Jobs

Credit Quant Analyst

Quant Analyst Buy Side Fixed Income

Quant Capital is urgently looking for a Fixed Income Quant Analyst to join our high profile client in their main development team.

Our client is one of the largest Quant Investment managers globally, with around £20 billion under management. They are mainly quant based but have High frequency and systematic exposure. The role sits with the trading team on the bleeding edge of technology as well as execution.

This is an environment of science and intellectuals. The firm is known globally for its attitudes and rigour more importantly, you will be surrounded by smart people deeply interested in teaching what they know, and in learning from you.

This is a new FI Quant Technology team created to build the next generation in-house analytics and trader support tools. The Engineer will help develop and maintain the in-house pricing modes to support trading in Fixed Income, Commodities, Credit, and FX.

Responsibilities:

  • Work closely with Quants globally and participate in the development of our in-house pricing models
  • Help with the overall design of the pricing models within the firm

Quant Analysts Must Ideally Have:

  • Substantial experience with developing Credit Derivative pricing models
  • In depth understanding of credit products, including CDS, Credit index and Options, CDO Tranches, Corporate Bonds.
  • Knowledge of other asset classes, including Interest Rate, FX is a plus.
  • Strong analytical and mathematical skills
  • Strong problem solving capabilities
  • Substantial modern C++ programming experience
  • Detail oriented, organized, demonstrating thoroughness and strong ownership of work

 

You will be joining a progressive and exciting company committed to excellence. They offer an excellent working environment with ongoing training and a structured career path. You can also expect an excellent salary and benefits package, flex working. Including Options from day 1.

The firm has a reputation for bright minds and interesting ideas for Alpha generation. Technology plays a serious part to their business in an operation that runs 24/7 globally. You will play a serious part in making the London office more efficient in its execution.

The environment is that of Facebook or Google, relaxed open with time to think and make the right decisions. The atmosphere is calm and relaxed with an open dress code. This is a role for techies, those who are motivated by the sharp end of technology and the possibility of making serious money doing something you are passionate about.

My client is based in London

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Position
Quant Analyst
Location
Mayfair, London