A new opportunity has become available for an experienced Fixed Income Quant Specialist within our highly respected client in the front office Quant Research department. The role exists in a dynamic and collegiate team environment of Quant analysts, engineers and developers engaged in researching, designing and building core infrastructure that is utilised globally and extensively by the bank across Trading, Sales, Capital Markets and Treasury activities.
The primary purpose of this role is to provide front-line development and support for the suite of Fixed Income applications used globally by trading and sales and requires a thorough understanding of Fixed Income products, in particular, Fixed Coupon Bonds and Floating-Rate Notes. In addition, a good working knowledge of interest rate products such as Swaps, FX Forwards and Options is highly desirable. The successful candidate must be able to demonstrate experience in delivering scalable and robust solutions to broad groups of users in this space.
The team operates at an exceptionally high standard, therefore, the successful candidate must be able to demonstrate excellent development skills particularly in Excel / VBA and C#. This is a rare opportunity to learn and grow in a fast-paced Front Office trading environment.
- Demonstrate a thorough understanding of the following Fixed Income products:
- Fixed Coupon Bonds
- Floating Rate Notes
- Interest Rate Swaps
- Interest Rate Options
- FX Forwards
- Market Conventions
- Relative Value Measures
- Callability and Redemption
- Clarity in both written and spoken communication
- Ability to listen
- Ability to process complexity and “boil down” to simple, clear terms
- Team-player – sharing ideas, effort and success
- Disciplined and careful approach to software development
- Natural critical thinker and problem solver
- 5+ years’ experience in financial markets, predominantly in the Fixed Income / Rates space.
- Experience delivering and supporting high-quality Excel / C# applications to front-office users.
- A work history that demonstrates the ability to work constructively within a larger inter-disciplinary team.
- Undergraduate degree level or above in a numerate discipline (Maths, Computer Science, Engineering etc..)
- Desirable experience contributing to a proprietary analytics library in a relevant language (C# desirable).