VP Quantitative Analyst

Vacancy detailVP Quantitative Analyst
120, GBP+ Bonuses Onsite WORKING

Location:

Central London, Greater London – United Kingdom Type:
Permanent VP Rates Options Quantitative Analyst - London Team/Role Overview:

Our client is seeking an Interest Rate Derivatives Option Quant. Successful candidates will become a key contributor to the development of their strategic Interest Rate analytics library, which is essential for supporting pricing and risk management activities across the business. Your work will involve close collaboration with the trading desks to develop novel risk management and market making tools.

What You'll Do:

Develop and enhance analytics libraries used for pricing and risk management of Interest Rate Derivatives.

Create, implement, and support quantitative models for the trading business, leveraging a wide variety of mathematical and computer science methods and tools. This includes advanced calculus, Python and C++.Develop sophisticated pricing models using advanced numerical techniques for valuation, such as Monte Carlo Methods and partial differential equation solvers.

Collaborate closely with Traders, Structurers, and technology professionals to deliver effective solutions.

Desirable

Experience:

Experience in a comparable quantitative modelling or analytics role, ideally within the financial sector.

Experience with standard rates models (SA , HJM) and products (Swaptions and CMS Caps).Excellent technical/programming skills in C++ and Python.

Proficiency in statistics and probability-based calculations, including using probability theory to evaluate risks, solve analytical equations, and design numerical schemes for complex financial instruments.

Strong understanding of software design and principles.

Consistently demonstrates clear and concise written and verbal communication skills.

Master’s or PhD degree in a relevant quantitative subject.

Reference: AMC/KSU/QR/CR/001#kasu Apply for this vacancy

Your CV will be sent to the selected department. At no time will your CV be sent outside of Anson McCade without your authorisation.
* Mandatory field.

Your name
* Your surname
* Your email address
* I confirm I currently have the right to take full time employment at the location for which I am submitting my CVPlease state the locations where you currently have the right to take full time employment

Attach a file (Word or PDF only accepted)
Message Prior to submission of this form, the user acknowledges and accepts Anson McCade's Terms and Conditions of Use + Privacy Policy + Data Protection Compliance Statement
* I acknowledge and accept
Trustpilot Our Offices Vacancy search

Search all the vacancies on Anson Mc Cade

Select a Practice Area
Quantitative Research, Trading & Risk
Digital + Analytics
Information Technology + Cyber Security
Business Change and Transformation + Strategy
IT / Software Sales
Internal Positions at Anson McCade