A top tier bank is looking for a quant analyst/developer to join their team in London.
Responsibilities
- Develop Quant Library functions for Independent Price Verification (IPV), Fair Value Adjustments (FVA) and Prudent Valuation Adjustments (PVA) in C++, Python and SQL.
- Migration of Excel applications to automated platforms.
- Contribute to internal projects to streamline production within multiple asset classes: FX, credit and equity.
Experience
- Strong knowledge & practical experience with C++ are required
- Python,C# ,SQL and VBA are advantages
- Minimum 4 years of working experience is preferred
- Experience of working within the quant space (pricing models, curve construction, etc)
- Knowledge of financial products:FX, Credit, Equity
Eames Consulting is acting as an Employment Business in relation to this vacancy.
