IRFX Quantitative Modeler
- Type Contract
- Salary £900 - £950 per day + Rolling Contract
- Location City of London, London
- Sectors Banking IT, Business Analyst
I am looking for a Senior IRFX Hybrid Quantitative Modeller for one of our Top Tier Banking clients based in the heart of London.
This is a fantastic opportunity for the right candidate to join a rapidly growing organisation and to have the opportunity to leave their footprint on future business models used on a global scale.
To be successful in this role you will need a wealth of experience with FX (foreign exchange) and IR (Interest rates). As well as the technologies; C++, CUDA (Nvidia, HPC, Monte-Carlo)
This role will suit a solid all-rounder, with a breadth of Quantitative experience across different product groups,
Someone who has cut their teeth from the bottom up and relishes the idea of getting stuck into the heart of a project on a daily basis.
This is a Contract opportunity offering up to £950 a day and also offering longevity in the programme of work.
- C++ 11+
- CUDA (Nvidia, HPC exp')
- Stochastic calculus
- Deep understanding of Rates/Interest rates/ Flow rates
- Deep understanding of FX/ eFX/ FXO
- Vanilla Products
- Solid Modelling exp' in a reputable Quantitative environment
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