Back to searchSenior Quant Developer / Analyst - C++ - Rates
CBSbutler Holdings Limited
Posted 4 days ago, valid for 3 days
London, Greater London EC4N 8AR, England
£100,000 per annum
Full Time
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You will be responsible for analysing, understanding and implementing derivative models and risk management procedures for various asset classes including Equity, FX, Rates, Credit. You will have an understanding of stochastic calculus and basic asset pricing, and experience of coding, writing models in C++. You must have experience of curve calibration algorithms.
- Experience in derivative contracts pricing models:
- Pricing would include also calculation of basic risk metrics, such as Greeks;
- Experience in either development or validation would be relevant.
- Experience in C++.
You will ideally hold a PhD or Masters degree in a numerate subject such as Mathematics, Financial Mathematics, Physics, Engineering with 3-5 years experience as a Quantitative Developer / Analyst. Strong mathematical skills required for this role.
Please apply for immediate interview!
The JM Longbridge Group is operating and advertising as an Employment Agency for permanent positions and as an Employment Business for interim / contract / temporary positions. The JM Longbridge Group is an Equal Opportunities employer and we encourage applicants from all backgrounds.
