Equities Quantitative Analyst

  • Competitive Market Rate
  • London, England, United Kingdom
  • Permanent, Full time
  • Anson McCade
  • 14 Nov 17 2017-11-14

Are you an expert in analytics? Do you know how to work well within a team and deliver sophisticated solutions? My client is looking for someone like that who can work on all aspects of derivative pricing and help them: – represent complex derivatives. – price them using stochastic models and numerical methods. – calibrate model parameters. – support users of our quant libraries.

Equities Quantitative Analyst

 

London based

 

Are you an expert in analytics? Do you know how to work well within a team and deliver sophisticated solutions? My client is looking for someone like that who can work on all aspects of derivative pricing and help them:
– represent complex derivatives.
– price them using stochastic models and numerical methods.
– calibrate model parameters.
– support users of our quant libraries.

 

You’ll be working in the Quantitative Analytics team in London. The role is to build the models and infrastructure that risk manages the Investment Bank's trading positions. They help their Trading, Structuring and Sales business partners by providing cutting-edge analytics and state of the art systems. The team is looking to expand to support the next generation of regulation.

 

Requirements:

 

  • Doctorate degree in physics, mathematics, engineering or related, or a DEA or equivalent degree in mathematical finance.
  • A few years' experience as a front-office quant or model validation.
  • Strong knowledge of Equities.
  • Proficient using C++.
  • Proficient at stochastic calculus.
  • Familiar with standard derivatives and pricing methods.