A top tier bank is looking for a Front Office Model Quant to join their team in London or Paris.
They are looking for 2 Quantitative Analysts, one for FRTB and one for IBOR.
In both cases the roles are about evolving the model library, hence they need experienced Quants developing Front Office libraries in C++, with a background in Mathematical finance. Role location could be London or Paris.
- Design and development of Fixed Income pricing library for front office applications: linear rates products, structured rates products, XVA, light rates/credit hybrids
- Design model solutions supporting business objectives, based on latest model developments in the industry and on innovation
- Being a reference in items of knowledge of the models and techniques used by the industry, keeping ahead of future developments by performing relevant research work
- Strong C++ programming skills (5 years minimum)
- Strong Modelling experience
- Strong knowledge of fixed income and interest rate products
- Graduate in applied mathematics, quantitative finance or related scientific area
- Deep understanding of the theoretical grounds of quantitative finance and of the corresponding mathematical framework
- Good understanding of market mechanisms
If you are interested in this role, please apply below or contact me for more information.
Eames Consulting is acting as an Employment Business in relation to this vacancy.