Exotics Equity Quant Analyst & Assoc level
High competitive base salary with bonus
Location: United Kingdom Type: Contract
Exotics Equity Quant Analyst – Assoc level
The Quantitative Analyst members interact with trading and also with structuring. There are teams professionally based in Paris, New York and Hong Kong.
- Sitting alongside the traders on the trading desk
- Models & algorithms for exotic derivatives.
- Assessment of product-specific risks, pricing/hedging methodologies, adjustments to model prices.
- Tools for the exotics, vanilla & delta one businesses: generation of volatility smiles, optimization of hedging costs, pricing automation.
- General technical expertise on Capital Market transversal issues: CVA, IM.
- Coding up from scratch any model for any asset class.
- Generating their own research agenda.
- You must have modeling AND numerical experience commensurate to your seniority.
- You must have excellent command of models for Equity exotics or Rates exotics.
- Excellent knowledge of applied mathematics and numerical analysis.
- Excellent command of current academic research in areas of interest to the derivatives business.
- Proficient with models and algorithms for derivatives on all asset classes.
- Ability to design new models and algorithms.
- Strong academic background in a relevant field - Computer Science, Engineering, Physics, Mathematics, Finance.
- Strong programming background in a structured language (C, C++, Java, Python etc.).
- 1-3 years of experience in a modelling/pricing related field (open to asset class).
- Ability to work in a fast moving environment.
Please send your CV to Sumaiyah.email@example.com or for further information give a call on 020 7780 6700
Reference: SPA*AMC*EEQA. To apply for this vacancy: email Sumaiyah Patel