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An investment bank in the City are looking for an experienced Quant Analyst to join their Front Office Quant team responsible for the development and implementation of pricing models for risk management.
The individual will have constant intereaction with teams across the front office including other quants, traders, project managers and IT teams. The chosen individual will play a key part in the design and implementation of pricing models as well as improving the performance of the library.
The individual must have the below skills;
Experience of Python
Knowledge of Credit products
Experience designing and implementing pricing models