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Front Office Pricing Quantitative Analysts

Robert Walters
Job LocationLondon
EducationNot Mentioned
Salary55,000 - 70,000 per annum
IndustryNot Mentioned
Functional AreaNot Mentioned
Job TypePermanent,full-timeB

Job Description

A well established financial services business based in London is currently looking to hire two Front Office Pricing Quantitative Analysts into their product teams - FX and Commodities, and Rates , where you will focus on the development of the within theproduction in-house Quant LibraryAs the LIBOR benchmarks move forward , and their replacement by new Risk Free Rates affects the discounting and FX Forward Rates projection involved in the pricing and risk management of FX and Commodity/rates products, where you will support this migration.Key Duties in the Front Office Pricing Quantitative Analysts role will include:

  • The development within the production in-house Quant Library code base in C++.
  • IBOR Migration project support.
  • Support to business activity encompassing Trading, Finance, Risk, regulatory projects and Capital Management.
A successful application in the Front Office Pricing Quantitative Analysts role will include:
  • Strong working knowledge of relevant asset classes as per role - Commodities, FX and Rates.
  • Post-graduate education (PhD, MSc or equivalent) in a highly quantitative subject (such as Maths / Financial Maths, Physics or Engineering) is highly advantageous.
  • Proven development experience in front office pricing libraries using C++ is essential.
  • Appreciation of computational requirements of pricing algorithms - numerical PDE solvers, basics of Monte-Carlo.
  • Python exposure would be highly regarded against your application.
Should you meet the requirements, please click to apply!

Keyskills :
C++Front OfficePythonPricing LibraryQuantitative Analysis and ResearchCurve calibration

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