Quant Developer for Rates Trading Desk – C# / C++ Interest Rate Derivatives – London recruitment
Trading Desk Quant Developer – C# / C++ – Interest Rate Derivatives – LondonI 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 Read more […]
April 13, 2012
• Tags: C#, C++ Interest Rate Derivatives, Information Technology careers in the UK, London recruitment, Quant Developer for Rates Trading Desk • Posted in: Financial • Comments Off on Quant Developer for Rates Trading Desk – C# / C++ Interest Rate Derivatives – London recruitment