Quantitative Fixed Income Specialist

Overview

In this role you will design and implement pricing and risk models for multi-asset products, using advanced quantitative methods and production-ready code. You will work closely with engineers in a small team to deliver robust solutions that support transparent, data-driven investment decisions. The position offers hybrid working in London and a chance to shape impactful pricing and risk analytics for a leading financial data network.

Pay / Benefits

• Hybrid working

Responsibilities

• Develop pricing and risk models for multi-asset products
• Implement models using stochastic calculus, PDEs, Monte Carlo, statistics, and numerical methods
• Produce production-ready, object-oriented code
• Collaborate with developers to deliver modeling solutions

Key requirements

• 5+ years in financial markets focused on trading and risk management (fixed income or equities)
• MSc or PhD in a STEM subject
• Strong C++ (C++11/14)
• Some Python
• Version control (Git/Github)
• Experience in yield curves construction
• Knowledge of fixed income performance attribution methodologies

• independent worker
• collaborative in small teams
• ability to work with developers
• C++11/14
• Python
• Git/Github

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