Our client is a worlwide player in the bank sector, for which we look for a Quantitative Analyst.
The quantitative analyst will be responsible for:
- The development of vanilla and exotic pricing models for interest rate, long-dated FX and inflation products - The rates CVA library - To deliver pricing and risk tools to the CVA desk
- Proven C++ development experience in a commercial environment preferably using VC++ - Experience of Windows environment - Experience of Linux would be helpful - Knowledge of financial markets, particularly bond maths would be beneficial - Some experience of Python would be useful - Strong software engineering skills with an emphasis on writing clear, concise and maintainable code. - Strong mathematical programming - Proven attention to detail - A numerate background (minimum of a good BSc / BA) - Good written and spoken English with good interpersonal skills.
- Opportunity to join an acknowledged professional company - Competitive compensation package - International and multicultural professional environment
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