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An investment bank in the City are looking for an experienced Quant Analyst to join their Front Office Rates Quant team responsible for the development of the analytical toolkit used to compute P&L and Risk.
The individual will have constant intereaction with teams across the front office including other quants, traders, project managers and IT teams. The chosen individual will play a key part in the implementation of pricing engines for new products support as well as improving their performance.
The individual must have the below skills;
Knowledge of exotic rates
Experience implementing pricing engines
Experience within a large quant library
MSc/PhD Maths, Physics, Statistics etc.
This will pay up to £900/day dependant on experience.