Senior Quant Analyst recruitment
The key responsibilities will include:reviewing pricing and risk model documentation,understanding pricing methodologies,developing and executing various test plans,writing/modifying model implementation scripts,analyzing and reporting results.The following asset classes will be involved: Fixed income, credit derivatives, structured products, interest rate derivatives, commodities and equity derivatives.We are looking for people holding a PhD (in mathematics, physics, engineering, computational finance or similar quantitative discipline) or on the way to finish it. Candidates with strong Read more […]
Senior Quant Analyst recruitment
World Leading Online Betting Company West Midlands, England ESSENTIAL SKILLS EXPERIENCE: Post graduate degree with a quantitative field Experience in volatility estimation A strong background within Econometrics Time series analysis, including Z-transform, digital filtering, non-linear difference equations, Kalman filtering Excellent Matlab, C++ and Java programming skills