Senior Quant Analyst - Rates

MAIN DUTIES / RESPONSIBILITIES OF THE ROLE :

• Senior Quantitative Analyst
• Responsible for building out the new cross asset quantitative analytics library for Brevan Howard, with a particular focus on linear and non-linear interest rates modelling.
• Build out the library across additional asset classes, with new products, models, trade representations, pricing, risk, and calibration methods.
• Be comfortable communicating with and developing alongside the library clients - Portfolio managers, Strategists and the wider Risk team. Assist with gathering business requirements and working with the IT teams to assist with delivery
• Review the code from other quants on the team, with a focus on the modelling.
• Hands-on development and testing

WORK EXPERIENCE / BACKGROUND :

Essential

Desirable

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