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London based Hedge Fund spin off is looking to add further talent to their ranks. They have been fairly fortunate through Covid and are largely unaffected. In fact they have continued to grow.
They are looking to add 2x Quant Developers with excellent C# skills with good knowledge of coding fundamentals. The role requires strong knowledge of Options Pricing therefore Black Scholes, sensitivies and a strong understanding of derivatives of at least one asset class. Experience with interest rate curves, vol surfaces and other market data would be highly beneficial.
If you are interested in reviewing a full spec / dicsussing the role in more detail, please reach out to me at firstname.lastname@example.org