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Quantitative Modeller IR-FX

Quantitative Modeller

I am looking for a Senior IRFX Hybrid Quantitative Modeller for one of our Top Tier Banking clients based in the heart of London.

This is a fantastic opportunity for the right candidate to join a rapidly growing organization and to have the opportunity to leave their footprint on future business models used on a global scale.

To be successful in this role you will need a wealth of experience with FX (foreign exchange) and IR (Interest rates) - CMS, Callable products, Inflation, Bonds, Swaps. As well as the technologies; C++, Python and knowledge of Stochastic models.

This role will suit a solid all-rounder, with a breadth of Quantitative experience across different product groups.

Someone who has cut their teeth from the bottom up and relishes the idea of getting stuck into the heart of a project on a daily basis.

This is a Contract opportunity offering up to £850 a day and also offering longevity in the programme of work.

Summary of requirements

  • Front to back knowledge of FX
  • Deep understanding of IR (CMS, Callable products, Bonds, Swaps, inflation, Flow rates, Exotics, Vanilla products)
  • Monte-Carlo
  • Stochastic Calculus
  • Proven experience of Modelling within a reputable Front office Quant team
  • C++ (11+)

If you would like to find out more about this challenging but exciting project, then please don't hesitate to apply!

To find out more about Huxley, please visit www.huxley.com

Huxley, a trading division of SThree Partnership LLP is acting as an Employment Business in relation to this vacancy | Registered office | 1st Floor, 75 King William Street, London, EC4N 7BE, United Kingdom | Partnership Number | OC387148 England and Wales