Yield Curve Modeller

  • FinTech
  • London

up to circa £100,000 negotiable

We are  seeking a Yield Curve Modeller (Rates) for our financial client based in London. You will be developing new models to support bank activities. This is a permanent role with salary circa £100,000+. You will require to have expert programming skills in C++


  • Working closely with the model development team of a large global bank maintaining and enhancing existing models in supporting regulatory mandates

Skills and experience required for the Yield Curve Modeller role:

  • PhD – Mathematics/Physics/Engineering/Computational Finance or similar quantitative discipline OR Masters in Financial Engineering (MFE)
  • Experience of quantitative finance such as Geometric Brownian Motion, Stochastic Calculus, partial Differential Equations, Monet Carlo simulation.
  • Exposure to VAR, Expected Shortfall, CBA, IMM and Risk based margins and knowledge of regulatory initiatives
  • Expert level programming skills in C++

Further details of the Yield Curve Modeller role is available on application. PIease submit your current CV.

To apply for this job email your details to apply@fintecrecruit.co.uk