This leading Asset Management Service firm has over 200 staff and offices in London, Hong Kong, and New York. Their Quant team develop and enhance the core Fixed Income Quant analytics library (written in C++) and provide front office tools for traders/PMs. Their platform is considered an industry leader in trading analytics, risk analysis and operational robustness, delivering pricing, scenario, risk and P&L for their portfolios and the ability to structure and overlay new positions. This is an exciting opportunity to join a rapidly growing business with a strong track record.
Rates, Bonds, Derivatives, Asset Management, Risk, C++
- Play an integral role in leveraging the analytics and front end to build-out a market leading system for traditional fixed income asset managers
- Apply your deep knowledge of credit & rates markets and modelling as well how traditional fixed income managers view and manage their risk
- Build out library functionality for valuation, risk, scenario and VaR calculations for a wide range of OTC and listed derivatives as well as cash fixed income products in G10 and emerging markets
KEY SKILLS, EXPERIENCE:
- 4-8 yrs+ professional experience as a Quantitative Analyst in fixed income, ideally gained with an Asset Manager
- Deep knowledge of and passion for Credit & Interest Rate analytics
- Good degree in a quantitative discipline
- P&L on Risk, Libor fallback, Carry & roll down strategies, etc.
- Experience supporting production environments
- Experience working with the front-office
- Comfortable working with C++ when needed
- Good SQL, Excel , some C# (not essential)
- Ability to communicate with PMs/traders.