Quant Developer for Rates Trading Desk – C# / C++ Interest Rate Derivatives – London recruitment
Trading Desk Quant Developer - C# / C++ - Interest Rate Derivatives - London
I am currently hiring for a London (Docklands) based Financial house who are looking to bring a seasoned Quantitative (Quant) Developer to work on their Interst Rates Desk.
The successful candidate will have very strong C# / C++ coupled with excellent Quantitative knowledge and experience around IR options: swaptions, cap/floor, spread options, Bermudan swaptions.
If you are interested in discussing the role further please contact Jamie Peters at j.peters@westbourne-partners.com.
This is a permanent role paying up to £100k on base.
Key skills: Quant Developer C# C++ Interest Rate Derivatives Fixed Income Options Quant Developer C# C++ Interest Rate Derivatives Fixed Income Options Quant Developer C# C++ Interest Rate Derivatives Fixed Income Options