Quant Analyst – Rates
£170000 Hybrid 3 days a week
Quant Capital is urgently looking for a Quant Analyst to join our high profile client.
A $20billion strong Hedge fund with performance figures of 23%. They trade a number of products across equity and commodities in both high and low frequency strategies. They have the reputation as one of the best funds globally. They use a combination of proprietary data, superior technology, and aggressive execution to achieve their trading objectives.
The successive Quant Analyst will develop and enhance our core Rates Quant analytics library (written in C++) and our front office tools.
The code library provides valuation, risk, scenario and VaR calculations for a wide range of OTC and listed derivatives as well as cash fixed income products in G10 and emerging markets.
The tools use the underlying code to help traders to risk manage positions as well as identify, price and back test potential new trading strategies.
The role will involve regular dialogue with traders, risk managers and other departments.
It represents an excellent opportunity for a Quant to learn how interest rates products are traded from a risk taking perspective whilst working in a dynamic and intellectually challenging environment.
Operations Analysts MUST have:
• A minimum of 3 years as a Quant Analyst or Developer (MUST HAVE)
• Interest Rates experience
• Top Academic Grades from Top 25 Global University (Oxbridge, MIT Etc)
• C++
• Ideally Good programming skills in SQL/ Excel
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.
Operations, Latency, Itivit, OMS, Reuters, tbricks, Linux HPC HFT Operations VBA