The Quant Analytics team within the Investment Team is responsible for the maintenance and improvement of the firm's core analytics library. This includes pricers, models, risks and trade analysis tools. As part of a well-defined rotation, Quant Analysts are also the first line of support to the business when it comes to all the derivatives pricing and risks used by the firm. As a Fixed Income Quant Analyst, you will be involved in various projects, including:
- Help maintain the risk and P&L explain system.
- Working on pre and post-trade analysis trading tools and spreadsheets (P&L breakdown, trade idea generation, screening for interesting opportunities).
- Coding design and architecture of parts of the pricing library.
- Support with building and maintaining new models for pricing and risk management of the book.
The successful candidate will have:
- Excellent academics, maths, programming skills and market understanding with a practical approach to problem solving.
- A Levels at grade A*/A and a 1st class degree in a numerate field from a Russell Group University (or equivalent international secondary/tertiary education).
- A strong interest in working on all aspects of a quant project from start to finish, including understanding the business problem, modelling and solving the resultant maths problem, sourcing any required data, and then coding the production solution and contribute in improving the cross-asset Quant library.
- Minimum 3 years’ experience in object-oriented programming in an enterprise-level code base, ideally one of C#, C++ or JAVA.
- Minimum 2 years’ experience with flow Fixed Income derivatives and an intuitive understanding of derivatives.
- Excellent communication skills and a pragmatic problem solver.