Senior (VP) Curve Quant Analyst / Interest Rate Swap Curve Quant with C++ skills - FI Front Office Group, Top Investment Bank.
Introduction: Montash have been engaged by a leading investment bank to assist in the acquisition of a senior Quant Analyst who has skills in curve design and construction across a variety of products.
The Organisation: A global Investment Bank, with central operations across the US and UK.
The Team: Part of the Fixed Income Front Office group, specifically the Quantitative Analysis and Development team.
The Role: This individual will be hired specifically to look after curve construction and design, including the modelling of cross currency, tenor and index basis as well as collateral agreements with embedded optionality. The role is dedicated swap curve development and support, working directly with traders, technology, risk management and other quant groups.
The Skills: Strong C++, good maths and analytical skills, and experience of modelling and developing interest rate swap curves in a mature analytics library
The Package: As mentioned this is a Front Office group, so rewards can be exceptional; a competitive base and an uncapped bonus coupled with a strong benefits package equal a fantastic total remuneration
Contact: If this opportunity is of interest, or for more information, please call Paul Kirtley on 0207 749 6060 or email firstname.lastname@example.org
Keywords: Quant, C++ Quant, C++,Quant Analyst, Curve Quant, Curve Construction, Curve Design, Interest Rate Swaps, Fixed Income, Front Office, Analytics, Investment Bank, London