- Location: London, London
- Rate: Up to 800.00
- Start Date: 19/08/2019
- Duration: 12 months
Applicants who require a work visa welcomed
A client of mine in the City are looking for an experienced Quant Analyst to join their Front Office team responsible for the development of pricing models in a cross asset library.
The individuals will have constant interaction with teams across the Front Office including other quants, traders, project managers and IT teams. The chosen individuals will play a key part in the design, development and maintenance of the library and pricing models.
The individuals must have the below skills;
Experience with XVA and Rates
Experience of implementing pricing models
Knowledge of Stochastic Calculus
These will pay between 600-800/day Dependent on experience.
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