C# Quant Developer – London – Fixed Income Desk recruitment
I am currently representing a financial institution in London who are looking to bring on a C# (Quant) Developer to work directly on their Interest Rate Options desk.
The successful candidate will be working with Quants and Traders building out new pricing models and implementing them.
The ideal profile will have good VBA skills coupled with a strong knowledge of 'real-time', serverside development. You will also need to have a strong understanding of Interest Rate products, from Fra's and Swaps, to OINS, Libor models and curve building / generation.
If interested in discussing further please send through an up to date CV detailing availability and salary expectations to Jamie Peters at j.peters@westbourne-partners.com
Key skills: C# C# C# VBA VBA VBA Excel Excel Excel Fixed Income Fixed Income Fixed Income Interest Rate Derivatives Interest Rate Derivatives Interest Rate Derivatives Quant Developer Quant Developer Quant Developer