A leading Brokerage is looking to expand their offices in Paris. Their Rates sales trading desk is one of the fastest growing in the world and they are now looking for a few experienced front office quants to join their teams. They will be offering the candidate an exceptional training regime which will see them fast-track to managerial level in no time, with their aim to continue to grow the business as they are constantly seeking out ways to expand.
Responsibilities
-Working with and supporting the Interest Rates and fixed income trading desk on a day-day basis, sitting closely next to them and ensuring the models are being used effectively. -Proactively monitor market trends and potential Interest Rate events to provide insights on managing exposures. -Perform and maintain review for counterparties. -Participate in development and enhancement projects. -Adjusting variety of projects -creating pricing models and eventually improving them. -Stress testing current models and identifying any potential risks that might affect the trading products.
Requirements:
-Extensive experience and knowledge of Interest Rate and fixed income Derivatives products. -PhD in Maths/Physics/Financial Engineering from a top-school. -Exceptional coding skills and solid programming skills, e.g. C++, VBA. -Strong knowledge of CMS; Spread Options; SABR models and Inflation derivative models -Excellent level of Financial Mathematics i.e. stochastic calculus, PDE modelling, binomial trees, etc. -Those who can speak fluent French will be at an advantage but is not a compulsory requirement.
To apply for this Front Office Quant Analyst role please email us your Resume and Cover Letter in word format or call 0207 019 4137
Apply by email. Please do not modify the subject of the mail or your application will not be considered.
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