Best Option

Find the right accountancy solution for your requirements

  • 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;

  • Strong C++

  • Experience with XVA and Rates

  • Some Python

  • Experience of implementing pricing models

  • Knowledge of Stochastic Calculus

  • MSc/PhD

These will pay between 600-800/day Dependent on experience.

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