Lead Vol & Linear Fixed Income Quant Modeller
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Description
Buy Side Hedge Fund requires set Quant roadmap across Rates & FX, leading a world class team of quant developers and modellers, validation and production rollout.
Candidate will: Own the multi-asset analytics library: design performance, trade representation, prototype to production.
Lead a group of Quant Developers and Modellers, working in C++ & Python.
Direct Pricing & Risk Linear and Vol Rates and FX (Options).
Drive platform programmes such as Risk engine consolidation, library modernisati…
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