Role: Quant Analyst to join one of the well-reputed technology consulting firm!
Rate/Salary : Competitive
Location: London, UK
Job type: Permanent/FTC- 12 Months
- The candidate will be involved in developing the revised or new calculations for product/clients
- We are looking for someone with Applied Mathematics: PDE ( partial differential equation), binomial trees, Monte-Carlo, minimization, lognormal, martingale, stochastic.
- Financial topics/Quant Trading: Pricing, evaluation, Greeks, financial models, VAR (Value at risk), CVA, XVA, HW(Hull-White), LMM, Heston, Dupire, SABR, volatility, curve, yield curve, surface, Black-Scholes, swap, bond, convertible, option, derivatives, swaption,
- Technical/Programming: C++, Python, Java, Visual Studio, C#
If you’re interested in this role, forward an up-to-date copy of your CV to firstname.lastname@example.org or apply online