Rates Quant Modeller

ScreenedJust posted
London, City of London
£100,000 - £100,000/annum
Posted 1 day ago
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About the role

The code library provides valuation, risk, scenario and VaR calculations for a wide range of OTC and listed derivatives as well as cash fixed income products in G10 and emerging markets.


Maximise your chances of a successful application to this job by ensuring your CV and skills are a good match.

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 xwzovoh and P&L on their portfolios as wel...


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