VP Quantitative Analyst

Anson McCade London, United Kingdom

Posted 16 days ago Permanent ££120,000 - £ 180,000 GBP

££120,000 - £ 180,000 GBP

+ Bonuses

Onsite WORKING

Location: Central London, Greater London - United Kingdom Type: Permanent

VP Rates Options Quantitative Analyst - London

Team/Role Overview:

Our client is seeking an Interest Rate Derivatives Option Quant. Successful candidates will become a key contributor to the development of their strategic Interest Rate analytics library, which is essential for supporting pricing and risk management activities across the business. Your work will involve close collaboration with the trading desks to develop novel risk management and market making tools.

What You'll Do:

Develop and enhance analytics libraries used for pricing and risk management of Interest Rate 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, Python and C++.
Develop sophisticated pricing models using advanced numerical techniques for valuation, such as Monte Carlo Methods and partial differential equation solvers.
Collaborate closely with Traders, Structurers, and technology professionals to deliver effective solutions.

Desirable Experience:

Experience in a comparable quantitative modelling or analytics role, ideally within the financial sector.
Experience with standard rates models (SABR, HJM) and products (Swaptions and CMS Caps).
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 complex 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.

Job ID AMC/KSU/QR/CR/001_0_104047

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ABOUT COMPANY

Anson McCade

London, United Kingdom

90 Employees HR & Recruitment

Anson McCade is a specialist recruitment agency focusing on four primary sectors: Quant Research, Trading & Risk; Digital & Data Analytics; IT & Cyber...

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