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Fixed Income Quant Analyst

Huxley Banking & Financial Services

Posted on Mar 31, 2021 by Huxley Banking & Financial Services

New York, NY 10001
IT
Immediate Start
Annual Salary
Contract/Project


Quant Analyst - Long term


A financial client I am working closely with are urgently seeking for a Senior Desk Quant Analyst


It's a long term role working in the City


Requirements


Support flow quantitative models, analytics libraries and tools



  • Support of Flow trading desks on pricing and hedging of flow products


  • Development of models used for pricing and risk management, including PL Explain and capital


Key Skills needed:


. Rates product knowledge - MUST HAVE


* Modelling knowledge, eg HW Model + local FX vol, smile, skew


. Experience in a quant team or as a Desk Quant or research and coding in C++/C#/python, modelling & systems


* Data manipulation and database experience (SQL preferred)


. Strong communication skills to liaise with Quants, IT and Managers


Please note that the documents provided contain generic information. If we are successful in finding you an assignment, you will receive a Key Information Document which will be specific to the vendor set-up you have chosen and your placement.


To find out more about Huxley, please visit our website.


Huxley, a trading division of SThree Partnership LLP is acting as an Employment Business in relation to this vacancy




Reference: 1146711326

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