Quantitative Analyst / Front Office

  • £70k - 155k per year + Bonus
  • London, England, United Kingdom
  • Permanent, Full time
  • GQR Global Markets
  • 03 Nov 17 2017-11-03

***URGENT HIRE*** A leading Tier One Investment Bank is proactively looking to recruit a Credit/Rates or FX quant.

A leading Tier One Investment Bank is proactively looking to recruit a Credit/Rates or FX quant.

The role:

  • Development of front office derivative pricing models
  • Ensure correct and robust implementation of the models
  • Enhancing the C++ pricing libraries
  • Working entirely in their Front Office alongside quant’s & trade specialists
  • strong adaptation and interpretation skills of various types of structured and unstructured data for research purposes to modelling, back testing and evaluation of model performances.

Requirements:

  • Master’s, PhD, DEA in highly quantitative subjects such as Mathematics, Computer Science, Physics and Engineering.
  • Strong object orientated programming in C++/Python
  • Demonstrable interest in financial modeling
  • Knowledge with stochastic processes, partial differential equations, numerical analyst, numerical optimization and probability theory.
  • Excellent communication skills

This is an immediate hire, interviews have begun thus immediate application is advised.

GQR also welcomes tentative enquiries from suitably qualified individuals.

Confidentiality and utmost discretion is 100% assured.