Description
FX and IR Quant, Front Office, Banking, London, £ per dayMy client, a leading bank, is currently looking for a FX and IR Quant with front office and pricing model experience. The role with be based in their London office on a contract basis, paying a daily rate of £. It will be a 6 month rolling contract.
You will meet the following requirements:
- 6+ years Front Office Quant experience
- Have strong mathematical, stochastic calculus skill set
- Qualifications in C++ coding skills + IT/Architecture design
- Must have proven experience with the best practices for interest rates and FX exotics modelling I,e Markov functional models, HJM/BGM, stochastic volatility Cheyette model and Stochastic Local volatility models
- Experience with CSA/OIS discounting and multi curve modelling
- A history of leading important validation and BAU validation projects
This is an outstanding opportunity to secure a long term contract position with a top bank, and be part of a growing team. If you match the above criteria please apply now.
Key Words: Quant, Quantitative, Analyst, Front, Office, Risk, Market, Pricing, Model, Validation, C++, CSA, OIS, Coding, Models, HJM, BGM, banking, Bank, Interest Rates, IR, FX, Foreign Exchange,
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