Quant Analyst - Exotics - Model Implementation and Validation (London Area)

We are currently supporting a global investment bank in their search for Front Office Exotics Quant Analyst to work on model implementation and Validation in their Interest Rates team. The role will require an in depth knowledge of at least on exotic model, and an appreciation of how that model is implemented, calibrated and validated.

Key Skills

• Model development and validation
• Exotic Rates model knowledge
• C++, C# or Python development experience

This is a 6 month rolling contract, for a project which is expected to last 3 years. The working pattern is hybrid, with 2 days required in office.

The role will pay £900-1000 (inside IR35).

If you believe you could be a good match, please apply. We look forward to speaking with you!