Front Office Pricing Quant - Rates Modelling
- Location
- Greater London, England, United Kingdom
environment Deep understanding of interest rate products and pricing methodologies Strong proficiency in Python and C++ for quantitative development Solid background in mathematics, quantitative finance, or physics Familiarity with model calibration, curve construction, and market data handling Effective communication skills and ability to collaborate with traders, technologists, and risk teams … consultants provide major clients (Corporate & Investment Banks, Asset Managers, Hedge Funds, Brokers and Insurance Companies) with expertise in several projects such as Financial Engineering, Quantitative Research, Regulatory Implementation, IT Transformation & Innovation. The firm mainly takes part in: Business consulting: Quantitative research, Risk management (e.g. Market risk, credit risk, counterparty risk ...