Direct message the job poster from Radley James
Managing Director | Senior Headhunter specialising in Technology and Quant Trading at Radley James
Top tier 1 bank is looking to hire a talented VP level Quant Analyst with broad experience in the fixed income universe, ideally with a good understanding of commodities, to join its team in order to accelerate the delivery of several key mandates.
The role will involve designing, developing, testing and documenting various models developed to the banks standards and to develop technical solutions for the users as required (Trading desks, Product Control, Traded Risks, etc.).
What we’re looking for:
- Demonstrable experience working as a Quantitative Analyst developing models in quantitative finance
- An advanced degree in Maths, Physics or similar from a recognisable university.
- Knowledge of the standard pricing models used in the investment banking industry (Black-Scholes, Bachelier, local and stochastic volatility models, HJM framework…).
- C++ experience (preferably using Visual Studio), with some knowledge of modern C++ (at least v11).
- Familiarity with commodities and/or rates products and associated models
- Solid background in quantitative finance: stochastic calculus, partial differential equations, no-arbitrage valuation, numerical analysis.
- Some knowledge of Python and/or Excel
- Experience with version control systems (such as Git) and distributed software development process.
This is a hybrid role based in London. Compensation is highly competitive and contingent on experience.
Seniority level
Mid-Senior level
Employment type
Full-time
Job function
Finance
Industries
Investment Banking, Financial Services, and Investment Management
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