| Vacancy: Quantitative Analyst, CVA, Exotic Fixed Income Derivatives & Credit Hybrids, 100k base Role: Quantitative Analyst to help build the production code in C++ for calculating CVA for exotic fixed income products (namely exotic interest rates and credit hybrid derivatives). This will involve developing and improving pricing models for these financial products, with the potential element of mentoring those less experienced members within the team. Skills required:
Good stochastic mathematics
Clear communication skills
Expert C++
Experience working with more than one derivative product within Front Office
Strong understanding of financial products and markets
Good familiarity of CVA If this role is appealing to you, then please get in touch by either uploading your latest CV or emailing me at s.siew(at)realstaffing. Thank you. |
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| Role : | Quantitative Analyst / Developer, Investment Bank, CVA, 100k base |
| Type : | Permanent Jobs |
| Location : | London City and West End, London, United Kingdom |
| Salary : | Very Attractive |
| Main Industry : | Search Accountancy Jobs |
| Other Industries and Skills : | Engineering, Information Technology |
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