Senior Quantitative Analyst - Interest Rates/ Credit

Location: City of London, London Salary: £750 - £900 per day + Rolling
Sector: IT, Banking IT, Credit Analysis Type: Contract

Quantitative Modeller

I am looking for a Senior Quantitative Analyst 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 within; Front office Quantitative research teams, expert knowledge of Credit and/or Interest rate products i.e.(flow rates, CMS, Callable products, Bonds, Swaps, Inflation). As well as 7+ years exposure to C++.

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

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 £900 a day and also offering longevity in the programme of work.

Summary of requirements

  • Front to back knowledge of Credit/IR (Interest rates, Flow rates, CMS, Callable products, Bonds, Swaps, Inflation)
  • Monte-Carlo
  • Stochastic Calculus
  • Proven track record within a reputable Front office Quant research team
  • C++ (11+) - 7 years minimum experience.
  • CUDA (Nvidia, HPC, GPU, CPU) - bonus

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

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