Quantitative Analyst (IR & FX)

Role: Quantitative Analyst Client: Leading Investment Bank Business Area: Interest Rates & Fixed Income Contract Role : DOE Location: London, full time. We are currently partnering with a leading investment bank in their search for a Quantitative Analyst. This role requires a Quantitative Analyst to develop and apply mathematical models, data-driven strategies, and analytical tools to support trading, risk management, and investment decisions. Skills • Providing quantitative support to all the users of the internal pricing library. • Engineer new models and improve the existing ones • Develop new products and payoffs • Improve the client tools in particular rationalize Excel spreadsheets and be involved in next generation of tools Key Requirements • 2-7 years experience in a similar quant role. • Experience around quantitative challenges around structured products (preferably IR and FX asset classes). • Advanced development skills (C# or Python) from implementation and support of official models used for books and records. • Familiarity with trading desk support and supporting business requests.