Markets Strats - Senior Rates Pricing Quant - First Line Model Review
- Location
- Greater London, England, United Kingdom
components or enhancements in Python, thus providing benchmark approaches to support the assessment of model assumptions and limitations. If warranted, debug and analyse production C++ model implementations. Act as a senior quantitative representative across the model lifecycle. Interact confidently with traders, quantitative developers, model validators, market risk, product control, audit …/FX, Rates/Credit or Rates/Equity models. Inflation, Munis. Model validation or model documentation as a developer. Python and/or C++ implementation experience. Design and assessment of model reserves and adjustments relating to model limitations. Less Relevant Backgrounds The focus is on pricing models rather than ...