Rates Quantitative Analyst
Tasks
- Analyze sensitivities greeks and scenario curve risks
- Apply curves consistently across pricing and risk
- Build and calibrate yield curves
- Communicate complex quantitative concepts
- Develop and maintain interest rate valuation and risk models
- Price and manage risk for flow interest rate products
- Troubleshoot and explain model behavior to stakeholders
Perks/Benefits
Skills/Tech-stack
C++ | Curve calibration | Derivatives pricing | Financial Modeling | Greeks | Interest Rate | Interest Rate Markets | Multi Curve | Multi Curve Framework | Python | Rate markets | Risk Management | Scenario Analysis | Sensitivities | Yield curve
Education
N/A
Roles
Related jobs
-
Quantitative Analyst, Vice President GBP 90K-100KC++ | Derivatives pricing | Differential Equations | Equity Derivatives | Equity ExoticsDiscretionary annual bonus | Employee assistance programme | Employee discounts | Flexible working hours | Generous holiday allowanceExecutive-level Full Time33 CANADA SQUARE CANARY WHARF LONDON, …20h ago
-
Business Intelligence | DBT | Data Analysis | Data Transformation | ETLCompany pension | Enhanced parental leave | Flexible benefits | Flexible hybrid working | Healthcare optionsMid-level Full TimeReading, King’s Road, United Kingdom1d ago
-
Business Intelligence | DBT | Data Modeling | Data Transformation | Data WarehousingCompany pension | Enhanced parental leave | Flexible benefits | Flexible hybrid working | Healthcare optionsMid-level Full TimeReading, King’s Road, United Kingdom1d ago
-
Quantitative Index and ETF Strategist GBP 52K-58KBenchmarking | Data Analysis | Database querying | ESG analysis | Factor investingElectric car scheme | Employee discounts | Family leave | Flexible working options | Healthcare planMid-level Full TimeLondon, England, United Kingdom3d ago
-
Data Analyst GBP 60K-72KCI/CD | Calculations | Data Extracts | Data Modeling | Data ReconciliationDiscounts | Employee car scheme | Family leave | Flexible working options | Healthcare planMid-level Full TimeCardiff, Wales, United Kingdom3d ago
-
Data Analyst GBP 60K-72KCI/CD | Data Modeling | Data Reconciliation | ETL Testing | GitDiscounts | Electric car scheme | Family leave | Flexible working | Healthcare planMid-level Full TimeBrighton and Hove, England, United Kingdom3d ago
-
Junior Quantitative Specialist GBP 30K-34KAutomation | Backtesting | C++ | Data Analysis | Data ProcessingDental insurance | Free coffee and snacks | Gym membership | Optical cover | Paid time offEntry-level Full TimeLondon, UK3d ago
-
AML Analytics Consultant GBP 85K-90KActimize | Anti-Money Laundering | Dashboard Development | Data Analysis | Data ModelingCollaborative consulting environment | Exposure to innovative AML technologies | Flexible working arrangements | Remote work optionsSenior-level Contract Full TimeUnited Kingdom - Remote R3d ago
-
Independent Quantitative Analyst GBP 50K-60KBacktesting | Data Normalization | Data cleaning | Factor investing | Feature EngineeringMid-level Full TimeLondon, England, United Kingdom3d ago
-
Change Management | Control Framework | Data Analysis | Data Monitoring | Financial crimeHybrid work model | Stakeholder engagement opportunities | Training supportSenior-level Full TimeBournemouth, The Helm, Holdenhurst Road, United …3d ago
-
Customer Analytics | Customer Segmentation | Data Analysis | Data Governance | Data ModelingAnnual performance bonus | Discounted shopping | Flexible working | Hybrid working | Job shareSenior-level Contract Full Time TemporaryChester Cawley House, United Kingdom3d ago
-
Loans Performance Analytics Senior Analyst GBP 40K-45KCustomer Segmentation | Data Analysis | Data Governance | Data Pipelines | Data QualityAnnual performance bonus | Discounted shopping | Flexible working | Hybrid working | Job shareSenior-level Full TimeChester Cawley House, United Kingdom3d ago
-
Finance Data Analyst Apprentice GBP 24K-24KArtificial Intelligence | Dashboards | Data Analysis | Data Architecture | Data ComplianceAnnual leave including bank holidays | Critical illness cover | Flexible working arrangements | Life assurance | Paid parental leaveEntry-level Apprenticeship Full TimeKildean, United Kingdom R3d ago
-
Data Analyst GBP 26K-26KAgile | Alteryx | Cloud Data | Cloud Data Platforms | Data AnalysisCareer development | Charity involvement | Community engagement | Flexible work schedule | Global projectsMid-level Full TimeLuton, GB, LU2 9TN3d ago
-
Senior Analytics Consultant GBP 24K-24KAPI | Automation | Change Management | Dashboard Development | Data MiningTravel opportunitiesSenior-level Full TimeRemote, United Kingdom R3d ago
-
Lead AI Analyst GBP 64K-80KAPI Integration | Anomaly Detection | Azure AI | Code review | Computer VisionSenior-level Full TimeLeicester, Leicestershire, United Kingdom4d ago
-
Senior Data Analyst - Product Reliability GBP 60K-75KApache Airflow | Apache Superset | DBT | Elasticsearch | Error budgetFlexible working conditions | Professional development budgetSenior-level Full TimeLondon, United Kingdom4d ago
-
Senior Commercial Data Analyst GBP 45K-50KB2B Sales | Client Portfolio Planning | Customer Relationship Management | Customer relationship | Data AutomationHybrid working | MentorshipSenior-level Full TimeManchester4d ago
-
Capital Quantitative Strategist GBP 64K-72KAccounting rules | C++ | Credit Risk | Data Modeling | PythonFlexible benefits | Gym benefits | Hybrid work | Life assurance | Non-contributory pensionMid-level Full TimeLondon 10 Upper Bank Street, United … R4d ago
-
Backtesting | Calibration | Counterparty Exposure | Credit Valuation Adjustment | Credit valuationFlexible workingSenior-level Full TimeLondon Ropemaker place, United Kingdom4d ago
-
Mid-level Full TimeLondon, United Kingdom4d ago
-
Analyst, Internal Audit Analytics GBP 47K-53KAI Foundry | Access | Artificial Intelligence | Azure AI | Azure AI FoundryFlexible working | Hybrid work 50 percent office | Inclusive work cultureEntry-level Full TimeLondon, GB4d ago
-
Quantitative Researcher GBP 50K-65KAlpha research | Backtesting | Data Analysis | Data Pipelines | Execution analysisCharity Giving Options | Cycle to work scheme | Enhanced parental leave | Enhanced pension | Generous annual leaveMid-level Full TimeLondon, England, United Kingdom4d ago
-
Senior Quantitative Analyst GBP 53K-73KAI | Data sets | Econometrics | Equity factors | Large Data SetsFlexible working | Professional development | Wellbeing supportSenior-level Full TimeCannon Street Office, United Kingdom4d ago
-
CIO Strategy - Quantitative Analyst GBP 57K-70KAlgorithms | Correlation Analysis | Data Structures | Derivatives | Duration analysisSenior-level Full TimeCanary Wharf, 1 Churchill Place, United …4d ago