2 of 2 Curve Construction Jobs in Central London

London. For further information about this position please apply. Key contributor to new e-trading platform buildout effort, leading the implementation of pricing and curve construction analytics in C++20. Developed market-making models in collaboration with traders. Play a central role in specifying and designing tooling and diagnostics … E-Trading Engineering on the architecture design for low-latency systems leveraging fast optimizers and algorithmic automatic differentiation (AAD). ? Develop and maintain yield curve modelling frameworks for pricing and risk management of linear interest rate products (swaps, bonds, futures) and cross-currency swaps. Engage in strategic discussions with More ❯

a permanent basis. The position will be based in London. For further information about this position please apply. lead the implementation of pricing and curve construction analytics in C++20. Developed market-making models in collaboration with traders. Played a central role in specifying and designing tooling and diagnostics … E-Trading Engineering on the architecture design for low-latency systems leveraging fast optimizers and algorithmic automatic differentiation (AAD). Develop and maintain yield curve modelling frameworks for pricing and risk management of linear interest rate products (swaps, bonds, futures) and cross-currency swaps. Manage one direct Junior Quant More ❯