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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.

Key Skills;

  • 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