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A leading Investment Bank in London is proactively looking to recruit a front office modelling quant for an Equity exotic desk. Those successful, will be developing & implementing derivative pricing models across this desk alongside supporting the local trading desk.
Development of front office derivative pricing models
Ensure correct and robust implementation of the models
Enhancing the C++ pricing libraries
Working entirely in their Front Office alongside quant's & trade specialists
Master's, PhD, DEA in highly quantitative subjects such as Mathematics, Computer Science, Physics and Engineering.
Strong object orientated programming in C++
Demonstrable interest in financial modeling
Knowledge with stochastic processes, partial differential equations, numerical analyst, numerical optimization and probability theory.