Equity Derivatives Quant/Strat - VP/D level Equity Derivatives Quant/Strat - VP/D level …

Anson McCade
in London, United Kingdom
Permanent, Full time
Last application, 06 Dec 21
perfomance based bonus
Anson McCade
in London, United Kingdom
Permanent, Full time
Last application, 06 Dec 21
perfomance based bonus
Interesting opportunity for an experienced quant/strat to join an equity derivatives quant team at a tier 1 bank.

Equity Derivatives Quant/Strat - VP level

London based

My client are looking for a Quant/Strat to join the Equity Quantitative Analysis group and work on the analytics libraries used for their Equity and Multi-Asset pricing and risk-management.

The team creates, implements and supports the models for the Equities Division. As part of the front office, the team supports the trading business in all quantitative aspects.

Responsibilities:

You will be involved in the various activities of this front desk team:

  • Implementation of analytics (including pricing models and stresses)
  • Interaction with the exotic trading desk and other functions
  • Involvement in regulatory projects, etc

You will report to the head of the exotics quant team, and have an increase in responsibility over time in the running of increasingly complex projects and in collaborative work within the team and through projects involving other functions.

Requirements:

  • Strong background in mathematical finance, derivative pricing models, and numerical techniques for derivative valuation (Monte Carlo Methods, PDE solvers…) is required.
  • Prior experiences of working in a front office quant/strat role in derivatives with preference given to those with equity derivatives experience.
  • PhD/ Master in Maths / Physics / Statistics or related subjects.
  • Show keen interest in the financial markets.
  • Show keen interest in implementation of models.
  • Strong teamwork capability.
  • Good technical programming (C++, C sharp, Python).
  • Good knowledge of derivatives models (Equity, Rate, FX…).
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