City of London, London
£30000 - £60000 per annum
21 days ago
Brewer Morris have partnered with a global investment bank, who are looking to bring in a Quantitative Analyst into their treasury analytics function.
This reports directly into the Head of Quants and will be working on developing the businesses in-house pricing library using C++ directly impacting the banks currency and general risk management tools.
You will work directly with the traders recommending pricing strategies driven by the models you have developed. This role brings you to the forefront of investment banking technology, giving you the opportunity to develop their technologies first hand.
In order to be successful in applying you will need to have had 2+ years' experience using either C++ developing/maintaining pricing libraries in a bank with a background in either a finance or science degree.
Please note our advertisements use PQE/salary levels purely as a guide. However we are happy to consider applications from all candidates who are able to demonstrate the skills necessary to fulfil the role.