Quantitative Trading & Research - Fixed Income - Associate
- Location
- Greater London, England, United Kingdom
yield-curve analytics, and the analytical computation of risk and sensitivities that the desk relies on to hedge. If you are passionate about applied mathematics, curious, and ready to make an impact, we are looking for you. Job summary As a Quantitative Researcher/Developer, Associate, in the Fixed Income … hedging models to the trading desk. Job responsibilities Develop advanced analytical, pricing and risk-management models for fixed income products, grounded in rigorous mathematics - stochastic processes, martingale pricing, PDE and Monte Carlo methods, and numerical optimisation Develop analytical risk and sensitivity techniques - closed-form and adjoint/algorithmic-differentiation Greeks ...