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A leading Investment Bank in London is proactively looking to recruit a front office modelling quant for Interest Rates products. 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
Fixed income, Interest rates, Credit, Commodities, FX
Master's, PhD, DEA in highly quantitative subjects such as Mathematics, Computer Science, Physics and Engineering.
Strong object orientated programming in C++/C#/Python
Demonstrable interest in financial modeling
Knowledge with stochastic processes, partial differential equations, numerical analyst, numerical optimization and probability theory.
Excellent communication skills
This is an immediate hire, interviews are to begin soon and early application is advised. GQR also welcomes tentative enquiries from suitably qualified individuals.
While a resume is preferable we also welcome tentative enquiries from well-qualified persons. To speak with an agent please contact one of our regional offices. Utmost confidentiality and discretion is assured.