
Global Banking & Markets - IRP Volex Desk Strategist - Analyst - London
- London
- Permanent
- Full-time
- Development of pricing models for derivative products within the interest rate options and exotics sphere;
- Collaboration with trading and structuring in analysis of trade ideas;
- Development of analytical tools and infrastructure to assist on core trading activities such as quoting, valuation and risk management;
- Collaboration with adjacent teams on optimizing real-time infrastructures for pricing and risk calculations;
- Development of market-making tools and bid-offer generation, using state-of-the-art in-house technology;
- Academic background in a quantitative field such as mathematics, physics, statistics, or computer science;
- Experience in object-oriented programming with a language such as C/C++/C#/Java/Python or equivalent language;
- Excellent verbal and written communication skills;
- Interest in working with front office programming of financial models and strategies;
- Up to 3 years of experience with financial markets; experience with interest rates is a plus;