We're working exclusively with a world-leading, emerging markets-led financial institution who have an exciting opportunity for a VP level Quantitative Analyst to join their Global Markets FICC team. They are looking for somebody to cover Rates and/or commodities. The role is based in London with a salary range of £140k-£160k.
Role Accountabilities:
* Design, develop, test, and document quantitative models in line with the bank's 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 .
* Strong programming skills in C++ (Visual Studio), including knowledge of modern C++ (C++11 or later).
* Solid understanding of stochastic calculus, partial differential equations, no-arbitrage evaluation, and numerical analysis .
* Familiarity with Rates Products and Models .
* Knowledge of instruments used in FICC (Fixed Income, Currencies, and Commodities) businesses.
* Commodities experience is preferred but this offers a growth area for somebody wanting to move into/learn more in this space.
* For the Rates team, experience in this asset class is essential.
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 is a plus.
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 right to work in the UK.
I look forward to your application at tg@barclaysimpson.com.
#J-18808-Ljbffr