VP Quantitative Analyst

Vacancy detailVP Quantitative Analyst120,000 - 180,000 GBP+ Bonuses Onsite WORKINGLocation: Central London, Greater London – United Kingdom Type: PermanentVP Rates Options Quantitative Analyst - LondonTeam/Role Overview:Our client is seeking an Interest Rate Derivatives Option Quant. Successful candidates will become a key contributor to the development of their strategic Interest Rate analytics library, which is essential for supporting pricing and risk management activities across the business. Your work will involve close collaboration with the trading desks to develop novel risk management and market making tools.What You'll Do:Develop and enhance analytics libraries used for pricing and risk management of Interest Rate Derivatives.Create, implement, and support quantitative models for the trading business, leveraging a wide variety of mathematical and computer science methods and tools. This includes advanced calculus, Python and C++.Develop sophisticated pricing models using advanced numerical techniques for valuation, such as Monte Carlo Methods and partial differential equation solvers.Collaborate closely with Traders, Structurers, and technology professionals to deliver effective solutions.Desirable Experience:Experience in a comparable quantitative modelling or analytics role, ideally within the financial sector.Experience with standard rates models (SABR, HJM) and products (Swaptions and CMS Caps).Excellent technical/programming skills in C++ and Python.Proficiency in statistics and probability-based calculations, including using probability theory to evaluate risks, solve analytical equations, and design numerical schemes for complex financial instruments.Strong understanding of software design and principles.Consistently demonstrates clear and concise written and verbal communication skills.Master’s or PhD degree in a relevant quantitative subject.Reference: AMC/KSU/QR/CR/001#kasuApply for this vacancyYour CV will be sent to the selected department. At no time will your CV be sent outside of Anson McCade without your authorisation.*Mandatory field.Your name*Your surname*Your email address*I confirm I currently have the right to take full time employment at the location for which I am submitting my CVPlease state the locations where you currently have the right to take full time employmentAttach a file (Word or PDF only accepted)MessagePrior to submission of this form, the user acknowledges and accepts Anson McCade's Terms and Conditions of Use + Privacy Policy + Data Protection Compliance Statement* I acknowledge and accept TrustpilotOur OfficesVacancy searchSearch all the vacancies on Anson McCade Select a Practice Area Quantitative Research, Trading & Risk Digital + Analytics Information Technology + Cyber Security Business Change and Transformation + Strategy IT / Software Sales Internal Positions at Anson McCade