Quantitative Analyst/Developer, Investment Bank, CVA, 100k base recruitment
Vacancy: Quantitative Analyst, CVA, Exotic Fixed Income Derivatives Credit Hybrids, 100k baseRole: Quantitative Analyst to help build the production code in C++ for calculating CVA for exotic fixed income products (namely exotic interest rates and credit hybrid derivatives). This will involve developing and improving pricing models for these financial products, with the potential element of mentoring those less experienced members within the team.Skills required: Good stochastic mathematics Clear communication skillsExpert C++Experience working with more than one derivative product within Front Read more […]
January 18, 2012
• Tags: 100k base recruitment, CVA, Derivatives careers in the UK, Developer, Investment Bank, Quantitative Analyst • Posted in: Financial • Comments Off on Quantitative Analyst/Developer, Investment Bank, CVA, 100k base recruitment