Tier 1 global investment bank with a significant global reach and reputation is seeking an exceptional Front Office Quant Analyst, with a passion for problem solving and instant recognition to join their rapidly developing Exotics Rates team.
This position is located on the world's leading global trading floor, physically sitting directly next to an MD in FICC global trading (reporting directly to him).
You will need to be an excellent problem solver, able to come up with practical solutions in C++ in a rapid environment among the world's most prestigious trading teams.

Required skills:
-Strong C++ development skills.
-Broad technology skills, and the ability to learn new skills very quickly.
-PhD in a Mathematical discipline from a top school/university.

Responsibilities:
-Implementing IR stochastic volatility models in C++,
-Development of new models and pricing algorithms,
-Implementing pricers for IR Volatility/Variance products,
-Support for IR Exotic Trading and Structuring Desk.

The Person:
-The ability to identify and fix problems quickly in a fast paced, exciting environment.
-You will begin working with the current position holder, to learn directly from previous incumbent for short period.
-Ability to act as a conduit between the business and senior members on the desk.
-Instant implementation of your work, with immediate and visible results and instant feedback.

To apply please press the apply button or call 00 44 207 019 4137