Quant & Data Science

C++ Quant - Fixed Income Pricing - Investment Bank

  • Location:

    London

  • Sector:

    Quant & Data Science

  • Job type:

    Contract

  • Salary:

    £1000 - £1100 per day

  • Contact email:

    gcampbell@vertuspartners.com

  • Job ref:

    QA/2901/GC_1738166440

  • Duration:

    6 Months

  • Startdate:

    ASAP

C++ Quant - Fixed Income Pricing - Investment Bank

Our client, a leading Investment Bank, are looking for a C++ Pricing Quant to work within their Fixed Income division, specifically focusing on Credit Pricing.

They are looking for someone who can:

  • Design and deploy mathematical models for the Credit Desk to be used in Pricing and Trading.
  • Work on expanding their model calibration and market data analytics tooling.
  • Build models predominantly in C++, whilst also leveraging Python.
  • Take requirements directly from the Traders and translate these in to Quantitative solutions.
  • Bring experience working with Black-Scholes, volatility modelling and other pricing methodologies.

They need someone who:

  • Has extensive experience working in a Fixed Income pricing team.
  • Has strong previous experience working with FRTB.
  • Has very strong C++ modelling skills.

This is a PAYE contract, paid through an Umbrella company.

If interested, please apply through this advert.