Interest-rates Quant Developer – HJM, LMM, SABR – London recruitment
Candidates should have 3 – 7 yrs of relevant, hands-on experience in the implementation of C++ based stochastic models. Experience with HJM or LMM models is a must in addition to experience with SABR models. The candidate should have broad and in-depth knowledge of C++ in conjunction with expertise in OTC derivatives and the components of their analytical valuation. This position offers a base salary, competitive bonus and a comprehensive benefits package. Opportunity for career advancement.
Please refer to Job# 18998-EFC and send MS Word attached resume to steve@analyticrecruiting.com
If you are a suitable candidate, you can expect:
- a follow-up call to further discuss the position, your interests and expertise.
- Your resume will be sent to our client(s) only after we obtain your approval.