Rates, Bonds, Derivatives, Asset Management, Risk, C++

RESPONSIBILITIES:

• 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.

DESIRABLE ATTRIBUTES:

• 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.