A Banking client that I'm working with are currently looking to bring on board multiple mid to senior Quantitative Analyst's for their IBOR transition project based in London.
You would be brought in to work on validation of the front office curve construction in the context of the IBOR transition.
This in initially a 6 months contract paying £625 per day inside IR35. Due to the current climate the role will likely be remote for the rest of the year at least.
* Previous Quant Analyst experience preferably with experience in linear rates / curve construction, understanding valuation and risk of the rates products.
* Level of experience: > 3 years, mid-to-senior level
* Programming skills: C++/Python
If this is of interest please send over an updated CV and I'll be in touch asap if suitable.
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