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Front Office Quantitative Analyst - Yield Curve, C++, Murex.

City of London -
Streamline Connections
To build front office tools and applications and develop C++ analytics in the rates library... *Discuss modelling issues with traders and risk management... *Implement FO production curve construction in C++... *Strong C++... *Desirable skills: experience of econometric & statistical analysis for fixed income; principal components analysis (PCA) for yield curve construction;...
Posted: Yesterday