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A leading US Investment Bank in London is looking to hire a front office modelling quant for an exotic desk, sitting on equities. Those successful, will be developing & implementing derivative pricing models across this desk alongside supporting the local trading desk.
Location: London, UK
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
PhD/MSc, DEA in highly quantitative subjects such as Mathematics, Computer Science, Physics and Engineering.
Strong object orientated programming in C++ or Python
Demonstrable interest in financial modelling and mathematics
Knowledge of stochastic processes, partial differential equations, numerical analyst, numerical optimization and probability theory.
Excellent communication skills
Confidentiality and utmost discretion is 100% assured.