Summary from listing
The Front Office Quant will develop and improve pricing and risk management tools for a strategic platform, investigate quantitative pricing and risk issues, adapt methods to market and regulatory changes such as Libor discontinuation and FRTB, and contribute to an in-house Python library. The role requires strong knowledge of multi-asset-class pricing, derivatives, risk sensitivities, curve construction, and stochastic or numerical methods, along with at least four years of professional experience and four years of Python or C++ programming experience.
