An exciting opportunity for a Quant Analyst to join the Global Markets GFX team of a world-leading, emerging markets-led investment bank.
The role came about from growth and will join a team of 6 based in London.
Salary in the range of £120k (slightly negotiable)
* The focus will be Commodities with the scope to later work across other asset classes
* Experience with commodities would be ideal but rates will also be considered.
* The hiring manager is open to other asset classes as long as you're looking for more exposure and for somebody who's ready to learn.
* C++ is non-negotiable.
See JD below and happy to provide further details if you're interested. Deadline is Monday 24th March.
Role Accountabilities:
* Design, develop, test, and document quantitative models in line with the banks standards.
* Provide technical solutions to support users such as Trading desks, Product Control, and Traded Risks.
* Analyze and resolve issues identified in existing models.
Essential Skills & Experience:
* Proven experience as a Quantitative Analyst, with expertise in developing financial models.
* A degree in Mathematical Finance, Science, or Mathematics from a top-tier university.
* In-depth knowledge of industry-standard pricing models such as Black-Scholes, Bachelier, local and stochastic volatility models, and the HJM framework.
* A good understanding of modern C++ with preference to include Visual Studio.
* Solid understanding of stochastic calculus, partial differential equations, no-arbitrage valuation, and numerical analysis.
Familiarity with Rates/Commodities Products and Models. As mentioned above, you can apply if you have worked in other asset classes and would like to learn in this space.
* Knowledge of instruments used in FICC (Fixed Income, Currencies, and Commodities) businesses.
Technical Skills:
* Strong expertise in C++ (C++11 or beyond).
* Proficiency in Python and Excel.
* Experience with version control systems (Git) and distributed software development processes.
Soft Skills:
* Ability to manage multiple deliverables in a fast-paced environment.
* Proven problem-solving skills and attention to detail.
Unfortunately visa sponsorship will not be provided for this role. Please only apply if you have the RTW in the UK.
I look forward to your application - tg@barclaysimpson.com