|
Quant Developer - Front Office Derivatives, VBA, C++Major investment bank requires a quantitative desk consultant/structurer with extensive experience to provide pricing model expertise to a high volume interest rate derivatives trading pricing and analytical group. Candidates will play a key role towards model creation, model integration, new functionality and systems to determine pricing strategies and quant libraries on new interest rate derivatives products. Applicants should have excellent user facing skills, strong Fixed Income mathematics and some recent technical experience in C++/C#, and Excel VBA. Strong degree essential. Full detailed spec available
Essential Skills
o Fixed Income Mathematics
o Interest Rate Derivatives
o Comprehensive C++ or C#
o Excel VBA
o Front Office
o Strong Degree/PhD.
|