Contract Quantitative Developer – Pricing Analytics Fixed Income – Up to £1100 per day

Description de la mission

Exceptional contract opportunity with a multi strategy hedge fund who are looking for a talented quantitative developer to join a front office pricing analytics team with an emphasis on fixed income products (interest rates, interest rates derivatives).
The ideal candidate will:
Have extensive experience in pricing/risking financial products
Be experienced in yield curve construction
Have experience coding pricing models and understand risk generation methodologies
Preffered skills:
5+ years Java or C++ development experience
Knowledge of Python and experience developing python libraries
Excellent communication skills
Rate: Up to £1100 per day (Inside IR35)
Duration: 6 month intial contract with further extensions
Hybird working – office is based in central london.
Immediate start available
If you satisfy the above requirments and would like more information, please apply with an up to date CV.