Discover your dream Career
For Recruiters
Acquire Me

Quant Pricing Researcher

Acquire Me London, United Kingdom
Posted 19 days ago In-Office Job Permanent £250k - £600k
S
Posted by
Seth Wain
Quant Research Headhunter

Quant Pricing Researcher

A UK based Hedge fund are looking for a Volatility Quant Pricing Researcher to join their Quant Pricing team in developing a cutting edge pricing platform that will be crucial to a number of investment teams at the firm.

Role Overview

You'll be joining a newly formed Quant Pricing team to develop a cutting-edge pricing platform. This team will ensure accurate pricing of traded products and support the diversification into new asset classes. The Quant Pricing Specialist will build and maintain a library of derivative pricing models, focusing on volatility.

Key Responsibilities

  • Evaluate and validate pricing models, ensuring conceptual soundness and identifying limitations.
  • Understand mathematical models, implementation methods, traded products, and associated risks.
  • Develop alternative benchmark models to assess model risk.
  • Monitor and ensure ongoing model performance.
  • Collaborate with Trading, Quants, Market Risk, and Technology teams.
  • Work with developers to design and implement the production pricing framework.

Skills and Experience

  • Proven experience in building derivative valuation models, with a focus on volatility.
  • Strong knowledge of Equities or other asset classes.
  • Expertise in Stochastic Calculus, Partial Differential Equations, Monte-Carlo Methods, Finite Difference Methods, and Numerical Algorithms.
  • Proficiency in C++ and/or Python programming (both is preferred).
ABOUT COMPANY
London, United Kingdom
12 Employees HR & Recruitment
We are a specialist technology recruiting firm dedicated to connecting the brightest and best STEM talent into the most exciting opportunities across ...
More jobs From Acquire Me
Acquire Me
Quantitative Researcher
Acquire Me
New York, USA
2 months ago Full time $500k - $1250k
Acquire Me
C++ Quantitative Developer - Systematic Trading Firm
Acquire Me
London, United Kingdom
2 days ago Full time £100k - £400k
Acquire Me
Python Software Engineer - Prop Trading Firm
Acquire Me
London, United Kingdom
2 months ago Full time £100k - £350k
Acquire Me
Quantitative Trader - CLB
Acquire Me
London, United Kingdom
10 hours ago Full time £200k - £500k
Acquire Me
Senior Recruitment Consultant
Acquire Me
London, United Kingdom
7 days ago Full time £35,000+
Acquire Me
Associate Recruitment Consultant
Acquire Me
London, United Kingdom
7 days ago Full time £25,000+
Acquire Me
Mid – Senior Level Software Engineer: Semi-Systematic Trading Team
Acquire Me
New York, USA
2 months ago Full time $200k - $800k
Acquire Me
Mid-Senior C++ Engineer - Systematic Trading Firm
Acquire Me
Chicago, USA
1 month ago Full time 175k-250k + Bonus
Acquire Me
Front Office Python Engineer - Multi-Strategy Hedge Fund
Acquire Me
New York, USA
1 month ago Full time $175k - $350k + Bonus
Acquire Me
Senior Engineer – Centralised Trading Platform
Acquire Me
New York, USA
2 months ago Full time 500,000

Boost your career

Find thousands of job opportunities by signing up to eFinancialCareers today.
Recommended Jobs
Caxton Associates
Quantitative Analyst
Caxton Associates
London, United Kingdom
Dare
Quantitative Market Analyst
Dare
London, United Kingdom