Quantitative Analyst - C+ and Linear Rates

Quantitative Analyst - C++ and Linear Rates

Financial Services Firm is hiring for a Quantitative Analyst with strong Linear Rates experience, C++ and SABR/curve construction experience. This is a permanent role based in the City. Salary range is between £90K - £120K + Bonus and Benefits, depending on skills and experience.

Experience includes:

1. Strong Linear Rates expertise
2. Experienced in C++
3. Strong Model Validation background
4. Curve building and calibration, SABR, volatility modelling.
5. Previous FO Strat/Quant Analyst experience

You will ideally hold a relevant degree in a numerate subject such as Mathematics, Financial Mathematics, Physics, Engineering with at least 5-8 years experience as a C++ and Rates Quantitative Analyst. Strong mathematical skills required for this role.

Please apply for immediate interview!