Linear Rates Quant (Curve construction / Modelling specialists) – Tier-1 Investment Bank recruitment
The Linear Rates Team is responsible for supporting multiple trading desks and providing the necessary analytics relating to pricing and risk management issues.The team currently seeks a senior Quant Analyst with specific skills in curve construction complex modelling for both linear and exotic interest rates. The candidate must have expert mathematical and technical ability (C++/VBA coding skills) Requirements: MSc/PhD in Mathematics / Statistics or Numerate Equivalent (Top Universities only)Experience constricting multiple curves and studying the impact of multiple curves.Knowledge of BGM Read more […]
Linear Rates Quant (Curve construction / Modelling specialists) – Tier-1 Bank recruitment
The Linear Rates Team is responsible for supporting multiple trading desks and providing the necessary analytics relating to pricing and risk management issues.The team currently seeks a senior Quant Analyst with specific skills in curve construction complex modelling for both linear and exotic interest rates. The candidate must have expert mathematical and technical ability (C++/VBA coding skills) Requirements: MSc/PhD in Mathematics / Statistics or Numerate Equivalent (Top Universities only)Experience constricting multiple curves and studying the impact of multiple curves.Knowledge of BGM Read more […]