You will join a team of experienced front office quantitative analysts who focus on the pricing, modelling and risk management of complex products. These can range from trading exotic assets and derivatives to pension fund buy-outs.
Experience building pricing and/or risk models in a front office environment in a leading financial organisation is essential. The successful applicant will have a knowledge of financial mathematics and stochastic calculus as well as an understanding of fixed income products.
Excellent academic record in a relevant quantitative field such as maths, physics, computer science or engineering
Programming skills in an OO or functional paradigm such as Java, C++, Python, Scala, Haskell, Rust
Familiarity with fixed income pricing analytics and trading
Excellent knowledge of associated financial mathematics and modelling