Hybrids Model Validation Quant IR FX Rolling 6 Month Contract Hybrids Model Validation Quant IR FX Rolling 6  …

ITS-City Ltd
in London, United Kingdom
Contract, Full time
Last application, 19 Oct 20
upto £750 a day
ITS-City Ltd
in London, United Kingdom
Contract, Full time
Last application, 19 Oct 20
upto £750 a day
Hybrids Model Validation Quant urgently required at this Leading Investment Bank with key rates and FX experience on this LIBOR Project

You must have experience of modelling and/or validating derivatives pricing models, A background in Rates, FX, or Hybrids products are being considered. You will be applying advanced Quantitative techniques used in the development of complex derivative pricing models. The position is based in London, the client can sponsor a work permit for the right person.

Your background:

  • 3 year+ experience of implementing and/or validating models for any asset class/products within an Investment Bank in the Front Office or Model Validation or Valuations/IPV team
  • Exceptional academic background with a PhD/DEA/M2 from a top University in a highly mathematical subject.
  • Expert level stochastic calculus, PDE, ODE, Brownian Motion, Monte Carlo Simulations, Finite Difference Methods etc.
  • Strong programming skills in C++.
  • You must possess excellent communication / interpersonal skills; demonstrate initiative and be able to make quick decisions

Send your CV for immediate consideration.

Contact I.T.S City

To talk directly with us to discuss this vacancy and the client, please contact Ben Baxter on:

Email: ben@its-city.com

Direct Line: +44 (0) 203 176 6647

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