WANTED - Quant Analyst - Move into Derivative Pricing Models - Investment Bank WANTED - Quant Analyst - Move into Derivative  …

ITS-City Ltd
in London, England, United Kingdom
Permanent, Full time
Last application, 02 Oct 19
Excellent
ITS-City Ltd
in London, England, United Kingdom
Permanent, Full time
Last application, 02 Oct 19
Excellent
My client is a leading Investment Bank, who is seeking to expand its derivative pricing model validation team with a Quantitative Analyst who will assess/implement pricing models to benchmark against those produced in the front office..

Are you working with Risk Models or other models in a bank, but want to apply your skills to the derivatives side of the business?

Then this is the role for you. This team is responisble for modelling/validating derivatives pricing models specifically for the equity/hybrid business,

If you have a background in Equity, FX or Hybrids products thats great, but not essential.

If you have a strong quant background (solid maths, PDE, Stochastics, etc) with an intutive mind and ability to code, then we want to hear from you.

You will be applying advanced Quantitative techniques used in the development of complex derivative pricing models.

Your background:

  • Minimum 2 years experience of implementing and/or validating risk or other models models within an Investment Bank in the Front Office or Model Validation, Risk, Valuations/IPV team
  • Exceptional academic background with a PhD/DEA/M2 from a top University in a highly mathematical subject.
  • Expert level stochastic calculus, PDE, ODE, Brownian Motion, Monte Carlo Simulations, Finite Difference Methods etc.
  • Programming skills in C++ or python.
  • You must possess excellent communication / interpersonal skills; demonstrate initiative and be able to make quick decisions

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:

Email: simon@its-city.com

Direct Line: +44 (0) 203 176 6648

 

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