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A London-based global Investment Bank is looking to add a strong quant to their Exotic Rates modelling team. This group is renowned for their complex mathematical modelling, and their collaborative academic environment.
Working closely with both trading and technology teams, the individual will get the chance to work on build-outs from scratch, and will have lots of opportunity for taking the lead on projects and mentoring more junior members of the team.
Designing and Implementing complex pricing models in C++
Data Analysis in Python
Working Closely with trading and the wider business in order to improve desk PnL
Day-to-day monitoring of systems and continuous improvement
You will need:
MSc/PhD in STEM subject, Mathematics or Physics preferable
Strong C++ Skills
Fixed Income modelling and Options Pricing Experience