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Quant Quantative Developer R London Finance City C++ Java
My Client; a Bespoke London Financial client is looking for an experienced Quantative Risk Analyst/ Developer to join its Interest Rate Risk development team.
The sucuessful candidate shoud ideally have:
- Strong Education (at least MA level in a numerical subject)
- Must have - R (other scripting langauges maybe considered, but must be strong)
- Ideally Interest Rate's Swaps (other asset classes maybe considered)
The role is initally contact and negotiable upto £550/day.
You will need to have a max notice of 3 weeks - although immediate will be desirable.
If interested please send across your CV to m.yish(at)huxley.com and I will get spec sent across to you straight away.
To find out more about Huxley Associates please visit www.huxley.com