Quantitative Mathematical Modellers (C++, VBA) For Securities Valuations Team – London job in City Of London at Parham Consulting Ltd
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Quantitative Mathematical Modellers (C++, VBA) for Securities Valuations Team – London

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Company: Parham Consulting Ltd

Location: Canary Wharf, Docklands, East London, London

Date Posted: Oct 06, 2010

EXPERIENCE REQUIRED: The following experience and attributes are essential for this role: • MSc, PhD or equivalent in a Mathematical subject • Programming experience in C and C++ • Experience in both Excel and VBA • An absolute minimum of 2 years commercial experience in mathematical or risk modelling for any of: o Derivatives o Equities o Fixed Income o Commodities o Energy Trading • Broad exposure to risk modelling Please note the above experience is essential: You require all of the above to be eligible for this role...View full job description
From BritishJobs - 06 Oct 2010
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