Quantitative Derivatives & Risk Models in Westminster

A leading financial services company in the UK seeks a candidate for their Global Quantitative Research team. The role focuses on developing quantitative models for data services and clearing houses, requiring strong expertise in quantitative finance and programming skills, especially in C++ and Python. The ideal candidate will also possess a solid foundation in statistics and the ability to work collaboratively across teams. This position offers a challenging environment with hands-on R&D opportunities.
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