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    Mis à jour le vendredi 25 mai 2012   

 
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Front Office Flow Interest Rates Quant Analyst-London





Circa: £100,000 + Significant Bonus

Experienced Front Office Interest Rate Quantitative Analyst wanted to cover flow products.

My client is looking to bring on at least two individuals into the group. Their Rates Derivatives trading desk is one of the fastest growing in the world and they are now looking for an experienced and talented candidate to join the Front Office desk.
The successful candidate will have experience working with Flow Interest Rate products and is looking to join a dynamic and fast paced environment. The team has expanded rapidly over the last 12 months and they are now looking for someone to come in at a senior level with the idea that they will progress quickly and eventually head up the team. 
Therefore the candidate must be able to take the initiative from day one and be ready to take on a great deal of responsibility.


Responsibilities:

-Working with and supporting the Flow Interest Rates trading desk on a day-day basis, sitting closely next to them and ensuring the models are being used effectively.
-Perform and maintain review for counterparties.
-Proactively monitor market trends and potential Interest Rate events to provide insights on managing exposures.
-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.

Ideal background of the successful candidate:

-Solid experience and knowledge of Flow Interest Rate and vanilla products. Those from an investment bank environment will be at an advantage.
-PhD in Maths/Physics/Financial Engineering from a top-school.
-Exceptional coding skills and solid programming skills, e.g. C++, VBA.
-Excellent level of Financial Mathematics i.e. stochastic calculus, PDE modelling, binomial trees, etc.

To apply for this position please contact us by submitting your CV in word format by email or alternatively phone us on +44 207 019 4137

Apply by email.
Please do not modify the subject of the mail or your application will not be considered.
 

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