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 IR ModellingYield Curve ConstructionFront Office ExperienceExperience designing, implementing and validating pricing models Experience within a large quant library This will pay up to £900/day and will be inside IR35. Trading as TEKsystems. Allegis Group Limited, Bracknell, RG12 1RT, United Kingdom. No. . 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 our website.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 our website. 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 our website 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.
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