Details:
- Salary: £100,000
- Category: Banking and Financial Services
- Job Type: Permanent
- Salary Per: Annum
- Location: South East City of London
- Date: 6 days ago
Description:
The code library provides valuation, risk, scenario and VaR calculations for a wide range of OTC and listed derivatives as well as cash fixed income products in G10 and emerging markets.
The functionality of the library is exposed to clients through is a web based cross-asset Portfolio Management System which provides clients with real time pricing, scenario, risk and P&L on their portfolios as wel...
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