Quantitative Analyst - Financial Services Quantitative Analyst - Financial Services …

Twenty Group
in London, Vereinigtes Königreich
Befristete Anstellung, Vollzeit
Letzte Bewerbung, 21 Jan 21
110000
Twenty Group
in London, Vereinigtes Königreich
Befristete Anstellung, Vollzeit
Letzte Bewerbung, 21 Jan 21
110000
Gepostet von:
James Morgan • Recruiter
Gepostet von:
James Morgan
Recruiter
I have multiple quantitative analyst roles for a leading investment bank. The firm has multiple projects covering a range of quantitative analysis skills.

Multiple Roles with a focus on C++, Python, VBA, Excel Macros. 

To be able to understand how flow product pricing works (eg. how to price a swap / a swaption) and to be knowledgeable in Excel. Depending on traders’ specific needs, this person might also have to enhance the spreadsheets. Also able to understand as well the implications from a security point of view (eg. having one spreadsheet used by two entities means some access restriction needs to be put in place regarding market data / trades loading).

Knowledgeable about quantitative modelling, have a good understanding of IR volatility.

Knowledgeable of basic products (eg. swaps, swaptions / knowing more complex products like rates exotics is a plus), and how basic risks are computed. A good understanding of curve construction would be useful. 

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