Rates Quant Researcher



Rates Quant Researcher
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Ref: 29184

The role is within the Front-Office Interest Rates Group with the focus on the development and support of complex models for the rates, FX and hybrid businesses.

Key responsibilities

  • Development and enhancement of complex models for the valuation and risk management of interest rates, FX and hybrid products.
  • Quantitative support and analysis provided to the trading desks on a variety of aspects ranging from development of new products and specific tools to pricing and risk investigation and general support of the quantitative analytics.
  • Interaction with a range of groups (various Trading groups, other Quantitative Research groups, Model Risk Management, Market Risk, Technology, Finance, etc.)

Skills & experience

  • Very strong analytical, numerical and problem-solving skills, good knowledge of probability theory and stochastic calculus for finance.
  • Good programming skills in C++ for the implementation of numerical methods using object-oriented design, knowledge of Python is a plus.
  • Experience with pricing models for interest rate options and exotics, credit, inflation, FX or hybrids is desirable.
  • Excellent communication skills and ability to interact with various business groups and associated support functions.
  • Masters/PhD in a quantitative field such as applied mathematics for finance, mathematics, engineering or physics is a prerequisite.

Location: London

Bruin recognises the positive value of diversity, and aims to promote equality and challenge unfair discrimination. As a champion of equal opportunity employment we welcome applications from all suitably qualified persons – men and women, people of all ages, sexual orientations, nationalities, religions and beliefs. We particularly encourage applications from women, disabled, and Black, Asian and minority ethnic candidates as these groups are underrepresented throughout the financial services industry. Our clients work with us because they value a diverse workforce, and subscribe to our shared principle that all appointments are made on merit and that ability to perform the job will be the primary consideration.


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