One of the few hiring within the Rates and Inflation space, this is a rare opportunity for a quantitative analyst to move into a level of seniority and continue working on Interest Rates and Inflation derivatives whilst gaining experience across all other major asset classes.

As part of a team of strong Quantitative Analysts you will be responsible for the design, development and support of all real-time pricing applications across over 20+ trading floors world-wide. Requirements for this role – PHD or equivalent, Experience in modelling interest rate derivatives is essential. C++, C#, VBA essential technical skills in this role.

Requirements:

* Experience building derivative pricing models and risk models used by a front office rates or inflation trading desk.

* Quantitative background, with a PhD or equivalent in Physics/Math/Engineering

* Strong programming ability in C++ and Java.

* Excellent financial mathematics with hands on experience working with complex techniques; stochastic volatility, large scale monte carlo etc.

If you have these skills and would like to work for an organisation enjoying a phenomenal rate of business expansion world-wide call Yinka now 02078031700