Emerging Markets Quant Researcher (Hybrid, London)

Experis (Austria); Greater London; Hybrid; GBP 144,000 - 188,000; Full time

Job summary

Experis is seeking an experienced Emerging Markets Quantitative Researcher to join its Rates Quantitative Research team in London. The role focuses on enhancing quantitative pricing models for Emerging Markets Rates and FX, working closely with Front Office Trading and IT teams in a fast-paced investment banking environment.

Strong hands-on C++ programming and practical experience with linear rates products are essential, with awareness of Emerging Markets idiosyncrasies and market

Qualifications

• Strong hands-on C++ coding experience.
• Active experience with linear interest rate products and pricing challenges.
• Experience enhancing, maintaining and supporting pricing models.
• Good understanding of Rates products and FX in a financial markets environment.
• Awareness of Emerging Markets conventions and market-specific challenges.
• Experience working with Front Office desking and IT teams.

Responsibilities

• Enhance, maintain and support existing quantitative pricing models across Rates and FX.
• Collaborate with Front Office Trading teams to understand pricing requirements and daily trading challenges.
• Support the development and maintenance of pricing analytics and risk methodologies.
• Work with IT teams on model implementation, production support and technical improvements.
• Translate trading desk needs into effective technical solutions and refine business requirements.
• Contribute to convergence of pricing methodologies across FICC.

Skills

C++ Programming

Linear Rates

Quantitative Modelling

Rates & FX

Emerging Markets

Front Office Exposure

Communication

Job description

Experis is seeking an experienced Emerging Markets Quantitative Researcher to join its Rates Quantitative Research team in London. The role focuses on enhancing quantitative pricing models for Emerging Markets Rates and FX, working closely with Front Office Trading and IT teams in a fast-paced investment banking environment.

Strong hands-on C++ programming and practical experience with linear rates products are essential, with awareness of Emerging Markets idiosyncrasies and market