Cross Assett Quant Modeller

Buy side focused Fintech requires a Rates Quant Modeller to work with the senior portfolio manager, creating models for the business.

Join our client and shape the tools for power elite trading.

The code library provides valuation, risk, scenario and VaR calculations for a wide range of OTC and listed derivatives as well as cash fixed income products in G10 and emerging markets click apply for full job details