Front Office Quantitative Analyst Front Office Quantitative Analyst …

Twenty Group
in London, United Kingdom
Permanent, Full time
Last application, 11 May 21
90000-100000
Twenty Group
in London, United Kingdom
Permanent, Full time
Last application, 11 May 21
90000-100000
Posted by:
James Morgan • Recruiter
Posted by:
James Morgan
Recruiter
An exciting opportunity for one of the worlds leading banks who are looking to hire someone in their front office quantitative team.

Responsibilities
Providing quantitative support to the Front Office and other related functions within the firm.
Model analysis and improvement (market data, calibration, risk stability…).

Skills and Experience
Solid years of experience in a similar quant role.
Advanced development skills (C++ or C#).
Experience in VBA / Excel pricing sheets.
Experience on derivative pricing and/or vanilla models is a plus.

Requirements
Strong math and finance education, with stochastic calculus and probabilities.
Front Office support on pricing working with Exotic products and American Monte Carlo.
Development in a production library
Development of a new model
Monte Carlo and PDE methods

Twenty Group logo
More Jobs Like This
See more jobs
Close
Loading...
Loading...