
Global Banking & Markets, Flow Rates Strats, Analyst, London
- London
- Permanent
- Full-time
- Develop and maintain derivatives pricing models across multiple products used on the desks, with a strong focus on developing, understanding and evolving cutting edge curves modelling the ever changing market conditions.
- Building algorithms and models for automated pricing and quoting of derivatives.
- Expand the scope of our automated pricing capabilities to new underliers/payoffs, solving idiosyncratic challenges along the way.
- Be involved with all stages of the software development life cycle with a range of technologies, and collaborate closely with engineering teams who support the underlying infrastructure and frameworks.
- Excellent academic record in a relevant quantitative field such as Finance, Mathematics, Computer Science, Physics or Engineering.
- Experience in object-oriented programming with a language such as Python, C++, Java or Scala.
- Straight out of university or up to 4 years of experience in finance or a cutting-edge technology company.
- Excellent written and verbal communication skills.