Quant Analyst - Model Validation, Equity Derivatives Quant Analyst - Model Validation, Equity  …

Anson McCade
in London, United Kingdom
Permanent, Full time
Last application, 23 Oct 20
Negotiable
Anson McCade
in London, United Kingdom
Permanent, Full time
Last application, 23 Oct 20
Negotiable
Anson McCade
Quant Analyst - Model Validation, Equity Derivatives - VP/Director level London based

Our client is looking for an experienced quant to join their Model Validation team focusing on equity and equity-hybrid derivatives. As part of Group Risk Control, the main objective of the team is the validation of the models used for valuation and management of the firm's trading positions from a market risk perspective.

Responsibilities

  • Contribute to the development of benchmark models in C++ in 'our in-house cutting edge library
  • Independently review exotic equity derivative models
  • Approve exotic equity trade approval transactions
  • Provide expertise on model suitability, calibration, speed and accuracy
  • Represent the team at internal meetings
  • Work closely with front office quants, market risk control, and trading

Requirements

  • Ideally at least 4 years working experience in a similar quantitative role
  • MSc or PhD in a quantitative discipline
  • Experience using C++ and Python, and implementing complex derivative models using Monte Carlo and/or partial differential equation techniques
  • Excellent written and interpersonal communication skills
  • Methodical, concise and accurate
  • Motivated to drive strategic initiatives, while keeping a strong attention to details
  • Able to apply technical understanding to practical problems - willing to collaborate and share knowledge with your team
Company Overview

About Us

Anson McCade is a specialist recruitment agency headquartered in London, with further offices in Belfast, Paris & Sydney. Operating internationally, we provide high-end, niche executive search and recruitment services within our chosen markets on a contingency or search basis.  Founded at the turn of the millennium, for 20 years and counting we have specialised in connecting the most sought after talent with our industry leading clients across the IT and Capital Markets sectors. Within these sectors we work across four main verticals; quantitative research trading & risk, digital & analytics, information technology & security, and business change, transformation & strategy.

In an ever changing business and technological landscape, the need for exceptional, agile talent is crucial to almost every organisation’s success over the long term. We target the highest calibre, most relevant individuals possible for each mandate we undertake, achieving this through a consultative, research focused approach to networking, this in addition to access to a substantial range of resources, both in-house and on-line. Our consistent success in doing so over the years has resulted in an impressive portfolio of high-end, blue chip and boutique clients, many of whom we have worked with continuously as a premier recruitment partner for over a decade.

Anson McCade has been recognised as being instrumental in the growth of some of the world’s leading organisations and most innovative start-ups. Our consultants are industry experts who understand the challenges that many organisations face in today’s frenetic and unpredictable technical and business climate, as well as the diversity, skills matrix variance and mix of ambitions and expectations of the candidates we work with.

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