Quantitative Analyst - C++ and Linear Rates

TN United Kingdom; London; On-site; GBP 90,000 - 104,000; Full time

Job summary

An established industry player is seeking a Quantitative Analyst with expertise in Linear Rates and proficiency in C++. This permanent role in the heart of London offers an exciting opportunity to work on curve construction and volatility modelling. With a focus on strong mathematical skills and a solid background in model validation, this position is ideal for candidates with 5-8 years of experience in quantitative analysis. Join a dynamic team and contribute to innovative financial solutions while enjoying a competitive salary and benefits package.

Qualifications

• 5-8 years of experience as a C++ and Rates Quantitative Analyst.
• Strong mathematical skills are essential for this role.

Skills

Linear Rates expertise

C++ proficiency

Model Validation

Curve building and calibration

SABR and volatility modelling

FO Strat/Quant Analyst experience

Education

Degree in Mathematics

Degree in Financial Mathematics

Degree in Physics

Degree in Engineering

Job description

Quantitative Analyst - C++ and Linear Rates, London

Financial Services Firm is hiring for a Quantitative Analyst with strong Linear Rates experience, C++, and SABR/curve construction expertise. This is a permanent role based in the City. Salary range is between £90K + Bonus and Benefits, depending on skills and experience.

Experience includes:

• Strong Linear Rates expertise
• Proficiency in C++
• Model Validation background
• Curve building, calibration, SABR, volatility modelling
• Previous FO Strat/Quant Analyst experience

You should ideally hold a relevant degree in a numerate subject such as Mathematics, Financial Mathematics, Physics, or Engineering, with at least 5-8 years of experience as a C++ and Rates Quantitative Analyst. Strong mathematical skills are essential for this role.

Please apply for an immediate interview!

The JM Longbridge Group operates as an Employment Agency for permanent positions and as an Employment Business for interim/contract/temporary roles. We are an Equal Opportunities employer and encourage applicants from all backgrounds.