Linear Rates Quantitative Analyst
- Hiring Organisation
- ALFA TECHNOLOGY RECRUITMENT LTD
- Location
- London, United Kingdom
- Employment Type
- Permanent
curve discounting, and term structure models. Advanced programming capability in C++ and Python (including NumPy, SciPy, and pandas), with a strong grounding in object-oriented design and pricing library development. In-depth understanding of linear rates relative value trading, risk decomposition, and hedge fund portfolio construction. Right ...