Derivatives Pricing Consultant - 500 per day

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Interim Derivatives Pricing Consultant

London

Up to £500 per day

Client is a large investment management firm who are looking to take on a derivative pricing consultant for a 6-month contract.

They are looking for:

- Somebody who has experience working in a derivative pricing function

- Has experience modelling vanilla and complex interest and inflation rate derivative products or something similar

- Strong with Excel, able to write macros

- Ideally some knowledge of Bloomberg.

Keywords: Quant, risk, pricing, derivatives, actuary, excel, analyst, macros, trading, methodology