Our leading Investment Banking client are looking for a talented Rates Quant Analyst to implement new exotic options pricing frameworks for Interest Rate products to support their growing product range. You'll be working with Trading and Structuring to communicate model usage and features to support functions.

This is an amazing opportunity to work for a leading Bank in a very supportive and high performing team.

The following skills/experience is essential:

• Previously worked on exotic Interest Rate models.
• Working knowledge of CMS structures is highly desirable.
• C+ and Windows.
• Understanding of Monte-Carlo simulation

Salary: Up to £150,000 + bonus + package

Location: London (work from home options available

If you are interested in this Rates Quant Analyst position and meet the above requirements please apply immediately.