Front Office Rates Quant: Real-Time Pricing & Modelling

NCSL International is looking for a Front Office Pricing Quant to support traders and structurers by designing and implementing pricing and risk models for a range of interest rate derivatives. The candidate should have proven experience with quantitative analysis and strong programming skills in Python and C++.

This full-time position offers hybrid working and requires regular office travel. Candidates with a solid understanding of interest rate products and model calibration are encouraged to apply.

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