VOLATILITY & Linear Rates Quant Modeller & Developer
- Hiring Organisation
- Huxley Associates
- Location
- Channel Isles, South West, United Kingdom
- Employment Type
- Permanent
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 of having shipped a modern, fast, cross-asset analytics library is a strong signal. * Judgement on model risk, regulatory ...