Quantitative Researcher, Rates Vol

Job description

The Role We are seeking an exceptionally talented individual to join our DMFI Quant team as a quant researcher. Our mission is to deliver real-time and high-quality risk and analytical tools to support our Portfolio Management teams in their decision-making process. This role is your chance to be a key contributor in the development of our cross-asset analytics platform. What you’ll do: Working in the Quantitative Research Rates analytics team, you will be in charge of modelling, implementing and maintaining all aspects of our interest-rates volatility analytics framework. The ideal candidate will have: - An interest in continuous improvement and learning - High level of attention to detail - Strong sense of ownership - Proven ability to think outside the box What you’ll bring: - At minimum, 5+ years in a compiled language (C++, C#, Rust…) and Python development experience - A deep technical knowledge of flow rates option derivative products and their modelling aspects (swaptions, bond future options, stir options, CMS spread options…) - Excellent algorithmic knowledge - Track record of delivering projects from start to finish - Excellent communication skills, both written and verb...