Senior Manager/Pricing Model/Banking/Contract

London  ‐ Onsite
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Keywords

Description

Senior Manager-Pricing Model-Banking-Contract

Looking for an exceptional candidate who would have been working in a challenging quantitative environment (Model validation or front office) having covered interest rates and FX asset classes.

Key Requirements-

-Best practises on interest rates and FX derivatives, credit and inflation modelling. ( Markov functional models, HJM/BGM, Stochastic Volatility models, intensity based models etc.

- Strong knowledge about multi-curve building/modelling and CSA/OIS discounting

-C++ coding, IT/ Architecture design/interface

-Strong technical skills (IT, C++, Mathematics, Stochastic Calculas

You must have a strong Mathematical and IT back ground for this role

If you believe you are a good fit for this role, please reply with an updated c.v.
Start date
11/2014
Duration
6 Months
From
Real Staffing
Published at
14.10.2014
Project ID:
790356
Contract type
Freelance
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