C++ Quant - Fixed Income Pricing - Investment Bank

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.