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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 email@example.com
Internal Number: 5585230
About GQR Global Markets
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