Mayfair Fixed Income Macro Hedge Fund – Rates Modelling Quant – Interest Rate derivatives Quant – Quantitative Analyst. recruitment

The fund has a small team of fixed income quants and is offering a broad role which will cover rates exotic, vanilla and flow modelling. They are looking for an experienced quant who has previous exposure to Exotics / vanilla options modelling with strong mathematical skills and solid C++ capabilities. This group of quants sit directly with the trading team and are responsible for long term strategic modelling, as well and short term ad hoc work with the traders. Core Responsibilities: Develop new exotic mathematical models for the rates trading business.Developing PnL / risk tools for Read more […]

July 7, 2012 • Tags: , , , • Posted in: Financial • Comments Off on Mayfair Fixed Income Macro Hedge Fund – Rates Modelling Quant – Interest Rate derivatives Quant – Quantitative Analyst. recruitment