Senior Quant Developer / Analyst - C++ - Rates
Posted 2 days ago by CBSbutler Holdings Limited trading as CBSbutler
- Salary:
- £90,000 - £130,000/annum
- Location:
- City of London, London (5 miles)
- Job Type:
- Permanent
Experience in derivative contracts pricing models. Pricing would include also calculation of basic risk metrics, such as Greeks. Experience in either development or validation would be relevant. Experience in C++. You will ideally hold a PhD or Masters degree in a numerate subject such as … more