Quant Product Owner - Structured Rates - Associate - London

Quant Product Owner – Structured Rates – Associate – London

QUANT PRODUCT OWNER – ASSOCIATE LEVEL – LONDON

I am happy to have been asked to find a Quant Product Owner for a long-standing investment banking client. You will be joining a friendly and busy team supporting the Structured Rates Trading business. This is a good opportunity to work on an interesting project with interesting people in an intellectually and technically challenging trading environment.

PURPOSE

• The purpose of this role is to execute changes within the trading system to facilitate a capital markets wide project (Risk modernisation ) aiming to standardise risk outputs for all businesses operating within the system.
• Planning and communication between the various teams and functions involved in project will be key with a focus on the Structured Rates Trading .

PRINCIPAL RESPONSIBILITIES

• Coordinate planning, testing and implementation of strategic deliverables of the Risk Modernisation project.
• Review test results and assess whether risks are in line with expectations with ability to apply both qualitative as well as quantitative assessments.
• Work closely with business and IT colleagues.

JOB SPECIFICATIONS AND QUALIFICATIONS

• Degree in a numerate discipline such as finance, economics, engineering, physics, mathematics, or computing.
• A few years of knowledge of structured interest rate derivatives products for trading, pricing, and risk management.
• Secondary knowledge of vanilla interest rates derivatives (including inflation), FX, and cash products for trading, pricing, and risk management would be nice.
• Previous industry experience in interest rate derivatives trading and risk management environments.
• Strong written and oral communication skills.
• Programming skills would be beneficial.

Suggested Qualifications/Beneficial Experience:

• A postgraduate degree in a quantitative discipline such as finance, economics, engineering, physics, mathematics, or computing.
• Knowledge of structured interest rate derivatives products for trading, pricing, and risk management.

Agents Notes:

• This role will be an initial one-year fixed term contract but is highly likely to become permanent.
• The salary will be between £80k-£100k and although no bonus is guaranteed, it is possible.
• I have placed people into this team and it is very well led.
• I will reply to each applicant directly as I always do and I will read each CV myself (no AI algo standard responses).
• Please bear in mind that this is a Structured Rates role within the quant space and therefore knowledge in this area is paramount.

Seniority level

• Entry level

Employment type

• Full-time

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