Exotic Interest Rate/Hybrids Desk Quant Developer (London, UK)
My client is one of the leading investment banks in the world. With offices around the world they are one of the largest Interest Rate and Hybrid trading houses in the world.
The head of Exotics trading for London is looking for a quantitative developer to work in the analytics team on spreadsheet support of hybrid trading desk. The team is geared to support and develop analytics used (across the bank) and more specifically for the rates trading desk in London. They have a vacancy for a spreadsheet expert who will use the current addins and the exotic quant library to produce and support spreadsheets for an exotics hybrid trader. They are currently working on revamping there rate analytic addins global and the person would also be expected to be involved in some capacity with this project.
You will also be responsible for the following;
Quantitative Support of Exotics Interest Rate Traders
Development of addins/excel solutions for hybrids desk
Support of addins/excel solutions
General trader support
You must have the following experience as a minimum;
3 years minimum experience of working on an exotics desk doing quant development
Expert in Excel and production of addins
Expert VBA/VB
C# would be an advantage
Expert knowledge of Exotic Interest Rates
1st in Maths, Msc or PhD in Maths or related subject
Excellent business and technical background with some fixed income or ideally Hybrids knowledge gained through practical experience of supporting a trading desk. The preferred candidate ideally is currently working in a securities house. The job involves extensive interaction with the exotic rates desk.
Recruiter: Phi Partners
Type: Recruitment Agency
Website: http://www.phipartners.com
Contact: Des Stockdale
Email: ds@phipartners.com
Telephone: 44 207 618 6447
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