Linear Flow Rates Quant (Assoc/VP level) recruitment

Daily tasks The primary responsibility of the successful applicant is to work in a team that develops analytics for the Interest Rate Derivatives trading desks. This includes development of new models, resolving exiting model issues as well as code improvements. The successful candidate would be required to: • Work closely with the trading desks to understand and solve short and long term problems. • Develop pricing functions written in ‘C++’ and C. Tasks would encompass the coding, specification, implementation, testing and documentation of these functions. • Communicating with Read more […]

July 19, 2012 • Tags: , , • Posted in: Financial • Comments Off on Linear Flow Rates Quant (Assoc/VP level) recruitment