Quants Analysts (Fixed Income) Jnr

Our client is a style agnostic boutique asset management company that has grown significantly in recent years. Their business comprises a variety of business units that plug into the larger machine. This structure offers the business the opportunity to have a diverse product offering covering a variety of asset classes and financial engineering capabilities.

The fixed income division now requires a new resource to join an established team that has achieved significant success over time

The Role: The successful candidate will join a small team, comprising two portfolio managers and three quantitative analysts, some being based off-shore. The role will focus on credit and interest rate derivatives, with a significant portion of time dedicated to programming. The role is suitable for a recent graduate or an individual looking to break into the investments industry.

Qualifications: Strong proficiency in mathematics and coding (e.g., MATLAB, C++, Python, OO design, Git, AWS) Possession of a postgraduate degree in engineering or science is preferred A qualification in finance is advantageous but not required The ideal candidate should be able to demonstrate excellent competencies in Mathematical modelling and programming. Excellent university grades are important. Competencies and attributes: Outstanding analytical ability Curiosity Ability to work independently, seeking out both questions and answers Enjoyment of solving new, sometimes ill-defined problems An interest in and a desire to learn about risk, investing, financial derivatives, and modelling Comfort in an unstructured environment that deviates from typical corporate settings. To apply for this role please send your CV, Qualifications and Academic transcripts to ****** 

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