Senior Fixed Income Financing Quant VP – Pricing Analytics

Morgan McKinley; Greater London; On-site; GBP 80,000 - 120,000; Full time

Job summary

Morgan McKinley in London is seeking a quantitative finance professional to support pricing analytics and tool development. You will work under the Head of Financing Quants, enhancing interfaces and coordinating with quants across locations.

The role requires strong mathematics, expertise in Python and C++, and experience with Fixed Income and derivatives. You will also model non-liquid collateral and help optimize capital and liquidity.

Qualifications

• Finance/econometrics background required or strongly preferred.
• Strong mathematics and numerical techniques are essential.
• Experience with Python and C++ in a quantitative research context.

Responsibilities

• Maintain and enhance pricing analytics and coordinate with quants in other locations.
• Develop, test and support tools based on analytics libraries.
• Collaborate with IT, Market Risk, Trading and Sales on requirements and delivery.
• Model and price Fixed Income, Equity and Commodity products; research non-liquid collateral.
• Contribute to optimization of resources, capital and liquidity through quantitative methods.

Skills

Python

C++

Quant research

Fixed income

Derivatives

Stochastic calculus

Mathematics

Numerical methods

Education

Finance / Econometrics

Job description

Morgan McKinley in London is seeking a quantitative finance professional to support pricing analytics and tool development. You will work under the Head of Financing Quants, enhancing interfaces and coordinating with quants across locations.

The role requires strong mathematics, expertise in Python and C++, and experience with Fixed Income and derivatives. You will also model non-liquid collateral and help optimize capital and liquidity.