A leading bank based in the city of London is looking to appoint a Mid-Senior level Quant Analyst/Developer.
You will be joining a leading Front Office Rates Quantitative Research team. Assisting with the development of a family of new pricers; Integration of new pricing Algorithms in to the legacy framework and Unifying the CPU and GPU calls,
- Quantitative finance knowledge
- Stochastic Calculus
- PDE solvers
- C++ 11
- Masters or PhD in a relevant Quantitative field
- Product knowledge; Interest Rates, FX, Inflation or Equity Derivatives.
If you would like to Join one of the most reputable and friendly Quant teams in the field, then do not hesitate to apply!
To find out more about Huxley, please visit www.huxley.com