Quantitative Trading & Research - Fixed Income - Associate
- Location
- Greater London, England, United Kingdom
sophisticated mathematical models, cutting-edge methodologies and infrastructure used to value and hedge fixed income transactions — from vanilla flow products to complex exotic derivatives — as well as to improve the performance of algorithmic trading strategies and deliver advanced electronic solutions to our clients worldwide. This work spans the full quantitative … 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 and yield-curve construction, multi-curve and CSA discounting, sensitivities and hedging ...