I'm working exclusively with a well-established, Global Investment bank who seek a high calibre Quantitative Analyst who'll be involved in the integration of the underlying mathematical models and analytical tools used by the Rates and FX desks.
A fantastic opportunity to work closely with the trading floor where the book of work is interesting and consistently evolving. Join a small team of genuine people who work collaboratively and enjoy what they do.
This is a senior role paying £140k base salary plus bonus and benefits. The role is London based with 2 days in the office / 3 days WFH - offering a good work/life balance.
Responsibilities:
* Integrate and enhance interest rates, credit, pricing, and risk models.
* Collaborate proactively with stakeholders across various business functions (Risk, Finance, Trading, etc.) to develop required pricing/structuring models.
* Design, develop, test, and document model integration workflows to the bank's standards.
* Develop technical solutions using C++ and carry out interest rate curve building.
* Contribute to improving the quality of code and testing environment.
Requirements:
* Proven background as a Quantitative analyst, with Interest Rate Curve modelling and C++ experience, this is essential.
* Degree/Masters qualified, ideally in mathematical finance, mathematics or computer science.
* Exceptional understanding of C++ with a history of working within a top-tier bank or hedge fund service.
* Knowledge of standard pricing models used in the investment banking industry, with an understanding of interest rates and FX.
* Strong written and verbal communication skills with confidence in liaising with senior traders.
Applications sent to tg@barclaysimpson.com