Quantitative Analyst - Rates Options Desk Quant (Vice President)
33 CANADA SQUARE CANARY WHARF LONDON, United Kingdom
GBP 67K-100K (estimate) Executive-level Full Time
Tasks
- Apply numerical techniques for valuation of interest rate derivatives
- Assess risk/reward of transactions
- Collaborate with traders and structurers to deliver solutions
- Create implement and support quantitative models for trading
- Develop and enhance analytics libraries for pricing and risk management
- Develop pricing models using Monte Carlo methods
- Develop pricing models using partial differential equation solvers
- Ensure compliance with policies procedures and conduct requirements
- Partner with risk and control functions for governance and controls
Perks/Benefits
- Employee assistance program
- Hybrid working
- Learning and development resources
- Paid Holidays
- Paid parental leave
- Pension plan
- Private medical insurance
Skills/Tech-stack
.NET | C# | C++ | Differential Equations | HJM | Java | KDB | Markov Functional | Monte Carlo | Object-Oriented | Object-oriented design | Partial differential equations | Probability | Python | SABR | SQL | Statistics
Education
Roles
Analyst | Developer | Quantitative Analyst | Quantitative Developer
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