Contract Quantitative Developer - Pricing Analytics Fixed Income - Up to £1100 per day - eFinancialCareers : Job Details

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.