Rates Quant Analyst

Description:

My client is a Quant Driven Fund, they seek a Quant Analyst with Linear Rates pricing expertise and C++ coding proficiency

This year they're expanding their Trading footprint in existing, whilst concurrently entering new, Derivatives markets; onboarding entirely new trading teams across FX, Interest Rate, Volatility, and Inflation Derivs (from Vanilla Listed and OTC to Semi-Exotic) products globally.

Essential Skills and Experience (all required) -

• Masters / PhD in Mathematics / Financial Engineering or similar from a leading University
• Current expertise in Derivatives Pricing methods - including PDEs, Black Scholes, Stochastic Calculus, etc
• Deep understanding of Linear Rates Pricing covering Interest Rate Swaps (IRS) forward rate agreements (FRAs), zero coupon swaps (ZCSs), cross-currency basis swaps (XCSs)
• Minimum 4 years - Max. 10 years experience as a Quant Analyst within an Investment Bank or Hedge Fund, where you will have built models as well as contributed to the design and build of the Analytics Infrastructure, inc. Pricing Libraries
• Current strong C++ coding skills