VP/Director Derivative Pricing Quant Analyst - Front Office - Tier 1 Investment Bank
- London, England, United Kingdom
- Permanent, Full time
- ITS-City Ltd
- 12 Dec 17 2017-12-12
My client is a leading Investment Bank, who is seeking to expand its derivative pricing quant team in London and looking for a Quantitative Analyst who will work on pricing and strategic risk management projects..
You must have commerical experience of modelling and/or validating derivatives pricing models, A background in Rates, Inflation, equity, Hybrids or FX products are being considered. You will be applying advanced Quantitative techniques used in the development of complex derivative pricing models as well as work on the latest risk intitiaves in the front office. The position is based in London.
- Minimum 5 years relevant experience of implementing and/or validating models for IR, FX, Inflation, equity, commodities or Hybrid products within an Investment Bank in the Front Office or Model Validation or Valuations/IPV team
- Exceptional academic background with a PhD/DEA/M2 from a top University in a highly mathematical subject.
- Good level of financial mathematics, stochastic calculus, PDE, ODE, Brownian Motion, Monte Carlo Simulations, Finite Difference Methods etc.
- Programming skills in any OO language, ie C++, VBA. Python a Bonus.
- You must possess excellent communication / interpersonal skills; demonstrate initiative and have a desire to learn.
Send your CV for immediate consideration.
Contact I.T.S City
To talk directly with us to discuss this vacancy and the client, please contact Simon Adams on:
Direct Line: +44 (0) 203 176 6648