IR Quant Analyst - London - Global Investment Bank
Montash have been engaged by a Global Investment Bank, who require an Interest Rate Quant Analyst based in London for 6 months Highly likely you will be extended.
Global Markets Quantitative Research is tasked to build along with the Global Markets IT a new architecture to streamline and harmonize the pricing, risk and P&L chain for interest rate, FX and credit flow products.
The role being offered is to participate in this major multi-faceted re-engineering project and work within the Global Markets Quantitative Research Transversal Architecture team to adapt our existing FO Rate Risk and P&L Explain platform
Main responsibility for the Quant Analyst
- Become familiar with Risk and P&L Methodology and align when necessary the implementation
- Keep up to date with evolution of our pricing models, understand the associated risk factors and adapt Risk and P&L Explain calculation accordingly
- Take ownership of analytics used in the existing FO Rate risk and P&L explain platform and drive their evolution and permanent improvement
- Define and implement evolution roadmap for the platform from the current architecture toward target one
- Increase coverage of the platform and help roll it out to users not yet on-boarded (typically in regions)
- Generally work in collaboration with IT to ensure high level of availability of the platform
- Assist traders when they require expert inputs to help them understand their P&L and risks
Essential skills for the Quant Analyst
- Strong knowledge of fixed income flow products
- extensive experience with C#
- Participation in large scale projects
- Object oriented programming
- MVVM Architecture
- Comfortable with large scale libraries and working with different profiles (quants, IT etc.)
- Ability to propose new design patterns and architectures with a strong emphasis on clean and ordered code with a focus on industrialization.
- Prior experience in front office quantitative research is mandatory
This is a unique opportunity to work on a major re-engineering plan with very ambitious targets and requires a significant number of experts to work together and deliver this new platform. Please call me on 0207 014 0239 or Email Ashleya@montash.com