My client is a market leading multi-strategy hedge fund with offices across EMEA, USA, UAE and APAC.
They are looking for a Quantitative Analyst to join their Interest Rates Derivatives modelling team.
What You'll Get
- An opportunity to work in one of the most exciting and successful buy-side businesses in the world.
- An opportunity to join a strong team with a very high talent density presenting lots of opportunity for learning and development.
- Incredible career progression opportunities with potential access to all areas of the business.
- A market leading compensation package including basic salary and annual bonus.
- Benefits including pension contribution, healthcare, life assurance and 25 days annual leave.
What You'll Do
- The primary focus of this role is to work with the trading desks and risk management to meet any of their pricing, risk and market analysis needs.
- The role will require strong mathematical and programming skills with the core analytics libraries being written C# and C++. The successful candidate will be able to implement clean robust solutions in these core libraries and work collaboratively as part of a larger group wide development and desk facing team. A pragmatic approach has to be taken at all times. Key factors are; time to market, fit for purpose, and code reusability.
- This is an excellent opportunity for a delivery focused individual with solid quant research background and strong development skills to work directly with the trading desk without any bureaucracy or politics.
- The business trades all asset classes but is primarily Rates focused.
- You must be comfortable driving requirements from inception to delivery and managing the relationship with the user throughout the full development life cycle.
What You'll Need
- Minimum of 3 year's experience working as a Quantitative Analyst in a front office capacity.
- Strong knowledge of Flow Interest Rate Derivatives Products.
- Strong C++ or C# development ability is essential.
- Experience supporting a live production environment and models.
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