Front Office Equity Quant Analyst

  • £80k - 120k per year + BONUS
  • London, England, United Kingdom
  • Permanent, Full time
  • GQR Global Markets
  • 28 Nov 17 2017-11-28

A tier one US investment bank is looking to hire a front office quant analyst to sit on the equity desk, focusing mainly but not exclusively on exotic and flow products. The ideal candidate will have experience within capital markets and modelling in C++ or Python.

A leading US Investment Bank in London is looking to hire a front office modelling quant for an exotic desk, sitting on equities. Those successful, will be developing & implementing derivative pricing models across this desk alongside supporting the local trading desk.

Location:  London, UK

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:

  • PhD/MSc, DEA in highly quantitative subjects such as Mathematics, Computer Science, Physics and Engineering.
  • Strong object orientated programming in C++ or Python
  • Demonstrable interest in financial modelling and mathematics
  • Knowledge of stochastic processes, partial differential equations, numerical analyst, numerical optimization and probability theory.
  • Excellent communication skills

Confidentiality and utmost discretion is 100% assured.