Description
Quantitative Analyst urgently required with a strong knowledge of financial derivative pricing models to work on behalf of a top tier 1 investment bank based in London City Centre. The purpose of the role is to review and implement derivatives pricing models, analysing all aspects of models and market risk.
The Quantitative Analyst will meet the following essential criteria:
Comprehensive knowledge of inflation derivatives
Experience of reviewing and implementing derivatives pricing models
Programming experience including C++ and VBA
Masters in either Mathematics, Physics, Computational Finance, Statistics or other related degrees
If this is of interest please send your most recent CV and a few bullets detailing how your experience relates to the above.