Vacancy detail

Equity Derivatives Quantitative Analyst

Location: Singapore (Singapore) Type: Permanent

Equity Derivatives Quantitative Analyst

 

London/NY/HK/Singapore based

 

Are you an expert in analytics? Do you know how to work well within a team and deliver sophisticated solutions? My client is looking for someone like that who can work on all aspects of derivative pricing and help them:
– represent complex derivatives.
– price them using stochastic models and numerical methods.
– calibrate model parameters.
– support users of the quant libraries.

 

You’ll be working in the Equity Derivatives Quantitative Analytics team in London. The role is to build the models and infrastructure that risk manages the Investment Bank's trading positions. They help their Trading, Structuring and Sales business partners by providing cutting-edge analytics and state of the art systems. The team is looking to expand to support the next generation of regulation.

 

Requirements:

 

  • Doctorate degree in physics, mathematics, engineering or related, or a DEA or equivalent degree in mathematical finance.
  • A few years' experience as a front-office quant or model validation.
  • Strong knowledge of Equity derivatives ideally.
  • Proficient using C++.
  • Proficient at stochastic calculus.
  • Familiar with standard derivatives and pricing methods.

Reference: AMC/AMO/JME/EDQA1. To apply for this vacancy: email John Meadowcroft

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