Cross Assett Quant Modeller
- Hiring Organisation
- Huxley Associates
- Location
- London, UK
- Employment Type
- Full-time
side focused Fintech requires a Rates Quant Modeller to work with the senior portfolio manager, creating models for the business. Join our client and shape the tools for power elite trading. The code library provides valuation, risk, scenario and VaR calculations for a wide range of OTC and listed … fixed income products in G10 and emerging markets. The functionality of the library is exposed to clients through is a web based cross-asset Portfolio Management System which provides clients with real time pricing, scenario, risk and P&L on their portfolios as well as the ability ...