Quant Developer- C#, Rates/Credit Hybrids recruitment

Quant Developer- C#, Analytics libraries, Rates or Credit

My client, a leading Investment Bank is looking for Quant Developer with strong C# and financial modelling experience within investment bank or Hedge Fund.

To be considered for this role, you must have;
- Strong C# (essential) and C++
- Financial modelling experience of Rates or Credit products
- Strong experience of mathematical algorithm development
- Good experience of Pricing and valuation methodologies

For more details please contact Peter on 0207 422 9363 or prasteiro@mcgregor-boyall.com