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JOB DESCRIPTION A leading hedge fund in London is proactively looking to recruit a front office modelling quant for a FIC desk. Those successful, will be developing & implementing derivative pricing models across this desk alongside supporting the local trading desk.Location: London, UK The role: Development of front office derivative pricing modelsEnsure correct and robust implementation of the modelsEnhancing the C++ pricing librariesWorking entirely in their Front Office alongside quant's & trade specialists Requirements: 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 modelingKnowledge with stochastic processes, partial differential equations, numerical analyst, numerical optimization and probability theory.Excellent communication skills