CAIA's Career Center is an easy-to-use, comprehensive resource connecting job seekers with employers in the growing AI field. Use your knowledge and credibility to advance your career or build a talented team for your organization. Opportunities targeted to CAIA Charterholders are prioritized.
In order to search for jobs specifically for CAIA Charterholders or those pursuing the CAIA Charter please enter “CAIA” in the search panel.
This will enable you to search for CAIA specific roles globally.
CONTRACT – FLOW RATES QUANT WANTED – Next Generation Curve construction
August 12, 2018
London, United Kingdom
The team have a current vacancy for a Senior quant professional to work on a new project developing the latest generation of Curves for the interest rates business. The scope of work being done is at the leading edge of research. Ahead of the curve, other banks will be looking to implement this approach soon too.
This is a contract position, rolling on a 6 month basis, with a time frame that could mean multiple renewals.
The candidate will have constant interactions with traders, risk management and take forward development needs for the flow rates business.
Specific Skill or Knowledge
PhD level education in a quantitative subject, with strong engineering, economics, signal processing, stochastic processes and statistical learning knowledge
A minimum of 6 years' experience working within an investment bank as Quantitative Analyst covering Flow Rates products developing models within the in-house quantitative library
Strong C++ skills and experience implementing financial models within an in-house quantitative library
Strong knowledge of Rates, pricing models, particularly yield curve building within the multi-curve framework
You should be a good team player along with strong communication skills to enable an effective and fluent relationship with senior stakeholders across Financial Markets.
Send your CV for immediate consideration.
Contact ITS City
To talk directly with us to discuss this vacancy and the client, please contact Simon Adams on: