Quantitative Trading and Research - Fixed Income - Associate
- Hiring Organisation
- Hackajob Ltd
- Location
- South West London, London, United Kingdom
- Employment Type
- Permanent
responsibilities Develop advanced analytical, pricing and risk-management models for fixed income products, grounded in rigorous mathematics - stochastic processes, martingale pricing, PDE and Monte Carlo methods, and numerical optimisation Develop analytical risk and sensitivity techniques - closed-form and adjoint/algorithmic-differentiation Greeks, risk decomposition … closely related quantitative discipline, with demonstrable strength in advanced mathematics Strong command of stochastic calculus, probability theory, numerical analysis and PDE/Monte Carlo techniques as applied to derivatives pricing and risk Solid understanding of fixed income analytics and risk - term-structure and yield-curve construction ...