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Posted 8 days ago
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**Quantitative Developer – Fixed Income (Risk) London** Lead quantitative development for systemic fixed income trading risks. Design, code, and optimize C++/Python models. Experience with: C++/Python, financial markets, pricing curves, fixed income derivatives. Proven experience in quantitative finance. BS/MS in quantitative/mathematical field required. Senior or Mid-level role. Hybrid work setup in London.
- Compensation
- Not specified
- City
- London
- Country
- United Kingdom
Currency: Not specified
Full Job Description
Location: London, hybrid | Type: Permanent Quantitative Developer Fixed Income (Risk) Global Quant & Systematic Investment Management London Posted 3 Wks Ago
