Our Client, an industry-leading, Tier 1 bank is looking for an experienced Rates Quantitative Analyst to join their successful team in London. This role entails several greenfield projects with responsibilities covering the model development activities for the desk, working closely with traders, structurers, IT and business.
Key Responsibilities:
- Modelling and analytics of Rates.
- Statistical Market analytics for the traders.
- Research on ad-hoc projects and trader tools.
- Implementing and maintaining models and risk scenarios for the pricing and risk management of products across Credit.
Ideal Requirements:
- An MSc/PhD in a quantitative discipline.
- 2+ years' experience in working with modelling and conducting statistical market analytics.
- Strong programming skills (C++, Python mainly)
- Exposure to Fixed Income product knowledge ( Rates, Credit or FX)
