Quant Analyst Fixed Income

Overview

In this role you will join a rapidly evolving fintech startup to shape a cutting-edge financial data platform. You will optimize portfolios for major pension funds and banks using a new cross-asset risk management tool, focusing on pricing, modeling and fixed-income curves. You will work closely with leadership to advance enterprise-grade technology and drive transformative impact in finance. This is a high-growth opportunity with a supportive, open environment and strong rewards. London-based, with a focus on ambitious, data-driven finance innovation.

Pay / Benefits

• excellent salary and benefits package
• ongoing training
• structured career path
• start-up environment
• London-based role

Responsibilities

• Optimize portfolios for major pension funds and banks using a new cross-asset optimization and risk management tool
• Model valuation, pricing, yield and volatility for multi-asset portfolios
• Develop and refine risk models and portfolio construction methods
• Model fixed income curves in novel ways and contribute to enterprise-scale technology platform
• Collaborate across the team to deliver the product’s core analytics capabilities

Key requirements

• PhD in Maths, Stats or Computer Science
• Broad knowledge of Credit Rates and FX
• 5 years experience in a Bank or Fund
• Stochastic Calculus
• VAR
• Probability
• Pricing
• Experience in risk modeling and portfolio construction

• Stochastic Calculus
• VAR
• Probability
• Pricing
• risk modeling
• portfolio construction

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