Quant Strategist - Portfolio Manager

Quant Strategist - Portfolio Manager Support

We are assembling a strong Quant Technology team to build our next generation in-house analytics and trader support tools. This team will sit under the Fixed Income & Commodities Technology (FICT) group and the role will be focused on providing support to Portfolio Managers. The in-house pricing libraries support trading in Fixed Income, Commodities, Credit, and FX businesses T provides a dynamic and fast-paced environment with excellent growth opportunities.

• Support our EMEA / US based portfolio Managers that are using the new pricing library and help them building out the solution and tools (eg pre-trade, post trade analysis) they need whether in python or excel, as well as answering any question they may have.
• Help on-boarding of new Portfolio Managers to the platform
• Work closely with Quants in London, New York & Geneva
• Enhancing Examples & providing documentation where required

• At least 2+ years of experience working with a pricing library for either Rates or FX Analytics
• Excellent communication skills
• Rates Analytics experience:
  Good understanding of Curve construction Experience with linear and vol products for Developed markets (bonds, swaps, swaptions).
• FX Analytics experience:
  Good knowledge of FX markets conventions Experience with FX vols.
• Good analytical and mathematical skills
• Strong python and Excel experience.