A leading Investment Bank is looking to expand their offices in London and New York.
Their Rates Options 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 of Front Office IR Options Derivatives Quant Analyst role:
-Working with and supporting the Interest Rates Options 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.
-Identify and report risk issues to management and recommend risk mitigation action.
-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 for of Front Office IR Options Derivatives Quant Analyst role:
-PhD in Maths/Physics/Financial Engineering from a top-school.
-Extensive experience and knowledge of Interest Rate and Option Deivatives products. Those from a top-tiered bank will be at an advantage.
-Exceptional coding skills and solid programming skills, e.g. C++, VBA.
-Strong knowledge of general Interest Rates models.
-Experienced team leader, who  has managed their own team in the past.
-Excellent level of Financial Mathematics i.e. stochastic calculus, PDE modelling, binomial trees, etc.

The Person:
-Leadership qualities essential, as the candidate will be expected to manage and oversee a large team in London (and potentially be responsible for those in France).
-Have strong initiative to act on his/her feet, as fast decisions will have to be made.
-Enthusiastic and driven to succeed as this Investment bank are looking for individuals to drive the business forward into the future.

Key words: Front Office Quantitative Analyst; Derivatives; Options; Exotics; Interest Rates; Vice President; Europe; London; C++; Managing Director; Trading; Traders.

To apply for this Front Office Quant Analyst role please press the apply button or call 00 44 207 019 4137.