Markets Strats - Senior Rates Pricing Quant - First Line Model Review
- Hiring Organisation
- Barclays
- Location
- london (city of london), south east england, united kingdom
frameworks, Cheyette models; Local volatility models, Forward volatility modelling, stochastic volatility models, SABR and volatility surface construction. Preferred Experience Rates, Hybrid Rates/FX, Rates/Credit or Rates/Equity models. Inflation, Munis. Model validation or model documentation as a developer. Python and/or C++ implementation experience. Design ...