FX/IR Quantitative Analyst wanted for Top Clearing House recruitment

This Top Clearing House is looking for an exceptional candidate to join the team. Responsibilities: -Deliver and support pricing and risk management tools for the FX and IR options business-Develop code inside C++ analytics library for pricing new products and developing new pricing models in order to improve valuation and risk management of FX and IR options-Develop a generic PDE solver to be used for various FX and IR products with various underlying models-Improve current models for pricing multi-currency options to allow pricing for a wider product rangeIdeal Candidate will have:- Experience Read more […]

July 20, 2012 • Tags: , , • Posted in: Financial • Comments Off on FX/IR Quantitative Analyst wanted for Top Clearing House recruitment