Front Office Rates Quant (VP), London & Dubai
4 days left
- Recruiter
- Millar Associates
- Location
- London, United Kingdom
- Salary
- Total to £250k (Base to £200k) + Benefits + 30 days holiday
- Posted
- 11 Jan 2023
- Closes
- 10 Feb 2023
- Ref
- 17991169
- Job Function
- Other
- Industry Sector
- Finance - General
- Employment Type
- Full Time
- Education
- Bachelors
Interest Rate products, Flow & Exotic, Inflation Swaps, C++
KEY RESPONSIBILITIES:
ESSENTIAL SKILLS & EXPERIENCE:
KEY RESPONSIBILITIES:
- Develop and maintain models for the pricing and risk management of rates products
- Work with traders, structurers and other modellers to execute product development plans
- Improve and maintain existing analytics
- Assessment of models published in industry or academic literature
- Provide day-to-day support to the trading business
ESSENTIAL SKILLS & EXPERIENCE:
- 4-8 years of experience in developing or validating Interest Rate derivatives in an international bank
- Excellent knowledge of numerical methods, stochastic calculus, and probability theory
- C++ programming
- Knowledge of financial market rates products, swaps, market conventions, etc.
- Excellent oral & written skills in English
- PhD or Masters in a quantitative discipline