Quant Analyst, Relative Value Hedge Fund, London

Millar Associates
Published
30 May 2019
Location
London, United Kingdom
Category
Job Type

Description

Minimum 3 years’ experience of Derivatives Pricing and Modelling. Breadth would be appreciated, i.e. not narrowly focused on one particular branch of exotics pricing. They now seek an experienced Quant with good IT skills to be responsible for development of pricing models, trading tools, risk management tools, and relative value opportunity identification tools....

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