Markets Strats - Senior Rates Pricing Quant - First Line Model Review
- Hiring Organisation
- Barclays
- Location
- East London, London, United Kingdom
- Employment Type
- Permanent, Work From Home
- Salary
- GBP per day
pricing, risk, hedging, reserves, and governance decisions. Relevant Product and Model Experience Candidates should have experience with a significant subset of the following: CMS and CMS Spread products, Bermudan swaptions and callable rates products, LMM (Libor Market Model), Hull-White models, HJM frameworks, Cheyette models; Local volatility models, Forward volatility ...