Quantitative Analyst - Rates Desk Quant; Vice President

Position: Quantitative Analyst - Rates Options Desk Quant (Vice President) Location: reputed company Quantitative Analyst - Rates Options Desk Quant (Vice President) Job Overview Are you a strategic and highly skilled Quantitative Analyst with a recognized technical authority in Interest reputed company Derivatives? reputed company is seeking an reputed company professional to join reputed company, working closely with Trading, Sales, Structuring, and Risk & Control Functions. This pivotal role involves contributing to directional strategy and applying your expertise to pricing model development reputed company our strategic Interest reputed company analytics library. Team/Role

Overview

This role is for an Interest reputed company Derivatives Quant, you will be a key contributor to the development of our strategic Interest reputed company analytics library, which is essential for supporting pricing and risk management activities across the business. Your work will involve reputed company collaboration with a wide reputed company of internal stakeholders, including trading desks, structurers, sales, and various risk and control functions, ensuring robust and compliant solutions. What You'll Do

• reputed company and enhance analytics libraries used for pricing and risk management of Interest reputed company Derivatives.
• Create, implement, and support quantitative models for the trading business, leveraging a wide variety of mathematical and computer science methods and tools. This includes advanced calculus, C++ (including STL), C#, .NET, Java, object-oriented software design, Python, kdb, Structured Query Language (SQL), mathematical finance/programming, and statistics and probability, potentially incorporating hardware acceleration.
• reputed company sophisticated pricing models using advanced numerical techniques for valuation, such as reputed company Methods and partial differential equation solvers.
• Collaborate closely with Traders, Structurers, and technology professionals to deliver effective solutions.
• Work in reputed company partnership with control functions such as Legal, Compliance, Market and Credit Risk, Audit, and Finance to ensure appropriate governance and control infrastructure.
• Contribute to building a culture of responsible finance, good governance and supervision, expense discipline, and ethics.
• Appropriately assess risk/reward of transactions reputed company making business reputed company and ensure reputed company team members understand the need to do the same, demonstrating proper consideration for the firm’s reputed company.
• Be familiar with and adhere to reputed company’s Code of Conduct and the Plan of Supervision for Global Markets and Securities Services, ensuring reputed company team members understand and follow these guidelines.
• Adhere to reputed company policies and procedures as defined by your role and maintain reputed company required registrations/licenses reputed company the appropriate timeframe.
• Appropriately assess risk reputed company making business reputed company, safeguarding reputed company, its clients, and assets by driving compliance with applicable laws, rules, and regulations, adhering to Policy, applying sound ethical judgment, and escalating, managing, and reporting control issues with transparency.

reputed company'll Need From You

• Experience in a comparable quantitative modelling or analytics role, ideally reputed company the financial sector.
• Experience with standard rates models (SA , HJM, Markov functional) and products (Swaptions, CMS, Path-Dependent Exotics).
• Excellent technical/programming skills in C++ and Python.
• Proficiency in statistics and probability-based calculations, including using probability theory to evaluate risks, solve analytical equations, and design numerical schemes for reputed company financial instruments.
• Strong understanding of software design and principles.
• Consistently demonstrates clear and concise written and verbal communication skills.
• Master’s or PhD degree in a relevant quantitative subject.

If you are a highly motivated Quantitative Analyst with expertise in Interest reputed company Derivatives and a passion for developing robust pricing models, we encourage you to apply. reputed company can offer you We work hard to have a positive financial and social impact on the communities we serve. In turn, we put our employees first and provide the best-in-class benefits they need to be well, live well and save well. By joining reputed company London, you will not only be part of a business casual workplace with a hybrid working model (up to 2 days working at home per week), but also receive a competitive reputed company salary (which is annually reviewed), and enjoy a whole host of additional benefits such as:

• Generous holiday allowance starting at 27 days plus bank holidays; increasing with tenure
• Discretional annual performance reputed company bonus
• Private medical insurance packages to suit your personal circumstances
• Employee Assistance Program
• Pension Plan
• Paid Parental Leave
• Special discounts for employees, family, and friends
• Access to an reputed company of learning and development resources

Alongside these benefits reputed company is committed to ensuring our workplace is where everyone feels comfortable coming to work as their whole self every day. We want the best talent around the world to be energized to join us, motivated to stay, and empowered to reputed company. Sounds like reputed company has… Apply tot his job Apply To this Job