We are seeking a high level Front Office Fixed Income (Gov Bonds) Quant to join our team at a leading buy-side firm. The ideal candidate will have deep expertise in EU Government Bonds, with a particular focus on option pricing. The role involves close collaboration with traders, portfolio managers, and stakeholders to deliver cutting-edge quantitative solutions.
Key Responsibilities:
*Design, implement, and enhance Government Bonds, rates models, including option pricing models.
*Provide real-time support to the trading desk and other front-office stakeholders.
*Develop robust tools and models using C++, VBA Excel, Python for production-grade systems.
*Work closely with traders and portfolio managers to optimize strategies and provide quantitative insights.
*Ensure models meet rigorous validation and compliance standards.
*Collaborate with cross-functional teams to enhance the analytics platform.
Key Requirements:
*Proven experience (6+ years) as a Front Office Fixed Income Quant Developer,
*In-depth knowledge of rates products government bonds & loans
*Expertise in option pricing models and advanced mathematical modeling techniques.
*Strong programming skills in C++, Python, VBA Excel with experience in developing production-level code.
*Excellent communication and stakeholder management skills, with the ability to work in a fast-paced environment.
*MTS Algo Exchange Trading
*A postgraduate degree in Mathematics, Physics, Engineering, or a related quantitative field.
To find out more about SThree, please visit www.sthree.com
SThree Partnership LLP is acting as an Employment Business in relation to this vacancy | Registered office | 8 Bishopsgate, London, EC2N 4BQ, United Kingdom | Partnership Number | OC387148 England and Wales