Interest Rates Quantitative Analyst -VP

Anson McCade
25 Jul 2017
15 Aug 2017
Contract Type

Interest Rates Quantitative Analyst -VP


My client, a top-tier investment bank, seeks a stand out quantitative analyst with 4+ years experience in front office Fixed Income (preferably rates or FX) or CVA.

This team has an exciting mandate with plenty of hands-on modelling and re-profiling work. The successful candidate will come from either structured or flow products and have a MSc/PhD in a quantitative subject from a top-tier university (Oxbridge, Imperial, DEA or Ivy League) along with strong programming experience, preferably C++ or Python.

Essential requirements:

  • Strong programming skills and experience. Preferred programming languages: C++ & Python.
  • Strong quantitative analytic, modelling, pricing and risk management skills and experience.
  • Very good understanding of (all areas of) Rates businesses and markets; experience and skills to solve complex business problems in these areas.
  • Typically Masters or Ph. D. in Math, Physics or Computer Science.
  • Ability to operate as a team player and to communicate effectively across multiple teams and functions.

For more information, contact Cameron Marett at