Rates Quant Modeller

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. Maximise your chances of a successful application to this job by ensuring your CV and skills are a good match.

The functionality of the library is exposed to clients through is a web based cross-asset Portfolio Management System which provides clients with real time pricing, scenario, risk xxuwjjq and P&L on their portfolios as wel...

JBLK1_UKTJ