Interest Rates Quant Analytics and Development
|Job Title:||Interest Rates Quant Analytics and Development|
|Salary:||£60000 - £85000|
|Contact Name:||Phillip Wood|
|Job Published:||January 27, 2017 16:19|
A world leading Financial Services Group seeks to hire an experienced Rates Quant in their London team. You will focus on quantitative development and support of Interest Rate product pricing/analysis and support structured pricing tools. In this quant analyst / developer role you will work closely with traders on day-to-day queries and provide analysis and solutions for new requirements.
- Working closely with traders on day-to-day pricing and risk queries.
- Develop, maintain and upgrade the Front Office Rates Toolkit suite of applications for users.
- Test new developments, routines and process prior to production roll-out.
- Work with clients to better understand the development requirements and develop their understanding in use of existing tools.
- Release updates to pricing tools within the front office framework.
- Application development (spreadsheet and C#) related to pricing of trades, risk management, data processing, internal & external publishing.
- Maintain pricing tool integrity and consistency with other internal systems.
- Assist with the planning, testing and rollout of trading and risk applications that utilise outputs from the front office toolkit.
- First-line support for a vendor supplied rates trading application.
ESSENTIAL SKILLS & RESPONSIBILITIES:
- 3+ years in a quant role, supporting Fixed Income Trading & Sales
- Excellent knowledge of Interest Rate flow products (emphasis on G4)
- Minimum of Masters educated in a quantitative field (Maths, Physics, Engineering, Comp Sci…)
- C# development experience, including release & change controls; Solid Excel & VBA skills
- Ability to communicate clearly with traders and sales when under pressure
- Advantageous: Design & development of enterprise level applications; dealing with Market Data feeds
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