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My client is one of the world's premier investment manager with offices globally. They are looking to hire an exceptional Quant Analyst to join their Rates Analytics team in London working in a small team directly with the London lead on global mandates.
JOB DESCRIPTION AND FUNCTIONS
The function is that of a front office interest rate quant working with the specialist portfolio managers and technology for interest rate and FX products, specifically:
Develop enhancements to the design of C++ libraries for interest rate product pricing and risk management. Examples include: ongoing improvements to interest rate and bond curve library, development of models for non‐vanilla interest rate products, interface architecture for integration with the wider pricing and risk management systems.
Develop enhancements to Python eco‐system for rapid development of pre‐trade analytics used by portfolio managers.
Provide quantitative support and expertise to portfolio managers globally.
REQUIRED SKILL SET
Master's degree in a quantitative discipline such as mathematics, financial economics, econometrics, physics or computer science is preferred. A PhD degree would be a plus.
1+ years' of experience as an interest rate quant, ideally from a top sell‐side firm or buy –side firm.
Strong technical expertise in vanilla interest rate products.
Expertise in stochastic interest rate modelling.
Strong general quantitative skills, specifically financial mathematics, probability, statistics, economics.
The candidate must be very comfortable programming in C++. In addition, Python programming skills are desirable.
Internal Number: 4645456
About Anson McCade
eFinancialCareers is a career site specializing in financial services.