1 of 1 Permanent Derivative Jobs in the Channel Islands

VOLATILITY & Linear Rates Quant Modeller & Developer

Hiring Organisation
Huxley Associates
Location
Channel Isles, South West, United Kingdom
Employment Type
Permanent
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 … Managing Director/Director level in a bank or equivalent seniority on the buy side. * Deep FX and rates derivatives experience: local- and stochastic-vol models, term-structure models, PDE and Monte Carlo methods, calibration, and risk. * Production C++ at library scale, plus Python for research, tooling, and orchestration. Evidence ...