Naukrijobs UK
Register
London Jobs
Manchester Jobs
Liverpool Jobs
Nottingham Jobs
Birmingham Jobs
Cambridge Jobs
Glasgow Jobs
Bristol Jobs
Wales Jobs
Oil & Gas Jobs
Banking Jobs
Construction Jobs
Top Management Jobs
IT - Software Jobs
Medical Healthcare Jobs
Purchase / Logistics Jobs
Sales
Ajax Jobs
Designing Jobs
ASP .NET Jobs
Java Jobs
MySQL Jobs
Sap hr Jobs
Software Testing Jobs
Html Jobs
IT Jobs
Logistics Jobs
Customer Service Jobs
Airport Jobs
Banking Jobs
Driver Jobs
Part Time Jobs
Civil Engineering Jobs
Accountant Jobs
Safety Officer Jobs
Nursing Jobs
Civil Engineering Jobs
Hospitality Jobs
Part Time Jobs
Security Jobs
Finance Jobs
Marketing Jobs
Shipping Jobs
Real Estate Jobs
Telecom Jobs

Lead Quant (Rates)

Heat Recruitment
Job LocationLondon
EducationNot Mentioned
Salary£85,000 - £100,000 per annum
IndustryNot Mentioned
Functional AreaNot Mentioned
Job TypePermanent, full-time

Job Description

QUANT DEVELOPER / QUANTITATIVE DEVELOPER / FINANCIAL ANALYTICS / QUANT ANALYST / QUANT ANALYTICS / QUANTITATIVE / QUANT/ XVA/ CVA/ YIELD CURVES/ RISK/ MODELS/ MODEL DEVELOPMENT/ PRICING/ C++ / C++ QUANT DEVELOPER / MATHEMATICS / STATISTICS / PHD / MSC/ QUANT RESEARCH/ FRONT OFFICE/ FINANCIAL MODELLINGLead Quant (Rates)London - £85,000 to £100,000A leading global analytics partner is seeking an experienced, highly mathematical, and innovative Lead Quant (Rates) in the City of London. Are you ready to join an exciting firm and work closely with some of the biggest investment banks in the world If so, this role is for you.The OpportunityOur client is looking for an experienced Lead Quant with a strong background in rates. In previous roles you will have helped developed financial models or enhanced existing models to support business activities and regulatory mandates.The ideal candidate will be required to have sound knowledge of different pricing models across numerous asset classes. An exposure to rates models, counterparty risk and CVA/XVA methodologies. You will also have experiences in yield curves used for swaps and bond pricing. Core parts of the role will include determining appropriate modelling methodologies and construction of brand new models.This is an excellent opportunity to work for a dynamic global leader and have exposure to some financial giants. Alongside this is a competitive salary, an excellent working culture, numerous financial perks including a performance related bonus and opportunities to develop yourself professionally.What is needed for me to be successful

  • Ideally 3-8 years’ experience in quant roles
  • Very good mathematical skills, with an excellent knowledge of topics like Stochastic Calculus and Monte Carlo Simulations for example
  • A PhD in a quantitative subject such as Maths, Physics, Engineering or Computational Finance (MSc in Financial Engineering or similar, with relevant experience will be considered)
  • Experience in front office pricing model environment is essential
  • A strong understanding of rates modelling work and yield curves
  • Exposure to pricing models for interest rates derivatives (exotic, structured and hybrids)
  • VaR, Expected Shortfall, CVA/XVA, IMM, risk based margins and knowledge of FRTB (LIBOR transition would be beneficial)
  • Expert programming skills in C++, CUDA and GPU would be an advantage
    • What nextApply today to be considered for this opportunity. If suitable, one of our specialist consultants will be in contact to discuss the opportunity with you in detail prior to submitting your CV to the client. In this discussion we will aim to identify your specific skills and motivations, and where appropriate recommend other relevant opportunities to you that match your requirements.Additionally, refer a friend or colleague to us and receive £200 in vouchers if we assist them in securing a new career.Job Synonyms:QUANT DEVELOPER / QUANTITATIVE DEVELOPER / FINANCIAL ANALYTICS / QUANT ANALYST / QUANT ANALYTICS / QUANTITATIVE / QUANT/ XVA/ CVA/ YIELD CURVES/ RISK/ MODELS/ MODEL DEVELOPMENT/ PRICING/ C++ / C++ QUANT DEVELOPER / MATHEMATICS / STATISTICS / PHD / MSC/ QUANT RESEARCH/ FRONT OFFICE/ FINANCIAL MODELLING

    APPLY NOW

    Lead Quant (Rates) Related Jobs

    © 2019 Naukrijobs All Rights Reserved