Quant Analyst recruitment

Quant Analyst sought by Tier 1 Investment Bank based in the city of London.

Required tasks in the Quant team
- Adapt existing OTC models to compute ETD: new calibration, extensive testing, possibly writing of (part) of new models
- Write docs
- Understand business requirements and capability of managing project / interacting with other people

Skills required
- Developing mathematical models
- Implement the models (preferably in C# or possibly C++; no matlab, mathematica etc)
- Ability to perform extensive tests and document models + process
- Capability of manage the project and analyse problems
- Would be beneficial to have ETD knowledge

Please apply for further details