Location: City of London, England
Industry: Banking, Other
Rate: £600 - £700 per day
Job Type: Contract (12 months)
Posting ID: JCL58

Job Description:

An investment bank in the City are looking for an experienced Quant Analyst to join their Front Office Quant team responsible for the development, implementation and validation of pricing models for risk management.

The individual will have constant interaction with teams across the front office including other quants, traders, project managers and IT teams. The chosen individual will play a key part in the development, implementation and validation of pricing models, construction of yield curves as well as improving the quant library.

The individual must have the below skills;

  • Solid C++ programming

  • Experience of FX/Rates products

  • Yield Curve Construction

  • Front Office Experience

  • Experience designing, implementing and validating pricing models

  • Experience within a large quant library
This will pay up to £800/day and will be inside IR35.

Trading as TEKsystems. Allegis Group Limited, Maxis 2, Western Road, Bracknell, RG12 1RT, United Kingdom. No. 2876353. Allegis Group Limited operates as an Employment Business and Employment Agency as set out in the Conduct of Employment Agencies and Employment Businesses Regulations 2003. TEKsystems is a company within the Allegis Group network of companies (collectively referred to as "Allegis Group"). Aerotek, Aston Carter, EASi, Talentis Solutions, TEKsystems, Stamford Consultants and The Stamford Group are Allegis Group brands. If you apply, your personal data will be processed as described in the Allegis Group Online Privacy Notice available at https://www.allegisgroup.com/en-gb/privacy-notices.

To access our Online Privacy Notice, which explains what information we may collect, use, share, and store about you, and describes your rights and choices about this, please go to https://www.allegisgroup.com/en-gb/privacy-notices.

We are part of a global network of companies and as a result, the personal data you provide will be shared within Allegis Group and transferred and processed outside the UK, Switzerland and European Economic Area subject to the protections described in the Allegis Group Online Privacy Notice. We store personal data in the UK, EEA, Switzerland and the USA. If you would like to exercise your privacy rights, please visit the "Contacting Us" section of our Online Privacy Notice at https://www.allegisgroup.com/en-gb/privacy-notices for details on how to contact us. To protect your privacy and security, we may take steps to verify your identity, such as a password and user ID if there is an account associated with your request, or identifying information such as your address or date of birth, before proceeding with your request. If you are resident in the UK, EEA or Switzerland, we will process any access request you make in accordance with our

Required Skills:

C++, Quantitative Developer, Quant*, Quantitative Analyst, FX Options, Curve Construction, Interest Rates, Stochastic Calculus, Pricing Models, Monte Carlo

About TEKsystems:

TEKsystems® provides technology staffing and services, helping businesses deploy high-calibre IT and communications expertise under a range of delivery options including Staffing Services, Team Services, Global Services, and Workforce Management Services. We’ve become a billion-dollar services company by continually building on what we do best – blending superior client service with an unrivalled ability to source and manage talent to precise specifications, resulting in successful technology executions. Our offerings address various applications, infrastructure, and communications needs including technology deployment services, enterprise software support services, and asset management services. TEKsystems is a division of Allegis Group Limited, a wholly owned subsidiary of Allegis Group® Inc., the fourth largest staffing company in the world. Allegis Group Ltd is an Employment Business and Agency.

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Jonathan Langston

Tel: +44(0)207 532 7823

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