Quant Analyst Fixed Income

Quant Capital is urgently looking for a Quant Analyst to join our high profile client.

Our client is a 20 man start up who have created a market leading product in the financial data market. Details of the full ideas of the company are protected by a Non Disclosure agreement but they are at the bleeding edge of not only product ideas but also technology and data manipulation.

This innovative start-up is pioneering a new concept for the financial markets. The most important part of their product will be the enterprise-grade technology platform. This is a unique green field opportunity that will allow you to play a part in shaping the future of finance and be rewarded accordingly.

You will be optimizing the portfolios of some of the worlds major pension funds and banks via a brand new cross asset optimization and risk management tool. This will involve pricing and modeling.

This role is second to the CEO and allows the Quant to take responsibility for modeling fixed income curves in a new way. The product covers multiple asset classes and is based around portfolio construction and risk. The Quant will be involved in Model Val, Pricing, yield and volatility modeling.

Candidates Must Have:

• PhD in Maths Stats or Comp Sci
• Broad knowledge of Credit Rates and FX
• 5 years experience in a Bank or Fund
• Stochastic Calculus
• VAR
• Probability
• Pricing
• Experience in risk modeling and Portfolio construction

You will be joining a progressive and exciting company committed to excellence. They offer an excellent working environment with ongoing training and a structured career path. You can also expect an excellent salary and benefits package. This is a start up environment so expect the atmosphere and rewards to be as such.

The environment is that of Facebook or Google, relaxed open with time to think and make the right decisions. The atmosphere is calm and relaxed with an open dress code. This is a role for techies, those who are motivated by the sharp end of technology and the possibility of making serious money doing something you are passionate about.

My client is based in London