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:
  • 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