Senior Modeller – Canary Wharf
We urgently require a Senior Modeller with Market Risk developer.
You must have at least 5 years software development expertise with the following skills:
* Experience with VaR model development
* Familiar with option greeks
* Understanding of (however, not necessarily to derive) various option pricing models
* Well-versed in statistics and probability distributions
* Programming language(s): Python, Matlab, R
Salary will be up to £70K.
Location is Canary Wharf in the Docklands London.
Please send your CV to us in Word format along with salary and availability details.