My client is looking for an Interest Rate Quant Analyst.
You will be joining their Global Markets Quantitative Research division headed in charge of the modelling, pricing & risk management developments for the entire offering of products within the Global Markets activity. The team operates globally with representatives in London, Paris, Asia and New York and plays a critical role in providing innovative solutions.
The role being offered is to participate in major multi-faceted re-engineering project and work within the Global Markets Quantitative Research Transversal Architecture team to develop our Flow Rate Risk and P&L Explain analytics library to the evolutions of the Global Markets environment. The job covers the following tasks with the prioritisation being done by the quant team.
This role will require both a very strong level of C++ as well as a good knowledge of risk and P&L Explain for Fixed Income IRFX products.
If you are interested in hearing more or know anyone who may be please get in touch.
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