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Form of work
SalaryOur leading Investment Banking client are looking for a talented Rates Quantitative Analyst to implement new exotic options pricing frameworks for Interest Rate products to support their growing product range. You'll be working with Trading and Structuring to communicate model usage and features to support functions.
This is an amazing opportunity to work for a leading Bank in a very supportive and high performing team.
The following skills / experience is essential:
- Previously worked on exotic Interest Rate models or strong PhD background
- Working knowledge of CMS structures is highly desirable.
- C++ and Windows.
- Understanding of Monte-Carlo simulation
Salary: Up to £150,000 + bonus + package
Location: London (work from home options available
If you are interested in this Rates Quantitative Analyst position and meet the above requirements please apply immediately.
