Markets Strats - Senior Rates Pricing Quant - First Line Model Review
- Hiring Organisation
- Barclays
- Location
- london (city of london), south east england, united kingdom
models, with demonstrated expertise in model development and/or validation/review of term structure models and exotic instruments. Strong understanding of Rates derivatives modelling, particularly for callable and path-dependent products. Quantitative background in applied mathematics, financial mathematics, quantitative finance, or a closely related discipline. Proven experience assessing ...