Interest Rates Quant
- £65,000 - £100,000
- Londres, Angleterre, Royaume-Uni Londres Angleterre GB
- CDI, Plein-temps
- 18 juin 18 2018-06-18
I am currently assisting a leading global investment bank with the recruitment of an interest rates quant into their model risk team. They work on a variety of structured rates pricing models used for linear and non-linear rates, inflation, and hybrid products.
It is a model validation team and will involve working on all model related issues including the mathematics used in the models, quantification of the errors, and working out alternative solutions.
The team is relatively small and led by a very experienced MD who will work closely with this function. This will provide an excellent chance to develop a strong skillset in the area, be very involved in a hands on capacity and learn a lot.
They are looking for both a junior quant and an experienced hire, requiring exposure to development or validation of C++ pricing models, and an understanding of structured rates products.
The compensation will be in the range of £65,000 - £100,000 plus excellent bonus and benefits.