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