

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