Quant Analyst/Fixed Income Quant - Model Validation, Pricing, Front Of

London  ‐ Onsite
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Description

Quant Analyst/Fixed Income Quants Analyst - Model validation, Exotic Pricing Model, Front Office, Quantitative Analyst

Quants Analyst/Quantitative Analyst with minimum 5 years experience working in a fast paced Front Office environment required to work on model validation of Fixed Income exotic pricing models (and also risk models).

Skills & Experience

  • At least 5-6 years experience as a Quant within an investment bank.
  • PhD/MSc in Mathematics/Financial Engineering/Physics or other related subject.
  • Strong knowledge of programming languages such as Python, Java, C++, VBA or Matlab.
  • Experience of Model Validation and in particular pricing models will be highly advantageous

Responsibilities:

  • Assisting with pricing methodology/model implementation & validation;
  • Supporting the senior quants in their various R&D projects;
  • Working closely with Fixed Income Exotic Pricing Models and also Risk Models.
Start date
ASAP
Duration
6 month rolling
From
Curtis Reed Associates
Published at
06.07.2016
Project ID:
1161749
Contract type
Freelance
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