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| Location: |
London, United Kingdom |
| Recruiter: |
Millar Associates |
| Salary: |
Highly Competitive Salary |
| Post Date: |
2010-01-29 |
| Contact Email: |
banking@millarassociates.com |
| Apply Url: |
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| Source: |
quantfinancejobs |
| Description: |
Leading European BankThis leading European Investment Bank urgently seeks to recruit a PhD Quant to work on its on Exotic Interest Rates business. You will have prior front office experience dealing with Short Rate models, LMM (BGM), Inflation and Long-dated FX.KEY REQUIREMENTS: - PhD educated in a Quantitative Subject (Maths, Physics, or Engineering) - 1-5yrs experience in a relevant Front Office Quant role - Experience working on Short Rate models, LIBOR market model (BGM), Inflation, Long-dated FX, etc. - Good knowledge of financial modelling, Stochastic Calculus, Numerical Analysis, PDE, Monte Carlo simulation, Probabilitybr /> - Excellent programming in C++ (Object Orientated), Java, VBA |
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