Significant experience in a Model Validation or Front Office Quant role Excellent mathematical ability with an understanding of Stochastic Calculus, Partial Differential Equations, Monte-Carlo Methods, Finite Difference Methods, and Numerical Algorithms Deep understanding of interest Rates and FX derivative models Strong interest in financial markets more »
Greater London, England, United Kingdom Hybrid / WFH Options
Albert Bow
trading desk with analytics across business lines Contribute to pricing framework, model validation, and regulatory compliance Candidate Profile: Proficiency in numerical methods including Monte-Carlo and Stochastic Calculus Extensive knowledge of derivative products, especially options Strong programming skills in C++ 17/20 or Rust, Python more »
experience is essential: Previously worked on exotic Interest Rate models. Working knowledge of CMS structures is highly desirable. C++ and Windows. Understanding of Monte-Carlosimulation Salary: Up to £150,000 + bonus + package Location: London (work from home options available If you are interested more »
