We are currently working with a Tier 1 US Investment Bank who are looking for an experienced Rates and Inflation modeller (C++ and Python) to join the office in London.
This is an opportunity will be split into two parts; developing new models / optimization of existing models (options, hybrids, exotics, inflation), and working directly with traders to support and assist on desk tools building. Examples include, relative value tools and a machine learning automated pricer.
They are looking to hire ASAP and there is a short 3-stage interview process that will take place.
Requirements:
- Rates & Inflation Derivatives Modelling
- Strong FO pricing background (2- 8 Years); C++ and Python
- Previous Experience Supporting Sales & Traders desks
- Strong PhD or MSc in Mathematics / Statistics / Engineering / Equivalent
