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IR Quant Analyst - London - Global Investment Bank

  • Location

    London, England

  • Sector:

    Information Technology

  • Job type:

    Contract

  • Salary:

    £650 - £675 per day

  • Contact:

    Ashley Andrews

  • Contact email:

    AshleyA@montash.com

  • Salary high:

    675

  • Salary low:

    650

  • Job ref:

    QA-BN25802_1509552083

  • Published:

    7 months ago

  • Duration:

    6 months

  • Expiry date:

    2017-11-08

  • Startdate:

    ASAP

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