Location: United Kingdom (London, City of) Type: Permanent
Rates & Hybrids Model Quant – Assoc/VP level
My client is seeking someone to join the Quantitative Research team focused on Interest Rates and/or Rates Hybrids modelling. Relevant education would be in the area of Financial Mathematics, with focus on IR and hybrids models and programming. You will be expected to share in a balanced mixture of responsibilities, including model research and development, model documentation, pricing and risk investigation, product-specific analysis, software development and discussions with the trading desk.
Essential skills, experience and qualifications:
Desirable skills / experience:
If you are interested in this position and would like to know more please send your CV to: Bradley.Tyler@AnsonMcCade.com
Reference: AMC*BT/RATES. To apply for this vacancy: email Bradley Tyler