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A leading Investment Bank are looking for a Quant Analyst to work in the Rates Valuations Models team in London, covering valuation models used for linear/nonlinear rates, inflation and hybrid derivatives. This position has become available due to the growth and increased demand within the bank as they look to build on their exotics business. This will involve highly complex models and as such represents an excellent opportunity to develop your Quant skills in a greenfield area for the bank.
Key responsibilities will be to validate models to detect and quantify risks including identifying mathematically flawed models, quantify errors, and propose alternative solutions. In addition, you will need to have direct contact with front office quants and traders and be able to advise where models may be used to better effect.
The team is very research focussed and requires an analytical mindset with a strong independent, autonomous mindset. Typical stakeholders include front office quants, traders, market risk teams and finance departments.
Previous experience in a similar role in an investment bank, such as model validation or front office roles
Knowledge of Interest Rates Derivatives (Exotics would be strongly preferred)
Masters' degree in a quantitative discipline (mathematics/physics) is a prerequisite. A PhD from a top tier institution is strongly preferred
Knowledge of financial markets/products
Familiarity with C++ and Visual Basic
Cornwallis Elt is an Employment Agency and has been listed 3 times in The Sunday Times Virgin Fast Track 100 of the UK`s fastest growing private companies, as well as in the Recruitment International Top 250, Top 50 in IT and the Recruiter Fast 50. You can also follow our live roles on the website at http://www.cornwalliselt.com/live_roles and on Twitter: https://twitter.com/cornwalliselt