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| Location: |
London, United Kingdom |
| Recruiter: |
Millar Associates |
| Salary: |
Highly Competitive Salary |
| Post Date: |
2010-02-02 |
| Contact Email: |
banking@millarassociates.com |
| Apply Url: |
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| Source: |
quantfinancejobs |
| Description: |
Leading Emerging Market Hedge FundThis award winning hedge fund is looking to recruit a researcher to work on developing and improving their analytics tools (pricing and sensitivity). You will analyse yield curve related, options related, and credit related financial instrumentsKEY REQUIREMENTS: - 2+ yrs of experience developing, improving analytic tools (mainly excel, VBA) - Pricing and sensitivity analysis experience for: - Yield Curve (swaps valuation, discount factors, forward starting swaps) - Options (valuation & Greek sensitivities) - Credit (CDS curve building, valuation, sensitivities) - Excellent programming experience in C / C++, Java, VBA, Matlab - Minimum of Masters educated in a quantitative field - Prior experience in writing computer code for financial applicationsDESIRABLE: - Prior experience in a financial institution quant / analytics group would be advantageous - Experience in Emerging Markets |
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