FICC Pricing Quant Analyst DATE3 JanLOCATIONLondonCOMPENSATION£150,000.00KEY SKILLSDESCRIPTIONA leading Investment Bank in London proactively looking to recruit a Front Office Quantitative Analyst. Those successful, will be developing & implementing derivative pricing models either rates, fixed income, credit, commodities or FX across this desk alongside supporting the local trading desk.The role:Development of front office derivative pricing modelsEnsure correct and robust implementation of the modelsFlexible on asset class coverageEnhancing the C++/Python pricing librariesWorking entirely in their Front Office alongside quant's & trade specialistsRequirements:Master's, PhD, DEA in highly quantitative subjects such as Mathematics, Computer Science, Physics and Engineering.Strong object orientated programming in C++3 years of experience Demonstrable interest in financial modelingKnowledge with stochastic processes, partial differential equations, numerical analyst, numerical optimization and probability theory.Excellent communication skillsThis is an immediate hire, interviews are to begin soon and early application is advised. GQR also welcomes tentative enquiries from suitably qualified individuals.Confidentiality and utmost discretion is 100% assured.