Senior Quantitative Analyst - LIBOR/ Interest Rates/ OIS
- GBP750 - GBP900 per day + Rolling
- London, England, United Kingdom
- Contract, Full time
- Huxley Banking & Financial Services
- 16 Mar 19
Experienced Quantitative analyst required to Join reputable Front Office Quantitative Research team (interest rates). Knowledge of Interest Rate products and/or Credit. Proven Experience working on LIBOR products and OIS. 7+ years of C++
I am looking for a Senior Quantitative Analyst for one of our Top Tier Banking clients based in the City of London.
This is a fantastic opportunity for the right candidate to join a rapidly growing front office Quant team and to have the opportunity to leave their footprint on future business models used on a global scale.
To be successful in this role you will need a wealth of experience within; Front office Quantitative research teams, expert knowledge of Credit and/or Interest rate products i.e.(flow rates, CMS, Callable products, Bonds, Swaps, Inflation), experience working with LIBOR products as well as 7+ years exposure to C++.
This role will suit a solid all-rounder, with a breadth of Quantitative experience across different product groups within a front office environment.
Someone who has cut their teeth from the bottom up and relishes the idea of getting stuck into the heart of a project on a daily basis.
This is a Contract opportunity offering up to £900 a day and also offering longevity in the programme of work.
Summary of requirements
- Front to back knowledge of Credit/IR (Interest rates, Flow rates, CMS, Callable products, Bonds, Swaps, Inflation)
- LIBORdecomissioning to OIS
- Stochastic Calculus
- Proven track record within a reputable Front office Quant research team
- C++ (11+) - 7 years minimum experience.
If you would like to find out more about this challenging but exciting project, then please don't hesitate to apply!
To find out more about Huxley, please visit www.huxley.com
Huxley, a trading division of SThree Partnership LLP is acting as an Employment Business in relation to this vacancy | Registered office | 1st Floor, 75 King William Street, London, EC4N 7BE, United Kingdom | Partnership Number | OC387148 England and Wales