Eligible candidates will have practical working knowledge in:
- Financial models for cash and derivative products in: IR, FX, credit, equities or commodities
- Financial markets, cash and derivative products in: IR, FX, credit, equities or commodities
- Standard derivative pricing mathematics, quoting conventions, operational processes and data requirements.
In addition, candidates will have experience in front office quant in: IR, FX, credit, equities or commodities.
Candidates would also be expected to:
- Have a Masters level or equivalent in applied maths/quantitative finance and/or a scientific background with 3+ years financial modelling with a front office context
- CQF qualification would be advantageous
- Be client facing with the ability to form and present clear and concise arguments, as well as produce professional business documentation
- Be self-driven and to have demonstrated innovative commercial applications of their knowledge within a relevant area of pricing, modelling or risk
- Take part in both pre-sales and project activities, with the aim of progressing towards an SME role
- Experience in writing models in languages, such as: Python, Matlab, R or C++, Knowledge of C# or Java would be a plus
- Maintain their own prototype models or be familiar with standard pricing libraries such as Quantlib.