• Negotiable
  • London, England, United Kingdom
  • Permanent, Full time
  • Selby Jennings UK
  • 2019-06-11

Rates/FX Quantitative Analyst

  • Location: London, England, United Kingdom
  • Salary: Negotiable
  • Job Type: Full time

Rates/FX Quantitative Analyst

The primary responsibilities will be in the area of Rates/FX and will include:

  • Developing pricing models and hedging analytics for existing and new products
  • Developing FO analytics for curve marking, trade pricing, and risk monitoring
  • Working with the trading desk to investigate valuation and hedging questions
  • Enabling rapid new product introduction through tactical solutions
  • Providing analytic contents in joint projects with risk management and technology groups
  • Participating in developing models for asset classes other than interest rate/FX derivatives as the opportunity arises

Position Qualifications

  • Experienced with interest rate curve construction methodologies; and rates, inflation and bond products pricing models
  • Strong programming skills in C++/C++11. Familiar with Java, Python, or Perl a plus
  • Strong analytical and problem solving skills
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