Quantitative Desk Analyst - C++, IR, Derivatives:

  • location


  • sector:

  • job type:


  • salary:

    Competitive Salary

  • Contact:

    Edward Tooze

  • Email:

  • published:

    over 2 years ago

  • expiry date:


On behalf of my client, a leading North American investment bank, I am recruitment a Trading Desk Quantitative Analyst to develop valuation and pricing models of derivatives and inflation products which will then be used by traders for large-scale trading activities.   
The role sits directly on the trading desk, as oppose to being a middle-office function, meaning the role requires the successful candidates to have strong communication skills coupled with an interest in working with the pace of a front-office team. 
The role is primary hands-on development of new quant models, and adjusting existing systems to ensure the bank remains at the fore-front of the trading sector - Prioritised development tools / languages: Excel, Python, C++, Scala (in that order)

Education and Experience Stack:


  • PhD or Master’s Degree in Mathematics, Computer Science, Software Engineering, Physics or other quantitative areas
  • Strong experience in rates derivatives and inflation products 
  • Solid background in PDE, Monte-Carlo and stochastic calculus
  • Strong programming skills in: Excel, Python, C++, C++11
  • Good communication and interpersonal skills and a team player
  • Ability to work well in a fast-paced environment with changing priorities