Quant - Model Validation - Pricing - C

£80,000 | London | Permanent
Posted 7 days ago

Quant– Pricing – Model Validation - London

Up to £80,000 (dependent on experience) benefits

Quant– Quantitative - Pricing - Pricing Library - Pricing Libraries – C - Stochastic – Derivatives – Monte Carlo – Credit – FX – FOREX – Rates – Interest Rate – FO – Front Office

An exciting permanent opportunity has arisen with one of IQ’s leading clients in London.

You’ll join the Methodology & Models function in order to deliver ongoing support to the development, analysis and stress testing of various pricing models.

Skills and experience required:
Strong programming experience in C .
Extensive experience in the development of complex quant models (i.e. pricing libraries).
Strong asset classes knowledge. Ideally, exposure to Rates/ FX / Credit/ Inflation.
Outstanding academic background including a highly numerical degree leas in Physics, Maths, Engineering, Computer Science, etc.
Strong stakeholder management experience.

This is a fantastic permanent role based in London, easily accessible and close to a variety of transport links. The company offers a competitive salary, fantastic bonus scheme, excellent pension scheme as well as a great working environment.

To find out more or to register your interest, please reach out to valentina.ivanova@itqanalytics.com or apply online.

For more information about this role, please contact:

Valentina Ivanova

valentina.ivanova@itqanalytics.com
0161 237 0060

See Valentina Ivanova's jobs
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