Working on the trading floor, facing off to multiple fixed income portfolio managers / traders, the ‘desk quant’ will work closely with engineering teams to design, build, productionise and calibrate pricing, risk and P&L models. Presenting new ideas to senior stakeholders across the business and project managing engineering teams (rather than writing pricing libraries yourself) is a focal point to the role.
The role is highly visible, autonomous and as a result the progression potential is both high-level and varied, across quant, risk and investment positions.
Candidates should have excellent STEM academics and 3-6yrs experience in quant, risk, model validation or trading roles. A strong knowledge across Rates, Credit and FX products is expected. Existing advanced coding skills are preferred.
The role, with a £80-120k base salary banding, is committing to offering the successful hire a strong increase on his/her current base. Being part of the front office bonus pool, a strong performer will receive a very large % of salary as a year-end bonus.