World Class Buy-Side Firm is Looking for a Strong Quant

Our client, an elite global buy-side firm, is looking for a very strong FX/ IR pricing quant/ quant developer who aspires to develop their career in a macro investment team. Responsibilities:

• Work within a macro investment team that covers rates, cross currency, FX, options 
• Maintain, upgrade, and develop a range of portfolio, risk management, and pre-trade analytical tools. Ensure data is updated and infrastructure is reliable
• Enhance existing infrastructure and develop new tools across Python/Excel
• Collaborate with internal teams to improve data quality and reliability of analytical infrastructure
• Expand role to incorporate quantitative pre-trade analysis and portfolio structuring analysis
• Work on ad-hoc projects with other quants, PM, and analysts

• 2-5 years of experience in a curve building/option pricing quant/ quant developer role at a fund or a bank
• Proficiency in C++/ Python, Excel, and VBA; experience in building scalable full-stack web applications is a plus
• Knowledge of financial products across rates & FX, including linear curve building and options pricing
• Ability to present quantitative information to non-quant stakeholders in an intuitive way
• Masters or higher degrees in a quantitative discipline