Quantitative Analyst - Rates Options Desk Quant (Vice President)
Location(s): London, England, United Kingdom
GBP 67K-98K (estimate) Executive-level Full Time
Tasks
- Adhere to code of conduct and plan of supervision
- Assess risk/reward of transactions
- Collaborate with technology professionals
- Collaborate with traders and structurers
- Create implement and support quantitative models
- Develop analytics libraries for interest rate derivatives
- Develop pricing models using Monte Carlo methods
- Develop pricing models using partial differential equation solvers
- Drive compliance with laws rules and regulations and report control issues
- Ensure governance and control alignment with legal compliance risk audit and finance
- Maintain required policies procedures and registrations
Perks/Benefits
- Employee assistance program
- Employee discounts
- Hybrid work model
- Learning and development resources
- Paid parental leave
- Paid time off
- Pension plan
- Private medical insurance
Skills/Tech-stack
C++ | CMS Caps | Calculus | Differential Equations | HJM Model | Interest Rate | Interest Rate Derivatives | Monte Carlo | Monte Carlo Methods | Numerical Methods | Partial differential equations | Probability theory | Python | SABR model | Software Design | Statistics | Swaptions
Education
Roles
Analyst | Developer | Quantitative Analyst | Quantitative Developer
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