Rate Curves using QuantLib and QuantLibXL

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Rate Curves using QuantLib and QuantLibXL

Ferdinando M. Ametrano
Hi all

the Milan-based investment bank of a primary Italian bank is looking for a quant with strong C++/Excel development skills to join its prestigious Financial Engineering team.

The mission is to bootstrap rate curves in about a dozen currencies using QuantLibXL and the underlying C++ QuantLib analytics. Refactoring of the framework is in the mission scope.
You will be required to also help with Murex integration of the same curves; familiarity with LCH curve configurations is a plus.

The position offer senior guidance, stimulating environment, and competitive salary. 

Send your CV for immediate consideration to ferdinando DOT ametrano AT gmail DOT com.


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