I am working on a search for a Flow Rates Quant desk in a Tier 1 US bank, who are looking to expand the team by two. They feel that the optimal mix would be two experienced profiles – 1 Rates Quant and 1 Quant Developer. The group is responsible for the research, development and implementation of quantitative models for the flow business, and due to increased activity and expectations they need profiles who can come on board and immediately add value to the team.

1) Quant Position –
They are looking to bring on an experienced Quant who will be able to work autonomously on a large new project, as well as helping the team on the existing projects. The candidate will be working on projects including curves, flow products and counterparty credit risk and they will also have a responsibility to produce, or assist technology in the design of, analysis tools (spreadsheets, etc) as well as develop C++ analytics.

The Successful Candidate will have:
- 3+ years working in Flow Rates – with particular focus on Curves, Bonds, Swaps etc.
- An MSc/PhD in a Quantitative Subject from a Top University
- Solid C++ skills

2) Quant Developer –
This position has a more technical focus than the above. They are looking for a candidate with superb C++ skills, but also with a wider understanding of the business and a pragmatic approach to design. For exceptionally strong C++ they would be willing to consider candidates from out of industry, but the ideal profile would have worked in C++ analytics in finance before.

The Successful Candidate will have
- Superb C++ skills, preferably having been applied to finance
- An MSc/PhD in a Quantitative Subject from a Top University
- An understanding/experience of Flow Rates would be highly beneficial

To apply: please email an up to date CV in MS Word format to Harry Sayers (h.sayers@huxley.com)