Quant Developer
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Cantor Fitzgerald/BGC
Canary Wharf
Key Responsibilities - Development and integration of new “calc types”. - Extend the in-house bond pricing library to support new calculation types (e.g., price-to-yield, DV01, accrued interest). - Implement and validate quantitative models for fixed income instruments. - Ensure rigorous unit and regression testing for all enhancements. - Collaborate with quants and developers to clarify... |
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a day ago
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