Convertible Bond Strat Role – Assoc/VP level

  • Competitive Market Rate
  • London, England, United Kingdom
  • Permanent, Full time
  • Anson McCade
  • 11 Dec 17 2017-12-11

This is an exciting opportunity for junior quants to establish themselves in the equity derivatives team of a tier-one investment bank. The main responsibility of the role is to provide support to the convertible bond desk. This will be done by: • Creating daily risk and valuation reports via strategic analytics, that you will construct and update • Improve and build upon the models through collaborating with the library quants. After focussing on convertibles within the first year, the successful candidate will increasingly be exposed to the work in Exotics, expanding their experience.

Convertible Bond Strat Role – Assoc/VP level

 

London based

 

Role

 

This is an exciting opportunity for junior quants to establish themselves in the equity derivatives team of a tier-one investment bank. The main responsibility of the role is to provide support to the convertible bond desk. This will be done by:

  • Creating daily risk and valuation reports via strategic analytics, that you will construct and update
  • Improve and build upon the models through collaborating with the library quants.

 

After focussing on convertibles within the first year, the successful candidate will increasingly be exposed to the work in Exotics, expanding their experience.

 

Requirements

 

  • Exceptional programming skills in C++ or Python
  • Postgrad qualification in quantitative subject
  • At least one year of experience as a quantitative analyst

 

To apply, send your CV to Bradley Caton-Garrett at bradley.caton-garret@ansonmccade.com.

For more information, Bradley can be reached on 020 7780 6700.