C++ Quant - Fixed Income Pricing - Investment Bank

Vertus Partners

Posted on Jan 29, 2025 by Vertus Partners
London, United Kingdom
IT
Immediate Start
£1k - £1.1k Daily
Contract/Project

C++ Quant - Fixed Income Pricing - Investment Bank

Our client, a leading Investment Bank, are looking for a C++ Pricing Quant to work within their Fixed Income division, specifically focusing on Credit Pricing.

They are looking for someone who can:

  • Design and deploy mathematical models for the Credit Desk to be used in Pricing and Trading.
  • Work on expanding their model calibration and market data analytics tooling.
  • Build models predominantly in C++, whilst also leveraging Python.
  • Take requirements directly from the Traders and translate these in to Quantitative solutions.
  • Bring experience working with Black-Scholes, volatility modelling and other pricing methodologies.

They need someone who:

  • Has extensive experience working in a Fixed Income pricing team.
  • Has strong previous experience working with FRTB.
  • Has very strong C++ modelling skills.

This is a PAYE contract, paid through an Umbrella company.

If interested, please apply through this advert.


Reference: 2888487606

https://jobs.careeraddict.com/post/99120045

This Job Vacancy has Expired!

Vertus Partners

C++ Quant - Fixed Income Pricing - Investment Bank

Vertus Partners

Posted on Jan 29, 2025 by Vertus Partners

London, United Kingdom
IT
Immediate Start
£1k - £1.1k Daily
Contract/Project

C++ Quant - Fixed Income Pricing - Investment Bank

Our client, a leading Investment Bank, are looking for a C++ Pricing Quant to work within their Fixed Income division, specifically focusing on Credit Pricing.

They are looking for someone who can:

  • Design and deploy mathematical models for the Credit Desk to be used in Pricing and Trading.
  • Work on expanding their model calibration and market data analytics tooling.
  • Build models predominantly in C++, whilst also leveraging Python.
  • Take requirements directly from the Traders and translate these in to Quantitative solutions.
  • Bring experience working with Black-Scholes, volatility modelling and other pricing methodologies.

They need someone who:

  • Has extensive experience working in a Fixed Income pricing team.
  • Has strong previous experience working with FRTB.
  • Has very strong C++ modelling skills.

This is a PAYE contract, paid through an Umbrella company.

If interested, please apply through this advert.

Reference: 2888487606

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