• The role came about from growth and will join a team of 6 based in London.
• Salary depends on the candidate with a range of £120k - £160k. (negotiable)
• The focus will be Commodities or Rates with the scope to later work across other asset classes.
• Experience with commodities would be ideal but this is an opportunity for somebody to move into this space.
• The hiring manager is open to other asset classes as long as you're looking for more exposure and for somebody who's ready to learn.

See JD below and happy to provide further details if you're interest.

Role Accountabilities:

• Design, develop, test, and document quantitative models in line with the banks standards.
• Provide technical solutions to support users such as Trading desks, Product Control, and Traded Risks.
• Analyze and resolve issues identified in existing models.

Essential Skills & Experience:

• Proven experience as a Quantitative Analyst, with expertise in developing financial models.
• A degree in Mathematical Finance, Science, or Mathematics from a top-tier university.
• In-depth knowledge of industry-standard pricing models such as Black-Scholes, Bachelier, local and stochastic volatility models, and the HJM framework.
• A good understanding of modern C++ with preference to include Visual Studio.
• Solid understanding of stochastic calculus, partial differential equations, no-arbitrage valuation, and numerical analysis.
• Familiarity with Rates/Commodities Products and Models. As mentioned above, you can apply if you have worked in other asset classes and would like to learn in this space.

Knowledge of instruments used in FICC (Fixed Income, Currencies, and Commodities) businesses.

Technical Skills:

• Strong expertise in C++ (C++11 or beyond).
• Proficiency in Python and Excel.
• Experience with version control systems (Git) and distributed software development processes.
• Soft Skills:
• Ability to manage multiple deliverables in a fast-paced environment.
• Proven problem-solving skills and attention to detail.

Unfortunately visa sponsorship will not be provided for this role.

Please only apply if you have the RTW in the UK.

I look forward to your application -