Front-Office Quant: Rates Options Volatility Modeling

Front-Office Quant: Rates Options Volatility Modeling

Full-Time 60000 - 80000 £ / year (est.) No working from home possible
Chase Global

At a Glance

  • Tasks: Develop advanced volatility models and design numerical algorithms for interest rate products.
  • Company: Chase Global, a leader in financial services with a focus on innovation.
  • Benefits: Competitive salary, dynamic work environment, and opportunities for professional growth.
  • Other info: Collaborative front-office role with direct impact on trading strategies.
  • Why this job: Join a cutting-edge team and influence live trading with your research.
  • Qualifications: 1-3 years of experience, strong programming skills in C++ or Python, and passion for Rates options.

The predicted salary is between 60000 - 80000 £ per year.

Chase Global is seeking a Quantitative Researcher to join their Global Volatility Modelling team in Greater London. This front-office role involves developing sophisticated volatility models for interest rate products, designing numerical algorithms, and collaborating directly with the Rates desk.

The ideal candidate has 1-3 years of relevant experience, exceptional programming skills (C++ or Python), and a deep interest in Rates options products. This position provides a unique opportunity to work at the intersection of research and live trading.

Front-Office Quant: Rates Options Volatility Modeling employer: Chase Global

Chase Global is an exceptional employer, offering a dynamic work environment in Greater London where innovation meets collaboration. Employees benefit from a culture that encourages professional growth through hands-on experience in front-office roles, alongside access to cutting-edge resources and mentorship from industry experts. With a focus on developing sophisticated volatility models, this role not only promises meaningful contributions to live trading but also fosters a supportive atmosphere for continuous learning and career advancement.

Chase Global

Contact Details:

Chase Global Recruitment Team

StudySmarter Expert Advice🤫

We think this is how you could land Front-Office Quant: Rates Options Volatility Modeling

Tip Number 1

Network like a pro! Reach out to current or former employees at Chase Global on LinkedIn. A friendly chat can give us insights into the company culture and maybe even a referral!

Tip Number 2

Brush up on your coding skills! Since this role requires exceptional programming skills in C++ or Python, we should practice by working on relevant projects or contributing to open-source. It’ll show our passion and expertise.

Tip Number 3

Prepare for technical interviews! We need to be ready to discuss volatility models and numerical algorithms. Practising common quant interview questions can help us feel more confident when the time comes.

Tip Number 4

Apply through our website! It’s the best way to ensure our application gets seen. Plus, we can tailor our CV and cover letter to highlight our experience with Rates options products.

We think you need these skills to ace Front-Office Quant: Rates Options Volatility Modeling

Volatility Modelling
Numerical Algorithms
C++
Python
Rates Options Products
Quantitative Research
Collaboration Skills

Some tips for your application 🫡

Tailor Your CV:Make sure your CV highlights your experience with volatility modelling and programming skills in C++ or Python. We want to see how your background aligns with the role, so don’t be shy about showcasing relevant projects!

Craft a Compelling Cover Letter:Your cover letter is your chance to shine! Use it to express your passion for Rates options products and explain why you’re excited about the opportunity at Chase Global. Let us know what makes you the perfect fit for our team.

Showcase Your Problem-Solving Skills:In your application, highlight any experiences where you've tackled complex problems or developed algorithms. We love seeing candidates who can think critically and creatively, especially in a fast-paced environment like ours.

Apply Through Our Website:We encourage you to apply directly through our website. It’s the best way for us to receive your application and ensures you’re considered for the role. Plus, it’s super easy – just follow the prompts and submit your materials!

How to prepare for a job interview at Chase Global

Know Your Models

Make sure you’re well-versed in the volatility models relevant to interest rate products. Brush up on your understanding of how these models work and be ready to discuss them in detail. This shows your genuine interest and expertise in the field.

Show Off Your Coding Skills

Since exceptional programming skills in C++ or Python are a must, prepare to demonstrate your coding abilities. You might be asked to solve a problem on the spot, so practice coding challenges beforehand to boost your confidence.

Understand the Rates Desk

Familiarise yourself with the workings of the Rates desk and how they interact with quantitative research. Being able to discuss how your role would support their trading strategies will set you apart from other candidates.

Prepare Questions

Have insightful questions ready for your interviewers. Ask about the current challenges the team faces in volatility modelling or how they see the market evolving. This not only shows your enthusiasm but also your critical thinking skills.