My client is a leading international Bank, who is now looking to recruit a experienced Quantitative Analyst for their front office cross asset quantitative IT production team.
The team closely collaborates with the model development group, desk applications team, and IT department to deliver stable & high quality risk analytics to the trading desks (IR, EQ, FX, INFL, MTG) and risk management department. We are looking for 1 quantitative analyst / strategists to work on solutions that will extend the team's scope and responsibilites. The team in its current shape has been carefully overhauled , so this is an excellent opportunity for a candidate to leave a visible imprint in a business facing role.
Requirements: In depth product knowledge in at least one asset class and of the corresponding pricing models Coding / debugging in C++, Python IT infracstructure (SQL server, DataSynapse grid, ActivePivot) Around 3 years front office experience with an international trading operation are a plus, though experience levels may vary depending on the quality of the candidate. The candidate may come from a desk quant / strategist or FO IT background.
PS.Please read the spec with care and only apply if you precisely match the requirements in the enclosed.
Suitable candidates need to have a EU work permit!
0203 440 5234