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Rates Quant Modeller

Posted: 24/07/26
Recruiter:Huxley Associates
Reference:3143499086
Type:Permanent
Salary:£100,000 Annual
Location:City, London
Description:

The code library provides valuation, risk, scenario and VaR calculations for a wide range of OTC and listed derivatives as well as cash fixed income products in G10 and emerging markets.

The functionality of the library is exposed to clients through is a web based cross-asset Portfolio Management System which provides clients with real time pricing, scenario, risk and P&L on their portfolios as wel click apply for full job details

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