Equity Derivative Pricing Quant - VP

  • £70k - 170k per year + Bonus
  • London, England, United Kingdom
  • Contract, Full time
  • GQR Global Markets
  • 20 Nov 17 2017-11-20

A leading Tier 1 Investment Bank in London is proactively looking to recruit a front office Equities Derivatives Quant. Those successful, will be developing & implementing derivative pricing models across this desk alongside supporting the local trading desk.

A leading Tier 1 Investment Bank in London is proactively looking to recruit a front office Equities Quant. Those successful, will be developing & implementing derivative pricing models across this desk alongside supporting the local trading desk.

Location: London

The role:

  • Development of front office derivative pricing models
  • Ensure correct and robust implementation of the models
  • Enhancing the C++ pricing libraries
  • Working entirely in their Front Office alongside quant’s & trade specialists

Requirements:

  • Master’s, PhD, DEA in highly quantitative subjects such as Mathematics, Computer Science, Physics and Engineering.
  • Strong object orientated programming in C++
  • Demonstrable interest in financial modeling
  • Knowledge with stochastic processes, partial differential equations, numerical analyst, numerical optimization and probability theory.
  • Excellent communication skills

This is an immediate hire, interviews have begun thus immediate application is advised. GQR also welcomes tentative enquiries from suitably qualified individuals.

Confidentiality and utmost discretion is 100% assured.