VP Rates Options Quantitative Analyst, London

Anson McCade is seeking an Interest Rate Derivatives Option Quant in London to join the analytics team. You will develop pricing and risk tools for IR derivatives and work closely with trading desks.

The role requires strong Python and C++ skills, experience with SABR and HJM models, and advanced numerical methods such as Monte Carlo and PDE solvers. A Master’s or PhD in a quantitative field is preferred.

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