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Quantitative Developer / Analyst - Loans/Derivatives - LIBOR

£600 to £650

London / Contract / Ref: AA/TR/07/20/QAD

Quantitative Developer / Analyst - Loans/Derivatives - LIBOR - Bank. A consultancy are assisting a global bank are readying themselves for the post-LIBOR and require a Quantitative Developer/Analyst to work with the front office to ensure that new models for loans and derivatives are implemented effectively.

You will be responsible for working with quantitative analysts and research staff to implement their quantitative models ensure the new models for new benchmarks are effectively represented in trading systems.

You should apply for this role if you are/have:

  • 5+ years quantitative development/analysis experience as a minimum.
  • Strong investment banking sales/trading aligned experience
  • Understanding of the LIBOR changes and its impact
  • Strong understanding of loan and derivative products
  • Experience with Summit platform desirable
  • Solid experience in modern programming - C++/Python/R
  • Minimum degree educated, preferably MSc.

It's a £600-£650/day role subject to PAYE deductions.

Alexander Ash Consulting is acting as an agency Apply now

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