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Job Posting Detail


Equity Derivatives Quant Dev C++
Date Posted: 4/29/2003 
Location: London, UK 
Salary: 120k-175k total comp depending on experience 
Job Description: Top European bank currently seeks a Quantitative Developer to implement financial and statistical models (e.g., multi-factor, fair value, parameter estimation etc.) in C++ libraries. Ideally you will have at least 3-4 years of recent practical experience applying models in fixed income markets for a sell-side firm. For this role you will need to have a structured quantitative background in investment banking with knowledge of risk methodologies, trading strategies and options pricing (modelling/quant analysis or trading). This will be supported by at least three years of recent experience of C++ development in a quantitative environment. A masters Degree or Ph.D. in a quantitative discipline (e.g., finance, statistics, econometrics, mathematics, physics, engineering) is required.

 

Contact Via E-mail to: [email protected] 

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