Quantitative Analyst

A cutting-edge disruptor prime brokerage business is looking to bring on board a senior Fixed Income quant to spearhead the buildout of a new area. The successful candidate will have experience of modelling various fixed income products, with a particular focus in MBS, and will have the chance to make a significant impact on the business. The firm is made up of experienced professional from both buy and sell sides and operate a meritocratic environment with little bureaucracy.

Requirements:

• 7 years quantitative analyst/development experience within Fixed Income.
• Sophisticated knowledge of MBS and related products.
• Good coding ability in Python.
• Understanding of margin and stress-testing methodology for FI products.
• Ability to work with stakeholders across the business.
• Strong verbal and written communication skills.