VOLATILITY and Linear Rates Quant Modeller and Developer

Buy Side Hedge Fund requires a lead Quant to set the roadmap across Rates and FX, leading a world class team of quant developers and modellers, validation and production rollout.Candidate will:Own the multi-asset analytics library: design performance, trade representation, prototype to production.Lead a group of Quant Developers and Modellers, working in C++ and Python click apply for full job ..... full job details .....