Front Office Quant Analyst - Fixed Income

Job Title: Front Office Quant Analyst - Fixed Income
Contract Type: Permanent
Location: City of London, London
Salary: bens
REF: ND758392_1523263010
Contact Name: Nick Derewlany
Contact Email:
Job Published: about 1 year ago

Job Description

My client, a leading Tier 1 Investment Bank, is looking for a strong Front Office Quant to join their FI team. Candidates must have exceptional knowledge of mathematics and statistics (stochastic calculus, black scholes, monte carlo etc) and a strong quantitative education (MSc or PhD in Maths, Statistics, Physics, Engineering etc).


Are you interested in solving complex quantitative problems with a real world impact? We are looking to make a mid/Senior-level hire in our Desk Strat team, working with the European Macro Credit Trading business. Our business trades Credit Index, Options, Bonds, Tranches, Hybrids, and Bond ETFs / TRS. The role requires capabilities in modeling and statistical analysis, software development, risk and trade analysis, machine learning/data science modelling and capital analysis. We are a front office team, working with trading and sales in a dynamic and pressured environment.


The Securities divisions' core value is building strong relationships with our institutional clients, which include corporations, financial service providers, and fund managers. We help them buy and sell financial products on exchanges around the world, raise funding, and manage risk. This is a dynamic, entrepreneurial team with a passion for the markets, with individuals who thrive in fast-paced, changing environments and are energized by a bustling trading floor. The Strats business unit is a world leader in developing quantitative and technological expertise to solve complex business problems. Working within the firm's trading, sales, banking and investment management divisions, strats use their mathematical and scientific training to create financial products, advise clients on transactions, measure risk, and identify market opportunities.


  • Working with trading desk team to price transactions and manage risk in the front office
  • Optimizing the deployment of capital within the business
  • You will work on sophisticated mathematical models and trading strategies
  • Developing new financial models for credit trading
  • Building and maintaining a complete trading and risk management platform
  • Assisting in the marketing and structuring of transactions where substantial analytics or infrastructure are required
  • Assisting in Firmwide Strategies initiatives

Basic Qualifications

Undergraduate Degree in a quantitative subject, e.g. math, physics, finance, computer science.

  1. Stochastic calculus and derivatives pricing
  2. Quantitative Research
  3. Software development in finance-related field
  4. Machine learning / data science

Ability to work in a dynamic environment and to deliver results quickly

Ability to solve problems and to explain the ideas that underlie them to non-technical colleagues or clients

Preferred Qualifications

Good Knowledge of financial derivatives and statistics

Advanced degree in related field

Proficiency in C++, Python, Java

At least 6+ years' experience in Credit or related field