Vacancy detail

Equity Derivatives Quant Developer – Assoc/VP level

Location: United Kingdom (London, City of) Type: Permanent

Equity Derivatives Quant Developer – Assoc/VP level

 

The team are responsible for providing the fundamental tools for risk management and PnL analysis across the equity derivatives business, exotics and flow. In addition they are responsible for providing the evaluation framework for the growing complex tradable strategies business.

 

The team works closely with trading and structuring and is part of the wider Quantitative Research group, globally responsible for providing quantitative solutions for pricing, risk management, risk analysis and strategies development to the front office in the Investment Bank. They are supported by a very strong technology group, working in a strong partnership with them.

 

They are seeking a talented strategist with a few years of experience, who can make an immediate contribution to a number of their key projects while learning about their businesses and the models they use, via formal and on-the-job training.

 

Essential skills, experience and qualifications:

  • Very strong analytical and problem solving abilities.
  • Strong C++ coding, with emphasis on numerical methods.
  • Thorough understanding of Computer Science.
  • Excellent communication skills.
  • PhD or equivalent degree in Mathematics, Mathematical Finance, Physics or Engineering, with strong Maths.

Desirable skills/experience:

 

Python, Equity derivatives modelling, probability theory, stochastic processes, partial differential equations and numerical analysis.

 

 

Please contact Sumaiyah Patel via email Sumaiyah.patel@ansonmccade.com

Reference: AMC*SPA/ED. To apply for this vacancy: email Sumaiyah Patel

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