VOLATILITY & Linear Rates Quant Modeller & Developer
- Hiring Organisation
- Huxley Associates
- Location
- Channel Isles, South West, United Kingdom
- Employment Type
- Permanent
standards, research, production, codebase testing. Partner with PM'sso models and scenario analytics are fit for live use. What you bring * 15+ years in quantitative finance, with a long stretch building derivatives models … rather than only managing them. A physics, mathematics, or equivalent quantitative degree (master's or above) is typical. * Proven leadership of large quant-developer groups, including at Managing Director/Director level in a bank or equivalent seniority on the buy side. * Deep FX and rates derivatives ...