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Interest rate FX Quantitative Hybrid Modeller

I am looking for a Senior IRFX Hybrid Quantitative Modeller for one of our Top Tier Banking clients based in the heart of London.

The successful candidate will have to be equipped with the following;

  • C++ (11+)
  • CUDA (Nvidia, HPC, GPU, CPU)
  • Front to back knowledge of FX (payments)
  • Deep understanding of IR ( Interest rates, Flow rates, Exotics, Vanilla products)
  • Monte-Carlo
  • Stochastic Calculus
  • Proven experience of Modelling within a reputable Front office Quant team

If you would like to find out more about this challenging but exciting project, then please don't hesitate to apply!

To find out more about Huxley, please visit www.huxley.com

Huxley, a trading division of SThree Partnership LLP is acting as an Employment Business in relation to this vacancy | Registered office | 1st Floor, 75 King William Street, London, EC4N 7BE, United Kingdom | Partnership Number | OC387148 England and Wales