Quantitative Analyst – Interest Rates

London (Greater)
31 Jul 2020
31 Aug 2020
Full Time
Contract Type

Our Quant Strategy team applies specialist methods from mathematics, science and engineering to deliver successful business outcomes. We work on data, models, and algos with application to derivative valuation and risk, automated trading, and data-driven decision-making.

You will lead the build-out of the interest-rate and FX curve framework used for trading, valuation and risk management across the entire bank. Based in the Quant Strategy team in the Commodities and Global Markets, you will collaborate with a wide collection of stakeholders across the business, technology and risk oversight areas.

You have experience building multi-curve frameworks for interest-rate and FX markets, and will have successfully completed a similar project at a leading bank.

You are an expert in financial engineering, with demonstrated ability to manage and deliver. You have expertise and PhD level qualifications in mathematics, computing, or related fields. You are an expert C++ programmer. You have excellent communication skills, with demonstrated ability to guide and influence stakeholders.

This is an outstanding opportunity to be part of a global front-office team, closely aligned with revenue generation.

About Commodities and Global Markets

Commodities and Global Markets provides clients with an integrated, end-to-end offering across global markets including equities, fixed income, foreign exchange and commodities.

Our commitment to Diversity and Inclusion 

Macquarie understands the importance of diversity and inclusion - our long history of success has come from being different. At Macquarie we value the innovation and creativity that diversity of thought brings. The one thing we all have in common is our focus on high performance. If you're capable, motivated and can deliver, we want you on our team.

Macquarie is an equal opportunities employer and does not discriminate on the grounds of age, disability, sex, sexual orientation, gender reassignment, gender identity, marriage, civil partnership, pregnancy, maternity, race (including colour and ethnic or national origins), religion or belief.

We recognise that flexibility comes in a variety of forms. Talk to us about what flexibility you need

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