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Job Posting Detail


IR/FX Options Quant Hybrid: Maths, C++
Date Posted: 4/29/2003 
Location: San Francisco, US 
Salary: Depending on experience 
Job Description: Top derivatives house are continuing to strengthen their Quantitative Research group, particularly on exotic products. They require an extremely bright (1st class degree, Phd etc) research analyst to work on development, implementation and integration of sophisticated mathematical models. Specific product experience of interest rate or FX derivatives would be preferred (possibly equity derivatives) from either an applied or statistics based maths modelling background. Development skills in C++ highly desirable for model implementation. Profitable group with excellent culture.

 

Contact Via E-mail to: [email protected] 

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