Quant Developer
- Hiring Organisation
- Huxley Associates
- Location
- City of London, London, United Kingdom
- Employment Type
- Permanent
- Salary
- £180000 - £200000/annum
structured products in commodity or energy markets Vol surface calibration: smile fitting, SABR, SVI, Heston, or equivalent; arbitrage constraints and numerical stability in production Greeks and second-order risk: delta, gamma, vega, volga, vanna, theta; PnL attribution and daily risk reconciliation VaR, stressed VaR, and scenario analysis implementation; working knowledge ...