Quant Developer- C#, Rates/Credit Hybrids recruitment
Quant Developer- C#, Analytics libraries, Rates or Credit My client, a leading Investment Bank is looking for Quant Developer with strong C# and financial modelling experience within investment bank or Hedge Fund. To be considered for this role, you must have;- Strong C# (essential) and C++- Financial modelling experience of Rates or Credit products – Strong experience of mathematical algorithm development- Good experience of Pricing and valuation methodologies For more details please contact Peter on 0207 422 9363 or prasteiro@mcgregor-boyall.com
May 25, 2012
• Tags: Credit Hybrids recruitment, Information Technology careers in the UK, Quant Developer- C#, Rates • Posted in: Financial • Comments Off on Quant Developer- C#, Rates/Credit Hybrids recruitment