Quantitative Analyst - Interest Rate Derivatives

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Edinburgh, United Kingdom

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Full-time

Hybrid

Enhance model performance and stability for real-time pricing and intraday risk. Contribute to curve building, calibration and scenario analytics; harden code, CI/CD and testing.

Hands-on Python, Java, Kafka. Familiar with VaR/ES, stress testing and backtesting. Experience with event-driven architectures, microservices, containers and CI/CD.

Pricing & Risk in Fintech

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