Website Jobs via eFinancialCareers
This listing is about Jobs via eFinancialCareers in London, England, United Kingdom
About the job
Essential: Functional / Technical Competencies:
- Solid knowledge of IR curve bootstrapping, pricing and hedging of IR vanilla or Inflation products (e.g understanding how to compute IR market delta, convexity adjustment, swaption price from given trade description, csa and market data…)
- Solid knowledge of P&L attribution and position keeping tools.
- Advanced development skills: C# or C++. Work Experience :
- Experience as a quantitative analyst in front office or model validation. Education / Qualifications:
- MSc or PhD in relevant area. Very good to have:
- Good mathematical and financial modelling skills in IR vanilla or Inflation.
- Good knowledge in numerical methods and Monte Carlo valuation (e.g. variance reduction techniques, greeks computation…)
- Knowledge on middle office metrics, e.g VaR, SIMM, FRTB…
- Knowledge on End of Libor project
- Quantitative analysis
- Software development
- front office
Job Title: Quantitative Developer
Location: London, UK
Rate/Salary: 800.00 – 900.00 GBP Daily
Job Type: Contract
Trading as TEKsystems. Allegis Group Limited, Maxis 2, Western Road, Bracknell, RG12 1RT, United Kingdom. No. 2876353. Allegis Group Limited operates as an Employment Business and Employment Agency as set out in the Conduct of Employment Agencies and Employment Businesses Regulations 2003. TEKsystems is a company within the Allegis Group network of companies (collectively referred to as “Allegis Group”). Aerotek, Aston Carter, EASi, Talentis Solutions, TEKsystems, Stamford Consultants and The Stamford Group are Allegis Group brands. If you apply, your personal data will be processed as described in the Allegis Group Online Privacy Notice available at https://www.allegisgroup.com/en-gb/privacy-notices.
To access our Online Privacy Notice, which explains what information we may collect, use, share, and store about you, and describes your rights and choices about this, please go to https://www.allegisgroup.com/en-gb/privacy-notices.
We are part of a global network of companies and as a result, the personal data you provide will be shared within Allegis Group and transferred and processed outside the UK, Switzerland and European Economic Area subject to the protections described in the Allegis Group Online Privacy Notice. We store personal data in the UK, EEA, Switzerland and the USA. If you would like to exercise your privacy rights, please visit the “Contacting Us” section of our Online Privacy Notice at https://www.allegisgroup.com/en-gb/privacy-notices for details on how to contact us. To protect your privacy and security, we may take steps to verify your identity, such as a password and user ID if there is an account associated with your request, or identifying information such as your address or date of birth, before proceeding with your request. If you are resident in the UK, EEA or Switzerland, we will process any access request you make in accordance with our commitments under the UK Data Protection Act, EU-U.S. Privacy Shield or the Swiss-U.S. Privacy Shield.
Company: Jobs via eFinancialCareers
Job Location: London, England, United Kingdom
Application Deadline: N/A
To apply for this job email your details to email@example.com