A new and exciting role working as an Interest Rates Derivatives Quant Developer has emerged within a leading top tier bank looking to expand their cutting-edge team at their head-quarters in London. The successful candidate will be given a great deal of responsibility from day one, supporting one of the most successful trading desks in the world. This is a Vice President level role and the successful candidate will be expected to eventually manage a team of their own, reporting directly to the senior Directors.



Responsibilities of the Interest Rates Quant Developer role:

-Developing and maintaining the analytics library.

-Developing and implementing quantitative IR Derivative models to validate different trading strategies.

-Implementing quantitative articles in C++, dealing with volatility spreads and the modelling of implied volatility and other advanced mathematical models.

-Supporting trading and structuring on a day to day basis

-Writing up new products from term sheets, risk reports and integrating them into the global booking system.



Requirements of the Interest Rates Quant Developer role:

-Previous experience on quant desk support.

-PhD in highly quantitative field with a preference on Computational Mathematics or equivalent

-Excellent level of advanced mathematical theory such as stochastic calculus, black scholes, PDE Modelling and large scale Monte Carlo simulations

-Expert knowledge in visual C++/C, Java, Matlab

-Not essential but knowledge in Reuters and Bloomberg is desired.



The Person:

-This individual will be expected to eventually run his/her own team, so strong leadership qualities is essential, and someone who can inspire and motivate those around them.

-Have strong initiative to act on his/her feet, as fast decisions will have to be made.

-The ability to identify and fix problems quickly in a fast paced, exciting environment.

-Enthusiastic and driven to succeed as this Investment bank are looking for individuals to drive the business forward into the future.



To apply for this Front Office Quant Analyst role please press the apply button or call 0207 019 4137.