Senior desk quant analyst interest rate derivatives london 120 000 excellent package
Info du vendredi 26 février 2010 - 12h19 - Indice de popularité : 66% (-9 %) Selon BFA : "Senior Desk Quant Analyst Interest Rate Derivatives London 120 000 excellent packageOur client a Global Investment Bank is looking to add a Senior Desk Quant to join their highly talented and rapidly growing team The Senior Desk Quant will be offered an exceptional training program and have market leading career progression for the right candidate The successful candidate will Have knowledge of working on the stochastic volatility LIBOR Market Model LMM Develop model based analytical formulas for CMS products Develop lower bound and upper bound approaches for LMM to handle the pricing of callable LIBOR exotics Support for IR Exotic Trading Desk C C coding with emphasis on numerical methods PhD or equivalent degree from top tier schools programs in Math Math Finance Physics ..."
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