£700 a day
Quantitative Python Developer - Front office - Contract
Quantitative Python Developer required for a global Investment bank working within their Front office Team.
You will build and harmonize the pricing, risk and P&L chain for interest rate, FX and credit flow products. This is a unique opportunity to work on a major re-engineering plan with very ambitious targets and requires a significant number of experts to work together and deliver this new platform.
Pricing and Risk analytics
Curves construction methodologies
Market Making, Pricing and Relative Value tools for Sales and Trading
Risk / pricing knowledge
Work on P&L risk base explain vs VaR model
From £ 700 + day rate
Duration: Long term contract - 6 months rolling to 3 years
If you're interested in this opportunity, forward you're CV ASAP. Alternatively, if would like to know more information please contact Shanaz Rob- call on 0207 092 3294 for more details
This job was originally posted as www.cwjobs.co.uk/job/79208306
Posted by Eames Consulting, 13 Jan