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C++ Pricing Developer

This job is no longer available

Recruiter
Huxley Associates
Posted
11 April 2013
Closes
09 May 2013
Ref
HA-12334356
Contact
Oliver Colmans
Function
Contract Type
Hours
Salary
£550 - £551 per day

Further information

My Banking client is seeking a strong C++ (Quant) Developer for a Pricing Developer role.

The ideal candidate would be able to display pricing experience on a large counter-party credit risk system, and would be comfortable with the process of looking through the huge amount of produced data in order to analyse and explain any pricing issues that may arise.

The succesful applicant would be able to display A textbook understanding of B2/B3, MTM, PFE, EE, EEPE and more general pricing methodologies like Black Scholes as the roles requires someone who can investigate and deal with complex, data heavy, pricing problems.

SKILLS-

C++

Pricing

Credit Risk Knowledge

B2/B3, MTM, PFE, EE, EEPE

Please respond immediately if you feel you are suitable.

To find out more about Huxley Associates, please visit www.huxley.com.

Huxley Associates

Huxley Associates is an international recruitment agency specialising in the placement of senior professionals in a diverse range of sectors.