The business supports institutional investors with investment iinvestors with investment solutions and asset management offerings. The business operates globally through its offices in Boston, Cologne, Hartford, Hong Kong, London, New York and Tokyo.
The role would suit a quant who has a stochastic and continuous time financial modeling experience who has a passion for coding.
You would need to be able to implement derivatives pricing under the Heston model.
Software experience in languages such as Julia, Python, C++, Fortran or Matlab.
To hear more about this excellent opportunity please call Antony on 0207 220 1106.