VP - Front Office Interest rates pricing quantitative Analyst VP - Front Office Interest rates pricing  …

GQR Global Markets
in London, England, United Kingdom
Permanent, Full time
Last application, 19 Jul 19
£86.5k - 149.9k per year
GQR Global Markets
in London, England, United Kingdom
Permanent, Full time
Last application, 19 Jul 19
£86.5k - 149.9k per year
A Quantitative Analyst to join the front-office Interest Rates / FX derivitive pricing team at a Tier-1 bank in London

A Quantitative Analyst to join the front-office Interest Rates / FX derivitive pricing team at a Tier-1 bank in London. To work on the analytics/pricing libraries used for client’s Rates and Multi-Asset pricing.

You will be directly supporting the traders for the flow and exotics desks.

 

Applicants must have

  • A strong quantitive background in building and/or validating Interest Rates pricing models.
  • Experience implementing derivatives models in C++/Python.
  • Strong quant modelling, knowledge of Rates models/products such as SABR models, Bermudans, Bonds and other financial instruments are desired.
  • Stellar academic background: MSc / PhD in a mathematical/Quantitative Finance subject from a leading university.

 

Please send your CV directly to mathew.abbott@gqrgm.com 

 

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