Quantitative Trading and Research - Fixed Income - Associate
- Hiring Organisation
- Hackajob Ltd
- Location
- South West London, London, United Kingdom
- Employment Type
- Permanent
will provide advanced modelling solutions to the Fixed Income business. Your work will combine deep mathematical rigour - stochastic calculus, PDEs, numerical methods and the theory of the term structure - with solid software engineering to deliver best-in-class pricing, risk and hedging models to the trading desk. … mathematics, physics, engineering, statistics or a 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 ...