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A front office quant analytics team are looking for several experienced quants to join them to support and grow their interest rates and FX derivatives businesses. Prior experience building models and analytics in C++ in a front office environment is required and a good grasp of library architecture and development is essential.
The successful applicant will be involved in the modelling and incorporation of new products in to the current library and a grounding in the relevant financial mathematics (PDE's, Scholastic Calculus, Regression, Monte-Carlo etc.) will be an advantage.
Prior experience building models and libraries in C++
Familiarity with IR/FX products (Swaptions, Caps, Floors ect.)
Internal Number: 4314381
eFinancialCareers is a career site specializing in financial services.