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Quantitative Analyst - AVP

  • Location: London
  • Sector: Quantitative
  • Salary: £70000 - £90000 per annum + bonus and benefits
  • Job type: Permanent
  • Date posted: 23/02/2018
  • Job reference: MA26700
This vacancy has now expired.

I am currently assisting a leading global investment bank with the recruitment of an interest rates quant into their model risk team.

They work on a variety of structured rates pricing models used for linear and non-linear rates, inflation, and hybrid products.

It is a model validation team and will involve working on all model related issues including the mathematics used in the models, quantification of the errors, and working out alternative solutions.

The team is relatively small and led by a very experienced MD who will work closely with this function. This will provide an excellent chance to develop a strong skillset in the area, be very involved in a hands on capacity and learn a lot.

They are looking for a quant with some knowledge of rates pricing models, from a quant or technical function. The entire pricing library is in C++ so working knowledge of C++ pricing models will be required also.

The compensation will be in the range of £70,000 - £90,000 plus excellent bonus and benefits.

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