Quantitative Modeller IR-FX

  • GBP800 - GBP925 per day + Rolling Contract
  • London, England, United Kingdom London England GB
  • Contract, Full time
  • Huxley Banking & Financial Services
  • 20 Jul 18 2018-07-20

Summary of requirements * Front to back knowledge of FX * Deep understanding of IR (Interest rates, Flow rates, Exotics, Vanilla products) * Monte-Carlo * Stochastic Calculus * Proven experience of Modelling within a reputable Front office Quant team * C++ (11+) * CUDA (Nvidia, HPC, GPU, CPU)

Quantitative Modeller

I am looking for a Senior IRFX Hybrid Quantitative Modeller for one of our Top Tier Banking clients based in the heart of London.

This is a fantastic opportunity for the right candidate to join a rapidly growing organization and to have the opportunity to leave their footprint on future business models used on a global scale.

To be successful in this role you will need a wealth of experience with FX (foreign exchange) and IR (Interest rates). As well as the technologies; C++, CUDA (Nvidia, HPC, Monte-Carlo)

This role will suit a solid all-rounder, with a breadth of Quantitative experience across different product groups.

Someone who has cut their teeth from the bottom up and relishes the idea of getting stuck into the heart of a project on a daily basis.

This is a Contract opportunity offering up to £950 a day and also offering longevity in the programme of work.

Summary of requirements

  • Front to back knowledge of FX
  • Deep understanding of IR (Interest rates, Flow rates, Exotics, Vanilla products)
  • Monte-Carlo
  • Stochastic Calculus
  • Proven experience of Modelling within a reputable Front office Quant team
  • C++ (11+)
  • CUDA (Nvidia, HPC, GPU, CPU)

If you would like to find out more about this challenging but exciting project, then please don't hesitate to apply!

To find out more about Huxley, please visit www.huxley.com

Huxley, a trading division of SThree Partnership LLP is acting as an Employment Business in relation to this vacancy | Registered office | 1st Floor, 75 King William Street, London, EC4N 7BE, United Kingdom | Partnership Number | OC387148 England and Wales